This paper investigates the existence of seasonality anomalies in the stock returns of the oil and gas companies on the London Stock Exchange. It employs F-test. Kruskal–Wallis and Tukey tests to examine days-of-the-week effect. Generalised autoregressive conditional heteroscedasticity specification was also employed to investigate both the days-of-the-week and months-of-the-year effe... https://foldlyers.shop/product-category/quality-gold-rca-plugs/