Calendar Effects in International Stock Markets

Calendar Effects in International Stock Markets
The aim of the assignment is to extend the case study that you have undertaken
in Week 9 on testing for calendar effects into a short academic paper. In
particular, you should test for at least one of the following calendar effects in a
stock market of your choice: (a) day of the week effect, (b) month of the year
effect, or (c) holiday effect. You should test for the calendar effect using
regression analysis in Excel, or a software package of your choice.
Assignment Structure
Your assignment should contain the following sections:
1. Title page with abstract
You should provide a summary of your research with no more than 100 words