SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
American depository receipts and calendar anomalies
16 references·0 citing·30 second hop
American depository receipts and calendar anomalies (2008)American depository receipts and calendar…Market Segmentation and the Cost of Capital in International Equity Markets (2000)Market Segmentation and the C…The market reaction to international cross-listings: evidence from Depositary Receipts (1999)The market reaction to intern…Market Segmentation and the Cost of Capital in International Equity Markets (1998)Market Segmentation and the C…Anomalies or illusions? Evidence from stock markets in eighteen countries (1994)Anomalies or illusions? Evide…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…The Week-End Effect in Common Stock Returns: The International Evidence (1985)The Week-End Effect in Common…Vas Ist Das? (1983)Vas Ist Das?Stock market seasonality (1983)Stock market seasonalityDay 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…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 …The Behavior of Stock-Market Prices (1965)The World Price of Covariance Risk (1991)International Asset Pricing and Portfolio Diversification with Time-Varying Risk (1997)Size-related anomalies and stock return seasonality (1983)Stock return variances (1986)Efficient Capital Markets: II (1991)Statistical principles in experimental design. (1962)Book Review: Time Series Analysis: Forecasting and Control (1977)Predicting returns in the stock and bond markets (1986)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Using daily stock returns (1985)The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States (1999)Foreign Speculators and Emerging Equity Markets (2000)Does financial liberalization spur growth? (2005)The relationship between return and market value of common stocks (1981)Introductory Econometrics for Finance (2008)Correlations in Price Changes and Volatility across International Stock Markets (1990)Econometric Models and Economic Forecasts (1990)Industrial Structure and the Comparative Behavior of International Stock Market Indices (1992)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)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)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)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1980Stock returns and the weekend effect2,015 cited
  • 1976Capital market seasonality: The case of stock returns1,252 cited
  • 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1985The Week-End Effect in Common Stock Returns: The International Evidence775 cited
  • 1987A monthly effect in stock returns739 cited
  • 1999The market reaction to international cross-listings: evidence from Depositary Receipts720 cited
  • 1983Stock market seasonality590 cited
  • 1994Anomalies or illusions? Evidence from stock markets in eighteen countries543 cited
  • 1990High Stock Returns before Holidays: Existence and Evidence on Possible Causes446 cited
  • 2000Market Segmentation and the Cost of Capital in International Equity Markets443 cited
  • 1983Vas Ist Das?429 cited
  • 1998Market Segmentation and the Cost of Capital in International Equity Markets373 cited

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

1992
Turn-of-month and pre-holiday effects on stock returns: Some international evidence
311 cited

Cited by

No citing works inside the corpus for this window.