Calendar anomalies in financial markets: are they still influent today?

Viano, Paolo (A.A. 2024/2025) Calendar anomalies in financial markets: are they still influent today? Tesi di Laurea in Advanced corporate finance, Luiss Guido Carli, relatore Pierluigi Murro, pp. 56. [Master's Degree Thesis]

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Abstract/Index

Definition of calendar anomalies in financial market. Research objective and hypotheses to be tested. Literature review. Efficiency market theory (Fama 1970). Calendar anomalies identified in literature. Critics and rational explanations. Methodology, empirical analysis and results. Data selection. Empirical analysis.

References

Bibliografia: pp. 54-56.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Chair: Advanced corporate finance
Thesis Supervisor: Murro, Pierluigi
Thesis Co-Supervisor: Altieri, Michela
Academic Year: 2024/2025
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 27 Mar 2026 14:03
Last Modified: 27 Mar 2026 14:03
URI: https://tesi.luiss.it/id/eprint/45303

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