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The Impact of Settlement Procedures on Day‐of‐the‐week Effects: Evidence from the Kuala Lumpur Stock Exchange
0 references·7 citing·24 second hop
The Impact of Settlement Procedures on Day‐of‐the‐week Effects: Evidence from the Kuala Lumpur Stock Exchange (1998)The Impact of Settlement Procedures on Da…An examination of calendar anomalies: evidence from the Thai stock market (2021)An examination of calendar an…The day of the week effect and interest rates (2019)The day of the week effect an…On the robustness of week-day effect to error distributional assumption: International evidence (2016)On the robustness of week-day…An empirical analysis of calendar anomalies in the Malaysian stock market (2009)An empirical analysis of cale…Seasonal anomalies of stocks in ASEAN equity markets (2004)Seasonal anomalies of stocks …Market Anomalies in the A.S.E: The Day of the Week Effect (2002)Market Anomalies in the A.S.E…Anomalous daily seasonality in Ireland? (2000)Anomalous daily seasonality i…Stock returns and the weekend effect (1980)Day of the Week Effects and Asset Returns (1981)Using daily stock returns (1985)The Nepalese Stock Market: Efficient and Calendar Anomalies (2005)ANALYSIS OF HIGH FREQUENCY DATA ON THE WARSAW STOCK EXCHANGE IN THE CONTEXT OF EFFICIENT MARKET HYPOTHESIS (2008)Day-of-the-Week and Month-of-the-Year Effect on the Kenyan Stock Market Returns (2009)The Behavior of Stock Prices on Fridays and Mondays (1973)The Week-End Effect in Common Stock Returns: The International Evidence (1985)Anomalies or illusions? Evidence from stock markets in eighteen countries (1994)Monthly and semi-annual seasonality in the Irish equity market 1934–2000 (2004)The Behavior of Stock-Market Prices (1965)A Further Investigation of the Weekend Effect in Stock Returns (1984)Stock market calendar anomalies: Evidence from ASEAN-5 stock markets (2010)The week-of-the-year effect: Evidence from around the globe (2012)The effect of Malaysia general election on stock market returns (2016)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)A test for independence based on the correlation dimension (1996)The seasonality of gold prices in China does the risk‐aversion level matter? (2018)Calendar anomalies in the stock markets: conventional vs Islamic stock indices (2021)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)
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  • 2000Anomalous daily seasonality in Ireland?34 cited
  • 2009An empirical analysis of calendar anomalies in the Malaysian stock market31 cited
  • 2002Market Anomalies in the A.S.E: The Day of the Week Effect25 cited
  • 2016On the robustness of week-day effect to error distributional assumption: International evidence24 cited
  • 2004Seasonal anomalies of stocks in ASEAN equity markets23 cited
  • 2021An examination of calendar anomalies: evidence from the Thai stock market21 cited
  • 2019The day of the week effect and interest rates17 cited

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