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Is there seasonality in traded and non-traded period returns in the US equity market? : a multiple structural change approach

Monteiro, João Dionísio; Miralles-Quirós, José Luis; … - In: Finance a úvěr 68 (2018) 1, pp. 71-98

Persistent link: https://www.econbiz.de/10011897347

Day-of-the-week effect in us biotechnology stocks : do policy changes and economic cycles matter?

Chatterjee, Swarn; Hubble, Amy - In: Annals of financial economics 11 (2016) 2, pp. 1-17

Persistent link: https://www.econbiz.de/10011685687

A calendar effect : weekend overreaction (and subsequent reversal) in spot FX rates

Dao, Thong M.; McGroarty, Frank; Urquhart, Andrew - In: Journal of multinational financial management 37/38 (2016), pp. 158-167

Persistent link: https://www.econbiz.de/10011720281

The other month effect : some evidence from the Central and Eastern European markets

Wen, Yi-Chieh; Li, Bin - In: Acta oeconomica : periodical of the Hungarian Academy … 66 (2016) 1, pp. 107-124

Persistent link: https://www.econbiz.de/10011597996

The benefits of combining seasonal anomalies and technical trading rules

Ge̜bka, Bartosz; Hudson, Robert; Atanasova, Christina V. - In: Finance research letters 14 (2015), pp. 36-44

Persistent link: https://www.econbiz.de/10011552592

Analysis of sell-in-May-and-go-away strategy on the markets of 122 equity indices and 39 commodities

Borowski, Krzysztof - In: International journal of economics and finance 7 (2015) 12, pp. 119-129

Persistent link: https://www.econbiz.de/10011411800

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

Seasonality in the Indian stock markets : a study of calendar effects

Kumar, Harish; Dawar, Mridul - In: Mudra : journal of finance and accounting 4 (2017) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10011855389

Stock market anomalies : the day of the week effects, evidence from Borsa Istanbul

Cengiz, Hülya; Bilen, Ömer; Büyüklü, Ali Hakan; … - In: Journal of Global Entrepreneurship Research : JGER 7 (2017) 4, pp. 1-11

This study was conducted to investigate the market anomalies in the Borsa Istanbul Index (BIST). The scope of this study is to examine the Monday effects in BIST that are stock index of Turkey with an data set that contains daily stock prices between 02.01.2010 and 22.10.2014. The stock returns...

Persistent link: https://www.econbiz.de/10011675884

The turn of the month effect in Asia-Pacific markets : new evidence

Aziz, Tariq; Ansari, Valeed Ahmad - In: Global business review 19 (2018) 1, pp. 214-226

Persistent link: https://www.econbiz.de/10011800280