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Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects
6 references·16 citing·44 second hopsampled
Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects (2001)Seasonality in Southeast Asian stock mark…The distribution of earnings news over time and seasonalities in aggregate stock returns (1987)The distribution of earnings …The Week-End Effect in Common Stock Returns: The International Evidence (1985)The Week-End Effect in Common…A Further Investigation of the Weekend Effect in Stock Returns (1984)A Further Investigation of th…Day of the Week Effects and Asset Returns (1981)Day of the Week Effects and A…Stock returns and the weekend effect (1980)Stock returns and the weekend…Some anomalous evidence regarding market efficiency (1978)Some anomalous evidence regar…The day-of-the-week effect on Bitcoin return and volatility (2019)The day-of-the-week effect on…African stock markets in the midst of the global financial crisis: Recoupling or decoupling? (2018)African stock markets in the …Seasonal anomalies in advanced emerging stock markets (2017)Seasonal anomalies in advance…Factors Influencing Green Purchase Intention among University Students (2014)Factors Influencing Green Pur…DAY OF THE WEEK EFFECT IN LATIN AMERICAN STOCK MARKETS (2012)DAY OF THE WEEK EFFECT IN LAT…Calendar variation model based on ARIMAX for forecasting sales data with Ramadhan effect (2010)Calendar variation model base…Analysis of Calendar Effects: Day-of-the-Week Effect on the Stock Exchange of Thailand (SET) (2010)Analysis of Calendar Effects:…The dynamics of the Monday effect in international stock indices (2009)The dynamics of the Monday ef…An empirical analysis of calendar anomalies in the Malaysian stock market (2009)An empirical analysis of cale…Day of the week seasonality in African stock markets (2008)Day of the week seasonality i…The day-of-the-week effect on stock-market volatility and return: Evidence from emerging markets (2006)The day-of-the-week effect on…Seasonalities in China's Stock Markets (2006)Seasonalities in China's Stoc…Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach (2006)Revisiting calendar anomalies…Day-of-the-week effects in emerging stock markets (2006)Day-of-the-week effects in em…Seasonality in the Asia Pacific stock markets (2005)Seasonality in the Asia Pacif…The disappearing day-of-the-week effect in the world's largest equity markets (2004)The disappearing day-of-the-w…Capital market seasonality: The case of stock returns (1976)Seasonalities in security returns (1988)The Weekend Effect in Information Releases: A Study of Earnings and Dividend Announcements (1989)The day-of-the-week effect: The international evidence (1996)The Behavior of Stock-Market Prices (1965)Time Series Analysis: Forecasting and Control (1977)The relationship between return and market value of common stocks (1981)Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Order imbalance, liquidity, and market returns (2002)Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)The day-of-the-week effects on the volatility: The role of the asymmetry (2009)The prospects of BRIC countries: Testing weak-form market efficiency (2013)Size-related anomalies and stock return seasonality (1983)A transaction data study of weekly and intradaily patterns in stock returns (1986)Transactions, Volume, and Volatility (1994)The Message in Daily Exchange Rates (2002)Econometric Models and Economic Forecasts (1990)Industrial Structure and the Comparative Behavior of International Stock Market Indices (1992)International stock market linkages: Evidence from the pre- and post-October 1987 period (1993)Anomalies or illusions? 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this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1980Stock returns and the weekend effect1,997 cited
  • 1978Some anomalous evidence regarding market efficiency1,419 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1984A Further Investigation of the Weekend Effect in Stock Returns896 cited
  • 1985The Week-End Effect in Common Stock Returns: The International Evidence771 cited
  • 1987The distribution of earnings news over time and seasonalities in aggregate stock returns305 cited

Cited by

  • 2006Day-of-the-week effects in emerging stock markets155 cited
  • 2004The disappearing day-of-the-week effect in the world's largest equity markets107 cited
  • 2006Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach92 cited
  • 2019The day-of-the-week effect on Bitcoin return and volatility80 cited
  • 2014Factors Influencing Green Purchase Intention among University Students61 cited
  • 2017Seasonal anomalies in advanced emerging stock markets56 cited
  • 2010Calendar variation model based on ARIMAX for forecasting sales data with Ramadhan effect54 cited
  • 2005Seasonality in the Asia Pacific stock markets49 cited
  • 2008Day of the week seasonality in African stock markets

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47 cited
  • 2012DAY OF THE WEEK EFFECT IN LATIN AMERICAN STOCK MARKETS38 cited
  • 2018African stock markets in the midst of the global financial crisis: Recoupling or decoupling?35 cited
  • 2006The day-of-the-week effect on stock-market volatility and return: Evidence from emerging markets35 cited
  • 2009An empirical analysis of calendar anomalies in the Malaysian stock market31 cited
  • 2006Seasonalities in China's Stock Markets30 cited
  • 2010Analysis of Calendar Effects: Day-of-the-Week Effect on the Stock Exchange of Thailand (SET)28 cited
  • 2009The dynamics of the Monday effect in international stock indices28 cited