@incollection{, 5269092D2BEE4E6971E891A8D7FFBFAE , author={{AmiraKaddour} and {Jihen JbenieniGouider} and {University of Carthage TUNISIA.}}, journal={{Global Journal of Management and Business Research}}, journal={{GJMBR}}2249-45880975-585310.34257/GJMBR, address={Cambridge, United States}, publisher={Global Journals Organisation}1522737 } @incollection{b0, , title={{Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation}} , author={{ RFEngle }} , journal={{Econometrica}} 50 , year={1982} } @incollection{b1, , title={{Stock returns, expected returns and real activity}} , author={{ EFama }} 10.1111/j.1540-6261.1990.tb02428.x , journal={{Journal of Finance}} 44 4 , year={1990} } @incollection{b2, , title={{The behavior of stock prices}} , author={{ EFama }} , journal={{Journal of Business}} 38 , year={1965} } @book{b3, , title={{Testing the significance of calendar effects}} , author={{ LundeHansen }} , year={2003} Working paper Brown University } @book{b4, , title={{The role of shorting, firm size, and time on market anomalies}} , author={{ RIsrael } and { TJMoskowitz }} 10.1016/j.jfineco.2012.11.005i , year={2013} } @book{b5, , title={{Calendar anomalies reality or an illusion}} , author={{ Khan }} , year={2012} , note={international finance} } @book{b6, , title={{The Stucture of Scientific Revolutions}} , author={{ TKuhn }} , year={1970} , publisher={University of Chicago Press} , address={Chicago} } @incollection{b7, , title={{Stock Market Calendar Anomalies: Evidence from ASEAN-5 Stock Markets}} , author={{ ChiaLim }} , journal={{Economics Bulletin}} 30 2 , year={2010} } @book{b8, , title={{Anomalies and market efficiency}} , author={{ GSchwert }} , year={2003} NBER, University of Rochester }