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Ukrainian financial markets: an examination of calendar anomalies
16 references·7 citing·39 second hop
Ukrainian financial markets: an examination of calendar anomalies (2010)Ukrainian financial markets: an examinati…Day‐of‐the‐week and other market anomalies in the Indian stock market (2006)Day‐of‐the‐week and other mar…Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia (2004)Calendar effects in Eastern E…The anomalies that aren't there: the weekend, January and pre-holiday effects on the all gold index on the Johannesburg Stock Exchange 1987-1997 (2002)The anomalies that aren't the…An Investigation of the Day-of-the-Week Effect on Stock Returns in Turkey (2002)An Investigation of the Day-o…Turn-of-Month Evaluations of Liquid Profits and Stock Returns: A Common Explanation for the Monthly and January Effects (1990)Turn-of-Month Evaluations of …The Weekend Effect: Trading Patterns of Individual and Institutional Investors (1990)The Weekend Effect: Trading P…Seasonal and Day‐of‐the‐Week Effects in Four Emerging Stock Markets (1989)Seasonal and Day‐of‐the‐Week …The incredible January effect : the stock market's unsolved mystery (1988)The incredible January effect…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…The Week-End Effect in Common Stock Returns: The International Evidence (1985)The Week-End Effect in Common…Volume and turn-of-the-year behavior (1984)Volume and turn-of-the-year b…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…Capital market seasonality: The case of stock returns (1976)Capital market seasonality: T…The Behavior of Stock Prices on Fridays and Mondays (1973)The Behavior of Stock Prices …Day-of-the-week effect and volatility in stock returns: evidence from the Indian stock market (2023)Day-of-the-week effect and vo…Adaptive calendar effects and volume of extra returns in the cryptocurrency market (2021)Adaptive calendar effects and…The role of house money effect and availability heuristic in investor behavior (2017)The role of house money effec…Do the calendar anomalies still exist? Evidence from Indian currency market (2016)Do the calendar anomalies sti…Turn-of-month effect in the Indian currency market (2015)Turn-of-month effect in the I…The turn of the month effect in India: A case of large institutional trading pattern as a source of higher liquidity (2013)The turn of the month effect …An Examination of the Calendar Anomalies in the Romanian Stock Market (2012)An Examination of the Calenda…Size-related anomalies and stock return seasonality (1983)The Buying and Selling Behavior of Individual Investors at the Turn of the Year (1988)Efficient Capital Markets and Martingales (1989)Anomalies or illusions? Evidence from stock markets in eighteen countries (1994)Statistical principles in experimental design. (1962)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Time Series Analysis: Forecasting and Control (1977)Stock Prices and Volume (1992)Another Look at the Cross-Section of Expected Stock Returns (1995)The Behavior of Stock-Market Prices (1965)The relationship between return and market value of common stocks (1981)A Further Investigation of the Weekend Effect in Stock Returns (1984)Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Order imbalance, liquidity, and market returns (2002)Equity issues and offering dilution (1986)A Theory of Intraday Patterns: Volume and Price Variability (1988)Earnings news and small traders (1992)Inferring investor behavior: Evidence from TORQ data (2000)Losing Sleep at the Market: The Daylight Saving Anomaly (2000)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)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Stock return variances (1986)Correlations in Price Changes and Volatility across International Stock Markets (1990)The Efficient Market Hypothesis and Its Critics (2003)Measuring security price performance (1980)Data-Snooping Biases in Tests of Financial Asset Pricing Models (1990)Efficient Capital Markets: II (1991)Fundamentals and Stock Returns in Japan (1991)The Relation Between Price Changes and Trading Volume: A Survey (1987)The Impact of Options Trading on the Market Quality of the Underlying Security: An Empirical Analysis (1998)The turn-of-the-month effect still lives: the international evidence (2003)Equity Returns at the Turn of the Month (2008)Stock Return Seasonalities in Asia Pacific Markets* (1990)Day of the week effect in emerging Asian stock markets: evidence from the GARCH model (2000)A seasonal-trend decomposition-based dendritic neuron model for financial time series prediction (2021)A transaction data study of weekly and intradaily patterns in stock returns (1986)Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)
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References

  • 1980Stock returns and the weekend effect1,997 cited
  • 1976Capital market seasonality: The case of stock returns1,229 cited
  • 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1973The Behavior of Stock Prices on Fridays and Mondays826 cited
  • 1985The Week-End Effect in Common Stock Returns: The International Evidence771 cited
  • 1987A monthly effect in stock returns720 cited
  • 1990The Weekend Effect: Trading Patterns of Individual and Institutional Investors498 cited
  • 1990Turn-of-Month Evaluations of Liquid Profits and Stock Returns: A Common Explanation for the Monthly and January Effects252 cited
  • 1989Seasonal and Day‐of‐the‐Week Effects in Four Emerging Stock Markets231 cited
  • 1988The incredible January effect : the stock market's unsolved mystery203 cited
  • 1984Volume and turn-of-the-year behavior160 cited
  • 2006Day‐of‐the‐week and other market anomalies in the Indian stock market97 cited
  • 2004Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia75 cited
  • 2002The anomalies that aren't there: the weekend, January and pre-holiday effects on the all gold index on the Johannesburg Stock Exchange 1987-1997

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56 cited
  • 2002An Investigation of the Day-of-the-Week Effect on Stock Returns in Turkey53 cited
  • Cited by

    • 2023Day-of-the-week effect and volatility in stock returns: evidence from the Indian stock market26 cited
    • 2013The turn of the month effect in India: A case of large institutional trading pattern as a source of higher liquidity26 cited
    • 2016Do the calendar anomalies still exist? Evidence from Indian currency market26 cited
    • 2015Turn-of-month effect in the Indian currency market23 cited
    • 2021Adaptive calendar effects and volume of extra returns in the cryptocurrency market22 cited
    • 2017The role of house money effect and availability heuristic in investor behavior22 cited
    • 2012An Examination of the Calendar Anomalies in the Romanian Stock Market20 cited