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Anomalous daily seasonality in Ireland?
12 references·5 citing·40 second hop
Anomalous daily seasonality in Ireland? (2000)Anomalous daily seasonality in Ireland?The Impact of Settlement Procedures on Day‐of‐the‐week Effects: Evidence from the Kuala Lumpur Stock Exchange (1998)The Impact of Settlement Proc…Security price anomalies in the London International Stock Exchange: a 60 year perspective (1997)Security price anomalies in t…Day of the week effect on the Greek stock market (1995)Day of the week effect on the…Daily seasonalities and stock market reforms in Spain (1995)Daily seasonalities and stock…Anomalies or illusions? Evidence from stock markets in eighteen countries (1994)Anomalies or illusions? Evide…The Weekend Effect In Uk Stock Market Returns (1988)The Weekend Effect In Uk Stoc…The “weekend effect” for stock indexes and stock index futures: Dividend and interest rate effects (1988)The “weekend effect” for stoc…The Week-End Effect in Common Stock Returns: The International Evidence (1985)The Week-End Effect in Common…Seasonality Estimation in Thin Markets (1984)Seasonality Estimation in Thi…Weekend Effects on Stock Returns: A Note (1982)Weekend Effects on Stock Retu…The Behavior of Stock Prices on Fridays and Mondays (1973)The Behavior of Stock Prices …Stock Prices: A Problem in Verification (1931)Stock Prices: A Problem in Ve…An empirical analysis of calendar anomalies in the Malaysian stock market (2009)An empirical analysis of cale…Daily seasonality in 19th century stocks -- some evidence from the Dublin stock exchange (2007)Daily seasonality in 19th cen…Seasonal anomalies of stocks in ASEAN equity markets (2004)Seasonal anomalies of stocks …Monthly and semi-annual seasonality in the Irish equity market 1934–2000 (2004)Monthly and semi-annual seaso…Friday the 13th: international evidence (2001)Friday the 13th: internationa…The Behavior of Stock-Market Prices (1965)The relationship between return and market value of common stocks (1981)Efficient Capital Markets: II (1991)Losing Sleep at the Market: The Daylight Saving Anomaly (2000)The day of the week effect on stock market volatility (2001)The Halloween Indicator, “Sell in May and Go Away”: Another Puzzle (2002)Stock returns and the weekend effect (1980)Day of the Week Effects and Asset Returns (1981)Stock return variances (1986)The weekend effect, the Stock Exchange Account and the Financial Times Industrial Ordinary Shares Index: 1987-1994 (1999)Are Calendar Anomalies Still Alive?: Evidence from Istanbul Stock Exchange (2004)Does the day of the week effect exist once transaction costs have been accounted for? Evidence from the UK (2004)Size-related anomalies and stock return seasonality (1983)Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia (2004)Pre-holiday effects: International evidence on the decline and reversal of a stock market anomaly (2005)Seasonality, risk and return in daily COMEX gold and silver data 1982–2002 (2006)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Seasonality in the Athens stock exchange (2000)The effect of derivatives trading on volatility of the underlying asset: evidence from the Greek stock market (2006)Econometric Models and Economic Forecasts (1990)Industrial Structure and the Comparative Behavior of International Stock Market Indices (1992)International stock market linkages: Evidence from the pre- and post-October 1987 period (1993)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)Price discovery in securities markets (1986)Forecasting UK stock market volatility (2000)Calendar Anomalies: Abnormal Returns at Calendar Turning Points (1988)A Survey of the Monday Effect Literature (2003)Automated trading with performance weighted random forests and seasonality (2013)DAILY RETURN RELATIONSHIPS AMONG ASIAN STOCK MARKETS (1990)The Asian crisis and calendar effects on stock returns in Thailand (2004)Weak-form Market Efficiency and Calendar Anomalies for Eastern Europe Equity Markets (2011)Day-of-the-week and intraday effects in stock returns (1986)An Examination of the Robustness of the Weekend Effect (1989)The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence (2002)A Further Investigation of the Weekend Effect in Stock Returns (1984)A transaction data study of weekly and intradaily patterns in stock returns (1986)Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)
this work references cited by second hop

References

  • 1973The Behavior of Stock Prices on Fridays and Mondays826 cited
  • 1985The Week-End Effect in Common Stock Returns: The International Evidence771 cited
  • 1994Anomalies or illusions? Evidence from stock markets in eighteen countries543 cited
  • 1982Weekend Effects on Stock Returns: A Note460 cited
  • 1931Stock Prices: A Problem in Verification146 cited
  • 1984Seasonality Estimation in Thin Markets130 cited
  • 1997Security price anomalies in the London International Stock Exchange: a 60 year perspective126 cited
  • 1995Day of the week effect on the Greek stock market119 cited
  • 1988The Weekend Effect In Uk Stock Market Returns105 cited
  • 1988The “weekend effect” for stock indexes and stock index futures: Dividend and interest rate effects43 cited
  • 1995Daily seasonalities and stock market reforms in Spain42 cited
  • 1998The Impact of Settlement Procedures on Day‐of‐the‐week Effects: Evidence from the Kuala Lumpur Stock Exchange42 cited

Cited by

  • 2009An empirical analysis of calendar anomalies in the Malaysian stock market31 cited
  • 2004Monthly and semi-annual seasonality in the Irish equity market 1934–200026 cited
  • 2004Seasonal anomalies of stocks in ASEAN equity markets

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23 cited
  • 2001Friday the 13th: international evidence17 cited
  • 2007Daily seasonality in 19th century stocks -- some evidence from the Dublin stock exchange17 cited