%0 Report
%9 Working Paper
%@ 10.2139/ssrn.1522942
%A Giovanis, Eleftherios
%D 2009
%F eprints:1629
%I IMT Institute for Advanced Studies Lucca
%K Keywords: calendar effects/anomalies, MATLAB, stock returns  -  JEL Classification: C63, G15
%N  
%T MATLAB Routine for Bootstrapping Statistic Hypothesis for Calendar Effects in Stock Returns
%U http://eprints.imtlucca.it/1629/
%X 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.