The diminishing calendar anomalies in the stock exchange of Singapore

Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/45214

DC Field	Value
dc.title	The diminishing calendar anomalies in the stock exchange of Singapore
dc.contributor.author	Tan, R.S.K.
dc.contributor.author	Tat, W.N.
dc.date.accessioned	2013-10-11T08:14:22Z
dc.date.available	2013-10-11T08:14:22Z
dc.date.issued	1998
dc.identifier.citation	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.
dc.identifier.issn	09603107
dc.identifier.uri	http://scholarbank.nus.edu.sg/handle/10635/45214
dc.description.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.
dc.source	Scopus
dc.type	Article
dc.contributor.department	FINANCE & ACCOUNTING
dc.description.sourcetitle	Applied Financial Economics
dc.description.volume	8
dc.description.issue	2
dc.description.page	119-125
dc.identifier.isiut	NOT_IN_WOS
Appears in Collections:	Staff Publications

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