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person:"Witte, H. Douglas"
~person:"Brusa, Jorge"
~person:"Hastings, Justine S."
~type_genre:"Article in journal"
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Search: subject_exact:"Calendar anomalies"
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Witte, H. Douglas
Brusa, Jorge
Hastings, Justine S.
Plastun, Alex
8
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6
Caporale, Guglielmo Maria
6
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1
Black cats or black swans? : outliers, seasonality in return distribution properties, and the Halloween effect
Haggard, K. Stephen
;
Jones, Jeffrey Scott
;
Witte, H. Douglas
- In:
Managerial finance
41
(
2015
)
7
,
pp. 642-657
Persistent link: https://www.econbiz.de/10011336638
Saved in:
2
Subperiod robustness checks : testing for effect mean stationary
Haggard, K. Stephen
;
Witte, H. Douglas
- In:
Managerial finance
38
(
2012
)
5
,
pp. 530-542
Persistent link: https://www.econbiz.de/10009559713
Saved in:
3
Reverse weekend effect, trading volume, an illiquidity
Brusa, Jorge
;
Hernández, Rodrigo
;
Liu, Pu
- In:
Managerial finance
37
(
2011
)
9
,
pp. 817-839
Persistent link: https://www.econbiz.de/10009355286
Saved in:
4
Monday returns and asset pricing
Brusa, Jorge
;
Lee, Wayne Y.
;
Liu, Pu
- In:
Journal of economics and finance
35
(
2011
)
3
,
pp. 332-347
Persistent link: https://www.econbiz.de/10009271629
Saved in:
5
The first of month effect : consumer behavior and store responses
Hastings, Justine S.
;
Washington, Ebonya
- In:
American economic journal : a journal of the American …
2
(
2010
)
2
,
pp. 142-162
Persistent link: https://www.econbiz.de/10008902564
Saved in:
6
The halloween effect : trick or treat?
Haggard, K. Stephen
;
Witte, H. Douglas
- In:
International review of financial analysis
19
(
2010
)
5
,
pp. 379-387
Persistent link: https://www.econbiz.de/10009272642
Saved in:
7
The day-of-the-week and the week-of-the-month effects : an analysis of investors' trading activities
Brusa, Jorge
;
Liu, Pu
- In:
Review of quantitative finance and accounting
23
(
2004
)
1
,
pp. 19-30
Persistent link: https://www.econbiz.de/10002248428
Saved in:
8
The "reverse" weekend effect : the US market versus international markets
Brusa, Jorge
;
Liu, Pu
;
Schulman, Craig T.
- In:
International review of financial analysis
12
(
2003
)
3
,
pp. 267-286
Persistent link: https://www.econbiz.de/10001782444
Saved in:
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