Anomalies or illusions? Evidence from stock markets in eighteen countriesAnup Agrawal, Kishore Tandon1994-02-01articleJournal of International Money and Finance543 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesFinancial Risk and Volatility ModelingStock Market Forecasting MethodsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 543 citations exist upstream.References1965The Behavior of Stock-Market Prices1981The relationship between return and market value of common stocks1991Efficient Capital Markets: II1980Stock returns and the weekend effect1990Correlations in Price Changes and Volatility across International Stock Markets1986Stock return variances1981Misspecification of capital asset pricing1991Efficient Capital Markets: IICited by2000Losing Sleep at the Market: The Daylight Saving Anomaly2002The Halloween Indicator, “Sell in May and Go Away”: Another Puzzle2001The day of the week effect on stock market volatility2004Dynamic Relationships among GCC Stock Markets and Nymex Oil Futures1999Murphy's Law and Market Anomalies1999Tests of technical trading strategies in the emerging equity markets of Latin America and Asia2000Day of the week effect in emerging Asian stock markets: evidence from the GARCH model2010Does herding affect volatility? Implications for the Spanish stock market