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The Javanese Lunar Calendar’s Effect on Indonesian Stock Returns
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model2,469 cited
  • 1986Generalized autoregressive conditional heteroscedasticity1,810 cited
  • 1993A Test for Multivariate Normality in Stock Returns205 cited
  • 2004Nonsecular Regularities in Returns and Volume150 cited
  • 1995The Day-of-the-Week Anomaly: The Role of Institutional Investors136 cited
  • 2008Does culture influence asset managers’ views and behavior?131 cited
  • 2008Countries and Culture in Behavioral Finance98 cited
  • 1987Friday the Thirteenth: `Part VII'-A Note97 cited
  • 2006The Islamic Traditions of Cirebon: Ibadat and Adat Among Javanese Muslims73 cited
  • 2010The Halloween effect: Trick or treat?60 cited
  • 1995The Islamic traditions of Cirebon : Ibadat and Adat among Javanese Muslims48 cited
  • 2000Friday the 13th and the philosophical basis of financial economics45 cited
  • 2009The Impact of Religious Experience on Financial Markets41 cited
  • 1997The individual investor and the weekend effect: A reexamination with intraday data36 cited

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1998
Return distributions and the day-of-the-week effects in the stock exchange of Thailand
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