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

Article ID

T8B9P

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

Jihen Jbenieni Gouider
Jihen Jbenieni Gouider
Amira Kaddour
Amira Kaddour University of Carthage TUNISIA.
Azza Hmaid
Azza Hmaid
DOI

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.

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

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.

Jihen Jbenieni Gouider
Jihen Jbenieni Gouider
Amira Kaddour
Amira Kaddour University of Carthage TUNISIA.
Azza Hmaid
Azza Hmaid

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Amira Kaddour. 2015. “. Global Journal of Management and Business Research – B: Economic & Commerce GJMBR-B Volume 15 (GJMBR Volume 15 Issue B2): .

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Crossref Journal DOI 10.17406/GJMBR

Print ISSN 0975-5853

e-ISSN 2249-4588

Issue Cover
GJMBR Volume 15 Issue B2
Pg. 27- 37
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GJMBR-B Classification: JEL Code: H54
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Stock Market Anomalies: Case of Calendar Effects on the Tunisian Stock

Jihen Jbenieni Gouider
Jihen Jbenieni Gouider
Amira Kaddour
Amira Kaddour University of Carthage TUNISIA.
Azza Hmaid
Azza Hmaid

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