Calendar anomaly in the Greek stock market: Stochastic dominance analysis

International Review of Financial Analysis

Volumn 17, Issue 3, 2008, Pages 461-474

  Al Khazali, Osamah M ^a   Koumanakos, Evangelos P ^b   Pyun, Chong Soo ^c  

^a AMERICAN UNIVERSITY OF SHARJAH   (United Arab Emirates)

^b National Bank of   (Greece)

^c UNIVERSITY OF MEMPHIS   (United States)

Author keywords

Cumulative density function; Day effect; January effect; Seasonality; Stochastic dominance; Week effect

Indexed keywords

EID: 44349169453     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2007.02.001     Document Type: Article

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