@techreport{eprints1629,
            year = {2009},
           title = {MATLAB Routine for Bootstrapping Statistic Hypothesis for Calendar Effects in Stock Returns},
            type = {Working Paper},
     institution = {IMT Institute for Advanced Studies Lucca},
          author = {Eleftherios Giovanis},
           month = {December},
          number = {10.2139/ssrn.1522942},
             url = {http://eprints.imtlucca.it/1629/},
        abstract = {This paper presents a programming routine in MATLAB software for applications in calendar effects or anomalies in stock returns. The calendar effects which are tested is the turn-of-the-month, the day-of-the-Week, the month-of-the-Year and the semi-month effect. },
        keywords = {Keywords: calendar effects/anomalies, MATLAB, stock returns  -  JEL Classification: C63, G15}
}