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Comparison of Seasonal Anomalies across Major Equity Markets: A Note

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References

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1934Security Prices and Stock Exchange Holidays in Relation to Short Selling86 cited

Cited by

2002The Impact of Stock Index Futures Trading on Daily Returns Seasonality: A Multicountry Study

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30 cited

1996The robustness of calendar anomalies in daily stock returns25 cited

2017Calendar anomaly: unique evidence from the Indian stock market23 cited

2002An Investigation of the Day-of-the-Week Effect in Korea: Has the Anomalous Effect Vanished in the 1990's?21 cited

2002Why investors should be cautious of the academic approach to testing for stock market anomalies17 cited

1994Business cycles and the pre-holiday effect in stock returns17 cited