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Why investors should be cautious of the academic approach to testing for stock market anomalies

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References

1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
1990High Stock Returns before Holidays: Existence and Evidence on Possible Causes446 cited
1994Holiday Effects and Stock Returns: Further Evidence208 cited
1989HOLIDAY CLOSINGS AND SECURITY RETURNS104 cited
1994Holiday Trading in Futures Markets66 cited
1994World wide security market regularities49 cited
1977Stock Market Logic: A Sophisticated Approach to Profits on Wall Street.39 cited
1992THE HOLIDAY EFFECT IN STOCK RETURNS: EVIDENCE FROM THE OTC MARKET37 cited
1993Comparison of Seasonal Anomalies across Major Equity Markets: A Note34 cited
1996The Education of a Speculator32 cited
2005Why investors should not be cautious about the academic approach to testing for stock market anomalies24 cited

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2010On the exploitability of the turn-of-the-month effect–an international perspective17 cited

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