TY  - RPRT
ID  - eprints1629
EP  - 7
VL  - 10.2139/ssrn.1522942
TI  - MATLAB Routine for Bootstrapping Statistic Hypothesis for Calendar Effects in Stock Returns
AV  - none
KW  - Keywords: calendar effects/anomalies
KW  -  MATLAB
KW  -  stock returns  -  JEL Classification: C63
KW  -  G15
Y1  - 2009/12//
UR  - http://ssrn.com/abstract=1522942
A1  - Giovanis, Eleftherios
N2  - 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. 
M1  - working_paper
ER  -