relation: http://eprints.imtlucca.it/1629/
title: MATLAB Routine for Bootstrapping Statistic Hypothesis for Calendar Effects in Stock Returns
creator: Giovanis, Eleftherios
subject: HA Statistics
subject: HD61 Risk Management
description: 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. 
date: 2009-12
type: Working Paper
type: NonPeerReviewed
identifier:   Giovanis, Eleftherios  MATLAB Routine for Bootstrapping Statistic Hypothesis for Calendar Effects in Stock Returns.  Working Paper  # /2009          
relation: http://ssrn.com/abstract=1522942
relation: 10.2139/ssrn.1522942