MATLAB Routine for Bootstrapping Statistic Hypothesis for Calendar Effects in Stock Returns

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

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Year of publication:	2009
Authors:	Giovanis, Eleftherios
Publisher:	[2009]: [S.l.] : SSRN
Subject:	Bootstrap-Verfahren \| Bootstrap approach \| Kapitaleinkommen \| Capital income \| Kalendereffekt \| Calendar effect \| Börsenkurs \| Share price \| Zeitreihenanalyse \| Time series analysis

Extent:	1 Online-Ressource (7 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 13, 2009 erstellt
Other identifiers:	10.2139/ssrn.1522942 [DOI]
Classification:	C63 - Computational Techniques ; G15 - International Financial Markets
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013153164