SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The Italian Stock Market: Efficiency and Calendar Anomalies · Study

PreprintShelves

PreprintThe Italian Stock Market: Efficiency and Calendar Anomalies

Emilio Barone2004

OA

Preprintgreen2004

The Italian Stock Market: Efficiency and Calendar Anomalies

55 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Stock Market Forecasting Methods

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 55 citations exist upstream.

References

1936The General Theory of Employment, Interest and Money.1965The Behavior of Stock-Market Prices 1985Does the Stock Market Overreact?2018The General Theory of Employment, Interest, and Money 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?1980Stock returns and the weekend effect 1983Size-related anomalies and stock return seasonality 1981The Present-Value Relation: Tests Based on Implied Variance Bounds

Cited by

2013Calendar anomalies in Russian stocks and bonds 2010Efficient Market Hypothesis and Market Anomaly: Evidence from Day-of-the Week Effect of Malaysian Exchange

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1990The italian stock marketarticle · 22 shared references 1995Chapter 17 On the predictability of common stock returns: World-wide evidencechapter · 11 shared references 1995Calendar effects in the London Stock Exchange FT–SE indicesother · 10 shared references 2000Security price anomalies in an emerging market: the case of the Athens Stock Exchangearticle · 9 shared references 2014Is there a Friday the 13th effect in emerging Asian stock markets?article · 9 shared references 2001Dangers of data mining: The case of calendar effects in stock returnsarticle · 8 shared references

Details

Year2004

Typepreprint

Published2004-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations55

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2139/ssrn.512503

openalex_workW2005389990

Links

Imported from OpenAlex (CC0) — nothing here is generated.