Calendar market anomalies include day-of-the-week,turn-of-the-month,day preceding a holiday effect.

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Calendar market anomalies refer to recurring patterns or anomalies that occur during specific times of the year. These anomalies include the day-of-the-week effect, turn-of-the-month effect, and day preceding a holiday effect among others. These effects have been documented in financial markets and are considered to be examples of inefficiencies in the market.

Calendar Market Anomalies Include Day-Of-The-Week,turn-Of-The-Month,day Preceding a Holiday Effect