Tag Archives: calendar effect

Update on a Calendar Effect Anomaly [Premium Articles]

This calendar effect anomaly has significantly outperformed buy a hold return in the relevant market on both absolute and risk-adjusted basis. For access to premium content, you must be a subscriber. Please login if you are already a subscriber or … Continue reading

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Persisting Stock Market Calendar Effect This Year [Premium Articles]

A significant calendar effect identified in March of this year has intensified. This is another price action anomaly that defies efficient markets and probably will not last. For access to premium content, you must be a subscriber. Please login if … Continue reading

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