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• W776668716 abstract "In this paper we search for calendar regularities in the Portuguese stock market. We did not find the Weekday or the January “anomalies” but other significant regularities were found which constitutes evidence against market efficiency. The significant “anomalies” were the Pre-holiday effect (where average returns are twelve times higher the other days' returns) and a Turn-of- the-month effect. Statistically, the most robust of these “anomalies” is the Holiday effect but, economically, the most significant is the Turn-of-the-month effect." @default.
• W776668716 created "2016-06-24" @default.
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• W776668716 date "2010-01-01" @default.
• W776668716 modified "2023-09-25" @default.
• W776668716 title "Calendar “anomalies” in the Portuguese stock market" @default.
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• W776668716 doi "https://doi.org/10.1080/10293523.2010.11082518" @default.
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