Munich Personal RePEc Archive

Introducere în analiza anomaliilor calendaristice, Partea a doua

Stefanescu, Răzvan and Dumitriu, Ramona (2020): Introducere în analiza anomaliilor calendaristice, Partea a doua.

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Abstract

This paper approaches some simple methods for the calendar anomalies identification. Taking the TOY Effect as an example, we show how the t tests or the OLS regressions could be used to detect a seasonal component of the financial assets’ returns.

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