... a trading strategy based on current research. Originality/value This work conveniently synthesizes and presents current research findings from a variety of published sources. Calendar events Anomalies Weekend effect Day‐of‐the‐week Economic returns James Philpot can be contacted...

...@uwosh.edu © Emerald Group Publishing Limited 2010 Stock markets Bonds Calendar events Ukraine Emerging markets In this study, we provide an overview of the Ukrainian financial market and examine the presence of the January effect, the weekend effect, and the turn‐of‐the‐month (TOM...

... funds Calendar events Over the years researchers have analyzed the stock markets and identified many calendar anomalies including the turn‐of‐the‐month (TOM) effect[1]. Since then, researchers have found the TOM effect not only in domestic stock returns, but also in international stocks...

... can be contacted at: apicou@cob.tamucc.edu © Emerald Group Publishing Limited 2006 Stock markets Variance Calendar events One recognized seasonal anomaly, the holiday anomaly or a price rise on the trading day before a holiday (see Ariel, 1990 ; Brockman and Michayluk, 1997...