Are calendar anomalies still alive and not just illusions? : a 36-years perspective in Singapore stock market.

• Main Authors: Ong, Min Guan., Low, Michelle Kai Ling., Lim, Wei Lun.
• Other Authors: Li Ka Ki Jackie
• Format: Final Year Project
• Language: English
• Published: 2010
• Subjects: DRNTU::Business::Finance::Stock exchanges
• Online Access: http://hdl.handle.net/10356/35457
• Institution: Nanyang Technological University

This study investigates the effects of day-of-the-week, turn-of-the-month, turn-of-the-year and holiday (cultural and non-cultural) on Singapore stock returns between 1973 and 2008. Drawing parallel to previous research that focuses on Christmas effect on stock returns in European and USA markets, w...