SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Some additional Australian evidence on the day-of-the-week effect
4 references·5 citing·39 second hop
Some additional Australian evidence on the day-of-the-week effect (1999)Some additional Australian evidence on th…An investigation of the robustness of the day-of-the-week effect in Australia (1994)An investigation of the robus…An Examination of the Robustness of the Weekend Effect (1989)An Examination of the Robustn…The Week-End Effect in Common Stock Returns: The International Evidence (1985)The Week-End Effect in Common…Day of the Week Effects and Asset Returns (1981)Day of the Week Effects and A…The day-of-the-week effect is weak: Evidence from the European real estate sector (2015)The day-of-the-week effect is…The day-of-the-week Effect in the Australian Stock Market: An Empirical Note on the Market, Industry and Small Cap Effects (2009)The day-of-the-week Effect in…The decline of calendar seasonality in the Australian stock exchange, 1958–2005 (2008)The decline of calendar seaso…The day-of-the-week effect on stock-market volatility and return: Evidence from emerging markets (2006)The day-of-the-week effect on…Seasonalities in China's Stock Markets (2006)Seasonalities in China's Stoc…Stock returns and the weekend effect (1980)The Extreme Value Method for Estimating the Variance of the Rate of Return (1980)Size-related anomalies and stock return seasonality (1983)Stock return seasonalities and investor structure: Evidence from China's B-share markets (2010)Comparison of the ‘turn-of-the-month’ and lunar new year return effects in three Chinese markets: Hong Kong, Shanghai and Shenzhen (2011)Modeling the distribution of extreme returns in the Chinese stock market (2014)The Variation of Certain Speculative Prices (1963)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Return distributions and the day-of-the-week effects in the stock exchange of Thailand (1998)The Impact of Stock Index Futures Trading on Daily Returns Seasonality: A Multicountry Study (2002)Calendar anomalies in Russian stocks and bonds (2013)The Behavior of Stock-Market Prices (1965)Time Series Analysis: Forecasting and Control (1977)The relationship between return and market value of common stocks (1981)Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Order imbalance, liquidity, and market returns (2002)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)Anomalies or illusions? Evidence from stock markets in eighteen countries (1994)A Further Investigation of the Weekend Effect in Stock Returns (1984)Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)A Fresh Look at Seasonal Anomalies: An International Perspective (2011)Moon Phases, Mood and Stock Market Returns (2013)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1995)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Earnings communication conferences and post‐earnings‐announcement drift: Evidence from China (2022)The dispositional effects of holidays on investor sentiment: Therapeutic and hygienic (2023)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Calendar anomalies in the Russian stock market (2017)On the day-of-the-week effects of Bitcoin markets: international evidence (2019)International Evidence on the Robustness of the Day-of-the-Week Effect (1993)Hourly volatility spillovers between international equity markets (1994)The Individual Investor and the Weekend Effect (1994)
this work references cited by second hop

References

  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1985The Week-End Effect in Common Stock Returns: The International Evidence771 cited
  • 1989An Examination of the Robustness of the Weekend Effect438 cited
  • 1994An investigation of the robustness of the day-of-the-week effect in Australia44 cited

Cited by

  • 2006The day-of-the-week effect on stock-market volatility and return: Evidence from emerging markets35 cited
  • 2006Seasonalities in China's Stock Markets30 cited
  • 2008The decline of calendar seasonality in the Australian stock exchange, 1958–200529 cited
  • 2015The day-of-the-week effect is weak: Evidence from the European real estate sector27 cited
  • 2009The day-of-the-week Effect in the Australian Stock Market: An Empirical Note on the Market, Industry and Small Cap Effects18 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work