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The Italian Stock Market: Efficiency and Calendar Anomalies
16 references·2 citing·43 second hop
The Italian Stock Market: Efficiency and Calendar Anomalies (2004)The Italian Stock Market: Efficiency and …The General Theory of Employment, Interest, and Money (2018)The General Theory of Employm…Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy (1989)Information and Volatility: T…What Moves Stock Prices? (1988)What Moves Stock Prices?Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…A Further Investigation of the Weekend Effect in Stock Returns (1984)A Further Investigation of th…Size-related anomalies and stock return seasonality (1983)Size-related anomalies and st…The Present-Value Relation: Tests Based on Implied Variance Bounds (1981)The Present-Value Relation: T…Day 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…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Options and Efficiency (1976)Options and EfficiencyInformation and Competitive Price Systems (1976)Information and Competitive P…Capital market seasonality: The case of stock returns (1976)Capital market seasonality: T…The Behavior of Stock Prices on Fridays and Mondays (1973)The Behavior of Stock Prices …The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…Calendar anomalies in Russian stocks and bonds (2013)Calendar anomalies in Russian…Efficient Market Hypothesis and Market Anomaly: Evidence from Day-of-the Week Effect of Malaysian Exchange (2010)Efficient Market Hypothesis a…Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)Statistical principles in experimental design. (1962)Time Series Analysis: Forecasting and Control (1977)Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Stock Prices and Volume (1992)Another Look at the Cross-Section of Expected Stock Returns (1995)Asset Prices in an Exchange Economy (1978)Efficient Capital Markets: II (1991)Mental Accounting, Loss Aversion, and Individual Stock Returns (2001)The Dog That Did Not Bark: A Defense of Return Predictability (2007)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Economic Forces and the Stock Market (1986)Expected stock returns and volatility (1987)Permanent and Temporary Components of Stock Prices (1988)Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Sentiment During Recessions (2012)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Stock return variances (1986)Correlations in Price Changes and Volatility across International Stock Markets (1990)The Efficient Market Hypothesis and Its Critics (2003)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)A Test of the Efficiency of a Given Portfolio (1989)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Political Parties and Macroeconomic Policy (1977)Dividend yields and expected stock returns (1988)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)The Categorical Imperative: Securities Analysts and the Illegitimacy Discount (1999)Optimal monetary policy with staggered wage and price contracts (2000)Investor Psychology and Asset Pricing (2001)
this work references cited by second hop

References

  • 1936The General Theory of Employment, Interest and Money.12,562 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 2018The General Theory of Employment, Interest, and Money4,835 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1980Stock returns and the weekend effect1,997 cited
  • 1983Size-related anomalies and stock return seasonality1,800 cited
  • 1981The Present-Value Relation: Tests Based on Implied Variance Bounds1,364 cited
  • 1988What Moves Stock Prices?1,255 cited
  • 1976Capital market seasonality: The case of stock returns1,229 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1989Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy1,047 cited
  • 1976Information and Competitive Price Systems921 cited
  • 1984A Further Investigation of the Weekend Effect in Stock Returns896 cited
  • 1976Options and Efficiency830 cited
  • 1973The Behavior of Stock Prices on Fridays and Mondays

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826 cited

Cited by

  • 2013Calendar anomalies in Russian stocks and bonds34 cited
  • 2010Efficient Market Hypothesis and Market Anomaly: Evidence from Day-of-the Week Effect of Malaysian Exchange32 cited