SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
On the exploitability of the turn-of-the-month effect–an international perspective
16 references·1 citing·29 second hop
On the exploitability of the turn-of-the-month effect–an international perspective (2010)On the exploitability of the turn-of-the-…Momentum strategies in commodity futures markets (2007)Momentum strategies in commod…Does the choice of performance measure influence the evaluation of hedge funds? (2007)Does the choice of performanc…A Universal Performance Measure (2002)A Universal Performance Measu…The variation of certain speculative prices (1997)The variation of certain spec…Turn-of-month and pre-holiday effects on stock returns: Some international evidence (1992)Turn-of-month and pre-holiday…High Stock Returns before Holidays: Existence and Evidence on Possible Causes (1990)High Stock Returns before Hol…Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Are Seasonal Anomalies Real? …A monthly effect in stock returns (1987)A monthly effect in stock ret…A transaction data study of weekly and intradaily patterns in stock returns (1986)A transaction data study of w…Stock returns and the weekend effect (1980)Stock returns and the weekend…Optimal rules for ordering uncertain prospects (1975)Optimal rules for ordering un…Mean-Risk Analysis with Risk Associated with Below-Target Returns (1975)Mean-Risk Analysis with Risk …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Mutual Fund Performance (1966)Mutual Fund PerformanceThe Variation of Certain Speculative Prices (1963)The Variation of Certain Spec…Does Weather Still Affect The Stock Market? (2021)Does Weather Still Affect The…Misspecification of capital asset pricing (1981)The relationship between return and market value of common stocks (1981)Efficient Capital Markets: II (1991)Market Liquidity and Trading Activity (2001)The Behavior of Stock-Market Prices (1965)Using daily stock returns (1985)Introductory Econometrics for Finance (2008)Portfolio Selection: Efficient Diversification of Investments (1959)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)On Economic Inequality (1973)Capital market equilibrium in a mean-lower partial moment framework (1977)Chapter 2 Measurement of inequality (2000)Theory of games and economic behavior (2019)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Measuring security price performance (1980)A Theory of Intraday Patterns: Volume and Price Variability (1988)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Aspects of the Theory of Risk-Bearing. (1966)Risk Aversion in the Small and in the Large (1976)Consumer perceived risk: conceptualisations and models (1999)A Cross-Cultural Study on Escalation of Commitment Behavior in Software Projects1 (2000)The Expected Utility Model: Its Variants, Purposes, Evidence and Limitations (2007)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*23,066 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1963The Variation of Certain Speculative Prices4,851 cited
  • 1997The variation of certain speculative prices4,468 cited
  • 1966Mutual Fund Performance3,935 cited
  • 1980Stock returns and the weekend effect1,997 cited
  • 1975Mean-Risk Analysis with Risk Associated with Below-Target Returns1,215 cited
  • 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
  • 1975Optimal rules for ordering uncertain prospects860 cited
  • 1986A transaction data study of weekly and intradaily patterns in stock returns813 cited
  • 1987A monthly effect in stock returns721 cited
  • 2002A Universal Performance Measure590 cited
  • 2007Momentum strategies in commodity futures markets461 cited
  • 1990High Stock Returns before Holidays: Existence and Evidence on Possible Causes446 cited
  • 2007Does the choice of performance measure influence the evaluation of hedge funds?424 cited
  • 1992Turn-of-month and pre-holiday effects on stock returns: Some international evidence

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

311 cited

Cited by

  • 2021Does Weather Still Affect The Stock Market?16 cited