Calendar effects in the London Stock Exchange FT-SE indices

This paper investigates the presence of various anomalies, or ´calendar effects´, in the FT-SE 100, Mid 250 and 350 indices, and the accompanying industry baskets, for the period January 1986 to October <br />1992. Our results broadly support similar evidence found for many countries concerning stock market anomalies, for the ´January´, ´week..