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Search: subject:"December effect"
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December effect
7
Calendar effects
3
cyclical shares
3
self-fulfilling prophecies
3
stock market anomalies
3
volatility and rate of return of PFTS-Index
3
Календарні ефекти та аномалії фондового ринку
3
дохідність та волатильність індексу ПФТС
3
ефект Грудня
3
передбаченння
3
циклічні акції
3
які самореалізуються
3
Anlageverhalten
2
Behavioural finance
2
Börsenkurs
2
Calendar anomalies
2
Calendar effect
2
January effect
2
Kalendereffekt
2
Saisonale Schwankungen
2
Seasonal variations
2
Share price
2
Time
2
Zeit
2
Abnormal Returns
1
Aktienmarkt
1
Behavioural Finance
1
CCK model
1
CH model
1
CSAD
1
CSSD
1
Capital income
1
December Effect
1
Disposition effect
1
Efficient Market Hypothesis
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Financial market
1
Finanzmarkt
1
Herdenverhalten
1
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Free
4
Undetermined
3
Type of publication
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Article
5
Book / Working Paper
3
Type of publication (narrower categories)
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Article in journal
4
Aufsatz in Zeitschrift
4
Language
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English
5
Undetermined
3
Author
All
Petrushchak, Bohdan
3
Almudhaf, Fahad
1
Firth, Chris
1
Ganesh, R.
1
Gupta, Rangan
1
Hansz, J. Andrew
1
Kausar, Saba
1
Naresh, G.
1
Plastun, Alex
1
Rashid, Abdul
1
Sibande, Xolani
1
Thiyagarajan, S.
1
Wohar, Mark E.
1
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
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MPRA Paper
3
American journal of finance and accounting
1
Economics letters
1
International Real Estate Review
1
Research in international business and finance
1
The Pakistan development review : PDR
1
Source
All
ECONIS (ZBW)
4
RePEc
4
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1
Historical evolution of monthly anomalies in international stock markets
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012548195
Saved in:
2
Testing the monthly calendar anomaly of stock returns in Pakistan : a stochastic dominance approach
Rashid, Abdul
;
Kausar, Saba
- In:
The Pakistan development review : PDR
58
(
2019
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10012052302
Saved in:
3
Календарні ефекти та аномалії на українському фондовому ринку: теорія і практика
Petrushchak, Bohdan
-
Volkswirtschaftliche Fakultät, …
-
2011
i.e.
December
effect
on Ukrainian PFTS exchange was found. It can be explained due to the cyclical character of some …
Persistent link: https://www.econbiz.de/10009372488
Saved in:
4
Календарні закономірності розподілу дохідності та волатильності на українському фондовому ринку
Petrushchak, Bohdan
-
Volkswirtschaftliche Fakultät, …
-
2011
monthly returns and volatility of PFTS-index are examined. A strong evidence of a calendar effect i.e.
December
effect
on …
Persistent link: https://www.econbiz.de/10009004195
Saved in:
5
Systematic Equity Return Patterns in Listed European Property Companies
Almudhaf, Fahad
;
Hansz, J. Andrew
- In:
International Real Estate Review
14
(
2011
)
1
,
pp. 61-84
findings provide evidence of abnormally high December returns, or a
December
effect
, in four international indices (FTSE EPRA …
Persistent link: https://www.econbiz.de/10008917785
Saved in:
6
The calendar regularity of earnings and volatility distribution on the Ukrainian stock market
Petrushchak, Bohdan
-
Volkswirtschaftliche Fakultät, …
-
2011
monthly returns and volatility of PFTS-index are examined. A strong evidence of a calendar effect i.e.
December
effect
on …
Persistent link: https://www.econbiz.de/10009147598
Saved in:
7
Industry herding behaviour in Indian stock market
Ganesh, R.
;
Naresh, G.
;
Thiyagarajan, S.
- In:
American journal of finance and accounting
4
(
2015/2016
)
3/4
,
pp. 284-308
Persistent link: https://www.econbiz.de/10011713527
Saved in:
8
The disposition effect in the absence of taxes
Firth, Chris
- In:
Economics letters
136
(
2015
),
pp. 55-58
Persistent link: https://www.econbiz.de/10011435822
Saved in:
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