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Pre-holiday effects: International evidence on the decline and reversal of a stock market anomaly

11 references·11 citing·44 second hopsampled

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References

1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
1990High Stock Returns before Holidays: Existence and Evidence on Possible Causes446 cited
1992Turn-of-month and pre-holiday effects on stock returns: Some international evidence311 cited
1989Trading patterns, bid-ask spreads, and estimated security returns288 cited
1994Holiday Effects and Stock Returns: Further Evidence208 cited
1995Calendar effects in the London Stock Exchange FT–SE indices189 cited
1989The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets185 cited
1997Security price anomalies in the London International Stock Exchange: a 60 year perspective126 cited
1991Japanese security market regularities113 cited
1989HOLIDAY CLOSINGS AND SECURITY RETURNS104 cited
1986The effect of mood induction in a risky decision-making task60 cited

Cited by

2014Calculating and comparing security returns is harder than you think: A comparison between logarithmic and simple returns75 cited
2013Do mutual fund managers exploit the Ramadan anomaly? Evidence from Turkey74 cited
2008An empirical note on the holiday effect in the Australian stock market, 1996–200671 cited

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2014

Chinese Lunar New Year effect in Asian stock markets, 1999–2012

55 cited

2010Do national soccer results really impact on the stock market?40 cited

2013Adapting financial rationality: Is a new paradigm emerging?36 cited

2011The holiday effect in the Central and Eastern European financial markets32 cited

2008The decline of calendar seasonality in the Australian stock exchange, 1958–200529 cited

2009Firm Size and the Pre-Holiday Effect in New Zealand29 cited

2021Informed options trading around holidays28 cited

2013Another look at the holiday effect27 cited