SiamiNamini, Rahele; RahnamaRoudposhti, Fereydoun; … - In: International Journal of Financial Research 4 (2013) 2, pp. 154-161
The present study aims to examine the presence of various anomalies or 'calendar effects' in stock index returns by using the Tehran Stock Exchange (TSE) index during the period 2004-2010. The findings show that the weekend effect, the weekend effect within the monthly effect, the monthly...
