Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/45214
Title: The diminishing calendar anomalies in the stock exchange of Singapore
Authors: Tan, R.S.K. 
Tat, W.N.
Issue Date: 1998
Source: Tan, R.S.K.,Tat, W.N. (1998). The diminishing calendar anomalies in the stock exchange of Singapore. Applied Financial Economics 8 (2) : 119-125. ScholarBank@NUS Repository.
Abstract: This study examines the daily stock returns in the Singapore market over a 20 year period from 1975 to 1994. Results indicate the existence of four calendar anomalies. They are the January effect, the day-of-the-week effect, the turn-of-the-month effect and the holiday effect. Subperiod analysis, however, reveals a weakening of these anomalies over time.
Source Title: Applied Financial Economics
URI: http://scholarbank.nus.edu.sg/handle/10635/45214
ISSN: 09603107
Appears in Collections:Staff Publications

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