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Seasonality in the Vietnam stock index
Friday, H. S.; Hoang, Nhung - In: The international journal of business and finance … 9 (2015) 1, pp. 103-112
Persistent link: https://www.econbiz.de/10010515378
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The effectiveness of seasonal investments in European Share Portfolios
Heidorn, Thomas; Maier, F.; Winker, M. - 2017
In this paper, calendar seasonality patterns are examined from day-of-the-week effect across weekly patterns, monthly …
Persistent link: https://www.econbiz.de/10011592704
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Seasonality in the Cross Section of Factor Premia
Zaremba, Adam - 2019
This study examines the seasonality effect in the cross section of factor premia representing a broad set of stock … market strategies. Using cross-sectional and time-series tests, we investigated the cross-sectional seasonality of market …
Persistent link: https://www.econbiz.de/10012893040
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A Seasonality Factor in Asset Allocation
McGroarty, Frank - 2019
Motivated by the seasonality found in equity returns, we create a Turn-of-the-Month (ToM) allocation strategy in the U …
Persistent link: https://www.econbiz.de/10012897814
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Testing calendar effects of international equity and real estate markets
Hui, Eddie C. M.; Chan, Ka Kwan Kevin - In: The journal of real estate finance and economics 56 (2018) 1, pp. 140-158
Persistent link: https://www.econbiz.de/10011966500
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An anatomy of calendar effects in Thailand
Panyagometh, Kamphol - In: Investment management and financial innovations 13 (2016) 4, pp. 8-16
Persistent link: https://www.econbiz.de/10011667447
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Calendar anomalies in the Ukrainian stock market
Caporale, Guglielmo Maria; Plastun, Alex - 2016
Persistent link: https://www.econbiz.de/10011536650
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Calender anomalies in the Ukrainian stock market
Caporale, Guglielmo Maria; Plastun, Alex - In: Investment management and financial innovations 14 (2017) 1, pp. 104-114
Persistent link: https://www.econbiz.de/10011816244
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Calendar anomalies in the Ukrainian stock market
Caporale, Guglielmo Maria; Plastun, Alex - 2016
This paper is a comprehensive investigation of calendar anomalies in the Ukrainian stock market. It employs various statistical techniques (average analysis, Student's t-test, ANOVA, the Kruskal-Wallis test, and regression analysis with dummy variables) and a trading simulation approach to test...
Persistent link: https://www.econbiz.de/10011456764
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Calendar anomalies in the Ukrainian stock market
Caporale, Guglielmo Maria; Plastun, Alex - 2016
This paper is a comprehensive investigation of calendar anomalies in the Ukrainian stock market. It employs various statistical techniques (average analysis, Student's t-test, ANOVA, the Kruskal-Wallis test, and regression analysis with dummy variables) and a trading simulation approach to test...
Persistent link: https://www.econbiz.de/10011458018