Werner, Kristjanpoller Rodríguez; Teresita, Arenas Yáñez - In: Contaduría y Administración 60 (2015) 1, pp. 53-86
In equity markets, it is common to find calendar anomalies, which have been the subject of several studies in recent decades, even some of them showing that over time these anomalies have disappeared. In this context, this paper analyzes one of these anomalies, the end-of-the-month effect, in...