Technical trading rules and calendar anomalies -- Are they the same phenomena?

The predictive ability of technical trading rules and the presence of calendar anomalies are well known, but theoretically anomalous, features of equity markets. We show that while some rules exploit calendar effects they are primarily being driven by other factors.

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Year of publication:	2010
Authors:	Atanasova, Christina V. ; Hudson, Robert S.
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 106.2010, 2, p. 128-130
Publisher:	Elsevier
Subject:	Stocks Technical trading Calendar anomalies

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008551407