Stock Market Anomalies: A Calender Effect in BSE-Sensex
“There are other similar anomalies existing in the stock market.”
AssetEquities
StrategySeasonality
GeographyIndia
Claimt-statistic
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
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The paper's neighbourhoodSeasonality and calendar effects by year
FamilySeasonality and calendar effects15Momentum and trend following289Factor investing240Machine learning return prediction15318 more · 987
AssetEquities14
AuthorsÁngel Pardo Tornero2
The family is counted across the whole universe. Asset, method and authors are counted inside the family.
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