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Stock Market Behaviour: Evidences from Indian Market
16 references·2 citing·35 second hopsampled
Stock Market Behaviour: Evidences from Indian Market (2009)Stock Market Behaviour: Evidences from In…Do Brokerage Analysts' Recommendations Have Investment Value? (1996)Do Brokerage Analysts' Recomm…The Anatomy of the Performance of Buy and Sell Recommendations (1995)The Anatomy of the Performanc…Anomalies or illusions? Evidence from stock markets in eighteen countries (1994)Anomalies or illusions? Evide…The Weekend Effect: Trading Patterns of Individual and Institutional Investors (1990)The Weekend Effect: Trading P…A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets (1990)A Theory of the Interday Vari…Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Are Seasonal Anomalies Real? …A monthly effect in stock returns (1987)A monthly effect in stock ret…Stock return variances (1986)Stock return variancesA transaction data study of weekly and intradaily patterns in stock returns (1986)A transaction data study of w…The Week-End Effect in Common Stock Returns: The International Evidence (1985)The Week-End Effect in Common…New Findings Regarding Day-of-the-Week Returns over Trading and Non-Trading Periods: A Note (1984)New Findings Regarding Day-of…A Further Investigation of the Weekend Effect in Stock Returns (1984)A Further Investigation of th…Weekend Effects on Stock Returns: A Note (1982)Weekend Effects on Stock Retu…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…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Unique Calendar Effects in the Indian Stock Market: Evidence and Explanations (2019)Unique Calendar Effects in th…Calendar anomalies: a survey of the literature (2015)Calendar anomalies: a survey …A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Book Review: Time Series Analysis: Forecasting and Control (1977)The relationship between return and market value of common stocks (1981)Using daily stock returns (1985)Introductory Econometrics for Finance (2008)Misspecification of capital asset pricing (1981)Market Liquidity and Trading Activity (2001)Size-related anomalies and stock return seasonality (1983)Investor Inattention and Friday Earnings Announcements (2009)Correlations in Price Changes and Volatility across International Stock Markets (1990)Econometric Models and Economic Forecasts (1990)Industrial Structure and the Comparative Behavior of International Stock Market Indices (1992)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Measuring security price performance (1980)A Theory of Intraday Patterns: Volume and Price Variability (1988)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)The Efficient Market Hypothesis and Its Critics (2003)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Differences of Opinion Make a Horse Race (1993)Intraday periodicity and volatility persistence in financial markets (1997)
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References

  • 1965The Behavior of Stock-Market Prices8,772 cited
  • 1980Stock returns and the weekend effect2,015 cited
  • 1996Do Brokerage Analysts' Recommendations Have Investment Value?1,916 cited
  • 1986Stock return variances1,841 cited
  • 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1984A Further Investigation of the Weekend Effect in Stock Returns937 cited
  • 1986A transaction data study of weekly and intradaily patterns in stock returns813 cited
  • 1990A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets788 cited
  • 1985The Week-End Effect in Common Stock Returns: The International Evidence775 cited
  • 1987A monthly effect in stock returns739 cited
  • 1995The Anatomy of the Performance of Buy and Sell Recommendations726 cited
  • 1994Anomalies or illusions? Evidence from stock markets in eighteen countries543 cited
  • 1990The Weekend Effect: Trading Patterns of Individual and Institutional Investors498 cited
  • 1984New Findings Regarding Day-of-the-Week Returns over Trading and Non-Trading Periods: A Note482 cited

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  • 1982Weekend Effects on Stock Returns: A Note460 cited
  • Cited by

    • 2015Calendar anomalies: a survey of the literature16 cited
    • 2019Unique Calendar Effects in the Indian Stock Market: Evidence and Explanations15 cited