Stock Market Anomalies: Case of Calendar Effects on the Tunisian Stock

Authors

  • Amira Kaddour

  • Jihen Jbenieni Gouider

Keywords:

stock market, garch, financial sector sensitivity

Abstract

The aim of this work is to analyze the effect of financial market anomalies specifically calendar anomalies on the behavior of financial investors in terms of decisions and profit Analyzed in the context of Tunisian financial market into two periods with two different political regimes this work examines four calendar effects which are the weekend effect the end of the month effect the January effect and Ramadhan one contrary to previous studies that have focused on a single effect

How to Cite

Amira Kaddour, & Jihen Jbenieni Gouider. (2015). Stock Market Anomalies: Case of Calendar Effects on the Tunisian Stock. Global Journal of Management and Business Research, 15(B2), 27–37. Retrieved from https://journalofbusiness.org/index.php/GJMBR/article/view/1644

Stock Market Anomalies: Case of Calendar Effects on the Tunisian Stock

Published

2015-01-15