Hansen, Peter Reinhard (contributor); … - 2003 - [Elektronische Ressource]
Testing the Significance of Calendar Effects
Peter Reinhard Hansen
1
and
Asger Lunde
2
Working Paper No. 2003 … acknowledged.
Testing the Significance of Calendar Effects
1 Introduction
Calendar effects are anomalies in stock returns that …
to anomalies in returns, including the calendar specificanomalies.
1
Testing the Significance of Calendar Effects
the …