SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Business cycles and the pre-holiday effect in stock returns
5 references·0 citing·21 second hop
Business cycles and the pre-holiday effect in stock returns (1994)Business cycles and the pre-holiday effec…Comparison of Seasonal Anomalies across Major Equity Markets: A Note (1993)Comparison of Seasonal Anomal…THE HOLIDAY EFFECT IN STOCK RETURNS: EVIDENCE FROM THE OTC MARKET (1992)THE HOLIDAY EFFECT IN STOCK R…High Stock Returns before Holidays: Existence and Evidence on Possible Causes (1990)High Stock Returns before Hol…The Day-of-the-Week Effect in Stock Returns over Business Cycles (1989)The Day-of-the-Week Effect in…Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Are Seasonal Anomalies Real? …Stock returns and the weekend effect (1980)Permanent and Temporary Components of Stock Prices (1988)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)The robustness of calendar anomalies in daily stock returns (1996)The Impact of Stock Index Futures Trading on Daily Returns Seasonality: A Multicountry Study (2002)Calendar anomaly: unique evidence from the Indian stock market (2017)Size-related anomalies and stock return seasonality (1983)Stock return variances (1986)Efficient Capital Markets: II (1991)The Efficient Market Hypothesis and Its Critics (2003)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Measuring security price performance (1980)The relationship between return and market value of common stocks (1981)A Theory of Intraday Patterns: Volume and Price Variability (1988)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)A Further Investigation of the Weekend Effect in Stock Returns (1984)A monthly effect in stock returns (1987)The diminishing calendar anomalies in the stock exchange of Singapore (1998)Firm Size and the Pre-Holiday Effect in New Zealand (2009)Daily seasonality in crude oil returns and volatilities (2014)The Nepalese Stock Market: Efficient and Calendar Anomalies (2005)
this work references cited by second hop

References

  • 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
  • 1990High Stock Returns before Holidays: Existence and Evidence on Possible Causes446 cited
  • 1992THE HOLIDAY EFFECT IN STOCK RETURNS: EVIDENCE FROM THE OTC MARKET37 cited
  • 1993Comparison of Seasonal Anomalies across Major Equity Markets: A Note34 cited
  • 1989The Day-of-the-Week Effect in Stock Returns over Business Cycles22 cited

Cited by

No citing works inside the corpus for this window.

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