I chose : Weak Form and Calender Effect

Choose one of the market anomalies discussed in EITHER Chapter 13 of your textbook OR the study note on Blackboard entitled "Risk Measures, Monte Carlo Simulation, and Market Efficiency" (see in particular Sections 4.1-4.2 on p.11-17) that, if true, would provide evidence against some form of the efficient market hypothesis. I would like you to rely upon at least 1 independent source (besides the textbook) that discusses this anomaly in greater detail