• Anderson Paulson
• Jelitta Matthew

The paper analyses the effect of market anomalies in the Indian stock market. The BSE 500 Index is used to evaluate and infer the anomalies. The anomaly which is evaluated is Calendar anomalies including weekend effect, turn of the month effect, turn of the year effect (including January effect). The Indian stock market does not seem to be an indicator of market anomalies as compared to foreign countries. Even though the effect seems to exist in some sorts, it is not significant and a proper relationship is not established between them.

Market Anomalies, Weekend Effect, Turn of the month Effect, Turn of the Year effect, Efficient Market Hypothesis

"EXISTENCE OF MARKET ANOMALIES IN THE INDIAN STOCK MARKET", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.6, Issue 2, page no.744-749, February-2019, Available :http://www.jetir.org/papers/JETIR1902993.pdf

"EXISTENCE OF MARKET ANOMALIES IN THE INDIAN STOCK MARKET", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.6, Issue 2, page no. pp744-749, February-2019, Available at : http://www.jetir.org/papers/JETIR1902993.pdf