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The robustness of calendar anomalies in daily stock returns · Study

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ArticleThe robustness of calendar anomalies in daily stock returns

Douglas K. Pearce1996

Article1996

The robustness of calendar anomalies in daily stock returns

Douglas K. Pearce

25 citations·0/0 files stored·Journal of Economics and Finance

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

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References

1965The Behavior of Stock-Market Prices 1963The Variation of Certain Speculative Prices 1997The variation of certain speculative prices 1986The theory and practice of econometrics 1987A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return 1980Stock returns and the weekend effect 1983Size-related anomalies and stock return seasonality 1976Capital market seasonality: The case of stock returns

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Year1996

Typearticle

Published1996-09-01

VenueJournal of Economics and Finance

ISSN-L1055-0925

Languageen

Citations25

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1007/bf02920608

openalex_workW1985681847

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