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- W2268489203 abstract "This paper examines the calendar anomalies in the NSE indices by analyzing the trends in annual returns and daily returns for the period 2002-07. A set of parametric and nonparametric tests are employed to test the equality of mean returns and standard deviations of the returns. The findings of the mean returns in the NSE indices show that there is a strong evidence of April and January effect. After the introduction of the rolling settlement, Friday has become significant. As far as day effect is concerned, Tuesday effect is more prevalent than Monday effect." @default.
- W2268489203 created "2016-06-24" @default.
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- W2268489203 date "2008-12-23" @default.
- W2268489203 modified "2023-09-26" @default.
- W2268489203 title "Calendar Anomalies in National Stock Exchange Indices" @default.
- W2268489203 hasPublicationYear "2008" @default.
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