The tendency of stocks to perform differently at different times of the year. One example is the January Effect.
Related information about calendar effect:
- Calendar effect - Wikipedia, the free encyclopedia
A calendar effect is any market anomaly or economic effect which appears to be related to the calendar. Such effects include the apparently different behaviour ...
- Calendar Effect Definition | Investopedia
... or bad times to invest. Some theories that fall under the calendar effect include the Monday effect, the October effect, the Halloween effect and the January effect.
- Calendar Effect - Financial Dictionary - The Free Dictionary
Describes the tendency of stocks to perform differently at different times. For example, a number of researchers have documented that historically, returns tend to ...
- f - Research Department - Federal Reserve Bank of Atlanta
(excess) returns specific to the calendar effect being studied. ... a specific calendar effect needs to condition on the nuisance of all conceivable effects, unless ...
- What is calendar effect? definition and meaning - InvestorWords.com
Definition of calendar effect: The tendency of stocks to perform differently at different times of the year. One example is the January Effect.
- VIX and More: The Calendar Effect and Time Decay
Oct 29, 2009 ... Since the beginning of last year, I have periodically discussed what I call “ calendar reversion,” which is essentially a phenomenon caused by ...
- What is calendar effect? - BusinessDictionary.com
Definition of calendar effect: Change in a market due to some statistically significant relationships between particular days of a week (or particular months of a ...
- Calendar Effects
Home. Calendar Effects. Calendar effects (sometimes less accurately described as 'seasonal effects') are cyclical anomalies in returns, where the cycle is based ...