%I IMT Institute for Advanced Studies Lucca
%T MATLAB Routine for Bootstrapping Statistic Hypothesis for Calendar Effects in Stock Returns
%N  
%R 10.2139/ssrn.1522942
%K Keywords: calendar effects/anomalies, MATLAB, stock returns  -  JEL Classification: C63, G15
%A Eleftherios Giovanis
%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. 
%L eprints1629
%D 2009