eprintid: 1629
rev_number: 8
eprint_status: archive
userid: 6
dir: disk0/00/00/16/29
datestamp: 2013-07-08 13:49:35
lastmod: 2014-01-24 14:24:24
status_changed: 2013-07-08 13:49:35
type: monograph
metadata_visibility: show
creators_name: Giovanis, Eleftherios
creators_id: eleftherios.giovanis@imtlucca.it
title: MATLAB Routine for Bootstrapping Statistic Hypothesis for Calendar Effects in Stock Returns
ispublished: pub
subjects: HA
subjects: HD61
divisions: EIC
full_text_status: none
monograph_type: working_paper
keywords: Keywords: calendar effects/anomalies, MATLAB, stock returns  -  JEL Classification: C63, G15
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. 
date: 2009-12
number:  
pages: 7
id_number: 10.2139/ssrn.1522942
institution: IMT Institute for Advanced Studies Lucca
official_url: http://ssrn.com/abstract=1522942
citation:   Giovanis, Eleftherios  MATLAB Routine for Bootstrapping Statistic Hypothesis for Calendar Effects in Stock Returns.  Working Paper  # /2009