The study investigates the existence of wide range of fifteen calendar anomalies in daily log
returns of seven metal futures (aluminium, copper, gold, lead, nickel, silver, zinc) and two …

This study reviews the literature on market efficiency and calendar anomalies in agricultural
commodity futures markets in India and abroad. The study finds that most studies used …

This study aims to examine the existence of the month of the year effect, the day of the week
effect, and seasonal anomalies in the return of gold futures contracts traded in the Borsa …

Fama (1970) tarafından ortaya atılan etkin piyasa hipotezi, fiyatların mevcut tüm bilgileri
tamamen yansıttığı varsayımına dayanmaktadır. Etkin piyasa hipotezine göre, etkin bir …

The aim of the paper was examining Granger causality between rates of return of precious
metals. The study covers the period from 2008 through 2013 and includes gold, silver …

This paper investigates calendar effects in the crude oil market using daily data over the
period January 4, 2000 to December 31, 2014 for two global oil pricing benchmarks: West …

The presence of calendar anomalies infinancial markets challenges the notion of market
efficiency and provides opportunities to the market participants for earning abnormal returns …

Purpose–Many theoretical financial theories attempt to explain the behaviour of stocks and
the structure of their returns, namely the Portfolio Theory, the Capital Asset Pricing Model …