Wong, Wing-Keung; Agarwal, Aman; Wong, Nee-Tat - In: Lahore Journal of Economics 11 (2006) 2, pp. 123-139
This paper investigates the calendar anomalies in the Singapore stock market over the recent period from1993-2005. Specifically, changes in stock index returns are examined surroundingJanuary (the January effect), on different days of the week (the day-of-the-week effect), around the turn of the...
