Calendar Effects

Calendar Effects in Chinese Stock Market

Our paper examines calendar effects in Chinese stock market, particularly monthly and daily effects. Using individual stock returns, we observe the change of the calendar effect over time. In Shanghai and Shenzhen, the yearend effect was strong in 1991 – but disappeared later. As the Chinese year-end is in February, the highest returns can be achieved in March and April. Studying daily effects,...

Trends and Calendar Effects in Stock Returns

This paper presents statistical investigations regarding the value of the trend concept and calendar effects for prediction of stock returns. The examined data covers 207 stocks on the Swedish stock market for the time period 1987-1996. The results show a very weak trend behavior. The massive better part of returns falls into a region, where it is very difficult to claim any correlation between...

Conference Calendar

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Human Genomics and Genetics KEY — Genome sequence variation and the inherited basis of common disease and complex traits, January 8–13

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