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|Title:||The diminishing calendar anomalies in the stock exchange of Singapore|
|Authors:||Tan, R.S.K. |
|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|
|Appears in Collections:||Staff Publications|
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