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Stock Market Anomalies: A Study of Seasonal Effects on Average Returns of Nairobi Securities Exchange
16 references·2 citing·29 second hop
Stock Market Anomalies: A Study of Seasonal Effects on Average Returns of Nairobi Securities Exchange (2013)Stock Market Anomalies: A Study of Season…Anomalies and Market Efficiency (2002)Anomalies and Market Efficien…Anomalies and Market Efficiency (2002)Anomalies and Market Efficien…The day-of-the-week effect: The international evidence (1996)The day-of-the-week effect: T…Day of the week effects: new evidence from an emerging stock market (1995)Day of the week effects: new …Anomalies or illusions? Evidence from stock markets in eighteen countries (1994)Anomalies or illusions? Evide…The Weekend Effect: Trading Patterns of Individual and Institutional Investors (1990)The Weekend Effect: Trading P…Stock Return Seasonalities in Asia Pacific Markets* (1990)Stock Return Seasonalities in…A twist on the Monday effect in stock prices (1989)A twist on the Monday effect …The Weekend Effect In Uk Stock Market Returns (1988)The Weekend Effect In Uk Stoc…Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Are Seasonal Anomalies Real? …A transaction data study of weekly and intradaily patterns in stock returns (1986)A transaction data study of w…The anomalous stock market behavior of small firms in January (1983)The anomalous stock market be…Weekend Effects on Stock Returns: A Note (1982)Weekend Effects on Stock Retu…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…The Behavior of Stock Prices on Fridays and Mondays (1973)The Behavior of Stock Prices …FACTORS AFFECTING SEASONALITY IN THE STOCK MARKET: A SOCIAL NETWORK ANALYSIS APPROACH (2020)FACTORS AFFECTING SEASONALITY…Seasonality in the Baltic Stock Markets (2015)Seasonality in the Baltic Sto…Misspecification of capital asset pricing (1981)The relationship between return and market value of common stocks (1981)Size-related anomalies and stock return seasonality (1983)Does the Stock Market Overreact? (1985)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: II (1991)Losing Sleep at the Market: The Daylight Saving Anomaly (2000)The day of the week effect on stock market volatility (2001)The Halloween Indicator, “Sell in May and Go Away”: Another Puzzle (2002)Book Review: Time Series Analysis: Forecasting and Control (1977)Using daily stock returns (1985)Introductory Econometrics for Finance (2008)Equity issues and offering dilution (1986)A Theory of Intraday Patterns: Volume and Price Variability (1988)Differences of Opinion Make a Horse Race (1993)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Measuring security price performance (1980)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)The Efficient Market Hypothesis and Its Critics (2003)Tomorrow on the New York Stock Exchange (1965)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Digesting Anomalies: An Investment Approach (2012)… and the Cross-Section of Expected Returns (2015)Market Liquidity and Trading Activity (2001)A Further Investigation of the Weekend Effect in Stock Returns (1984)
this work references cited by second hop

References

  • 1980Stock returns and the weekend effect2,015 cited
  • 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1983The anomalous stock market behavior of small firms in January862 cited
  • 1973The Behavior of Stock Prices on Fridays and Mondays826 cited
  • 1986A transaction data study of weekly and intradaily patterns in stock returns813 cited
  • 2002Anomalies and Market Efficiency561 cited
  • 1994Anomalies or illusions? Evidence from stock markets in eighteen countries543 cited
  • 1990The Weekend Effect: Trading Patterns of Individual and Institutional Investors498 cited
  • 1982Weekend Effects on Stock Returns: A Note460 cited
  • 1996The day-of-the-week effect: The international evidence257 cited
  • 1995Day of the week effects: new evidence from an emerging stock market143 cited
  • 1989A twist on the Monday effect in stock prices141 cited
  • 1990Stock Return Seasonalities in Asia Pacific Markets*135 cited
  • 2002Anomalies and Market Efficiency133 cited
  • 1988The Weekend Effect In Uk Stock Market Returns

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105 cited

Cited by

  • 2015Seasonality in the Baltic Stock Markets17 cited
  • 2020FACTORS AFFECTING SEASONALITY IN THE STOCK MARKET: A SOCIAL NETWORK ANALYSIS APPROACH15 cited