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An empirical note on the holiday effect in the Australian stock market, 1996–2006

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References

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1994Holiday Effects and Stock Returns: Further Evidence208 cited
2006Disappearing anomalies: a dynamic analysis of the persistence of anomalies175 cited
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1996Seasonality and cultural influences on four Asian stock markets100 cited
1934Security Prices and Stock Exchange Holidays in Relation to Short Selling86 cited
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1998The persistent holiday effect: additional evidence76 cited
2004Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia75 cited

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2022Emotions and stock market anomalies: A systematic review66 cited
2015The efficient market hypothesis and calendar anomalies: a literature review

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2017Seasonal anomalies in advanced emerging stock markets56 cited

2014Chinese Lunar New Year effect in Asian stock markets, 1999–201255 cited

2013Another look at the holiday effect27 cited

2018Persistence of calendar anomalies: insights and perspectives from literature24 cited

2021Calendar anomalies in the stock markets: conventional vs Islamic stock indices23 cited

2011A brief history and recent developments in day‐of‐the‐week effect literature22 cited