Seasonality and calendar effects
15 papers on seasonality and calendar effects as a systematic trading strategy. Calendar and seasonal return patterns: turn of the month, day of the week, annual cycles.
Also searched as: calendar anomalies, turn-of-the-month effect, day-of-the-week effect, January effect, seasonal patterns
Papers151999–2026
Share of the family100 %15 of 15
Asset
Method
Papers by yearSeasonality and calendar effects
Related familiespapers shared with this family
| Most cited in each asset | cited by | asset | |
|---|---|---|---|
| Market Anomalies in the A.S.E: The Day of the Week Effect by Lyroudi et al.Equities | 26 | Equities | 2002 |
| Finance by VerhofenVolatility and options | 1 | Volatility and options | 2014 |
| Latest additions | asset | |
|---|---|---|
| Calendar Effects of Asset Pricing Factors by Fan et al.Equities | Equities | 2026 |
| Sectoral Intramonth Momentum Cycle Exploiting Turn-of-the-Month Patterns in Sector ETF Strategies by Vojtko and DujavaEquities | Equities | 2026 |
| Exploiting Superstition in the Investment Strategies: Case of Friday the 13th Effect by Ştefanescu and DumitriuEquities | Equities | 2018 |
| Stock market efficiency in South Eastern Europe: testing return predictability and presence of calendar effectsEquities | Equities | 2017 |
| Finance by VerhofenVolatility and options | Volatility and options | 2014 |
Assets with their own page
14 papers| Seasonality in equities | 14 |
Seasonality in volatility and options
1 paper| cited by | method | ||
|---|---|---|---|
| Finance by Verhofen | 1 | Mathematical derivation +2 | 2014 |