calendar effect

calendar effect
Describes the tendency of stocks to perform differently at different times. For example, a number of researchers have documented that historically, returns tend to be higher in January compared to other months (especially February). Others have documented returns patterns across days of the week and within the day. Some of these patterns are found in volume and volatility as well as returns. Bloomberg Financial Dictionary

Financial and business terms. 2012.

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  • Calendar effect — Сalendar effect Календарный эффект – тенденция фондового рынка действовать по разному в зависимости  от периода времени в года, например январский эффект . January Effect Январский эффект тенденция фондового рынка к росту между 31 декабря и… …   Финансовый словарь

  • Calendar effect — A calendar effect is any actual or hypothesized stock market trend based on the calendar, such as rises and falls associated with particular days of the week or months of the year.Examples include: * Halloween indicator (or the Sell in May… …   Wikipedia

  • Calendar Effect — A collection of assorted theories that assert that certain days, months or times of year are subject to above average price changes in market indexes and can therefore represent good or bad times to invest. Some theories that fall under the… …   Investment dictionary

  • Calendar effect — The tendency of stocks to perform differently at different times, including such anomalies as the January effect, month of the year effect, day of the week effect, and holiday effect. The New York Times Financial Glossary …   Financial and business terms

  • CALENDAR — (Heb. לוּחַ, lu aḥ). The present Jewish calendar is lunisolar, the months being reckoned according to the moon and the years according to the sun. A month is the period of time between one conjunction of the moon with the sun and the next. The… …   Encyclopedia of Judaism

  • Calendar (New Style) Act 1750 — Parliament of Great Britain Long title An Act for Regulating the Commencement of the Year; and for Correcting the Calendar now in Use Statute book chapter 1 …   Wikipedia

  • Calendar of 1997 — ▪ 1998 JANUARY JANUARY 1       Ghanaian Kofi Annan replaces Egyptian Boutros Boutros Ghali in the position of United Nations secretary general.       Among those knighted by Queen Elizabeth II in the annual New Year s Day ceremony is pop musician …   Universalium

  • Calendar reform — A calendar reform is any significant revision of a calendar system. The term sometimes is used instead for a proposal to switch to a different calendar.Most calendars have several rules which could be altered by reform: * Grouping of days of the… …   Wikipedia

  • Calendar of 2003 — ▪ 2004 January So long as there is a single Brazilian brother or sister going hungry, we have ample reason to be ashamed of ourselves. Lula, in his inaugural address as president of Brazil, January 1 January 1       The Socialist Lula (Luiz… …   Universalium

  • calendar — calendrical /keuh len dri keuhl/, calendric, calendarial /kal euhn dair ee euhl/, calendarian, calendaric, adj. /kal euhn deuhr/, n. 1. a table or register with the days of each month and week in a year: He marked the date on his calendar. 2. any …   Universalium

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