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Daily seasonalities and stock market reforms in Spain
12 references·6 citing·41 second hop
Daily seasonalities and stock market reforms in Spain (1995)Daily seasonalities and stock market refo…Daily seasonality in stock returns (1994)Daily seasonality in stock re…Day-of-the-week effects: evidence from developing stock markets (1992)Day-of-the-week effects: evid…The Weekend Effect: Trading Patterns of Individual and Institutional Investors (1990)The Weekend Effect: Trading P…A Reappraisal of the Efficiency of Financial Markets (1989)A Reappraisal of the Efficien…Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Are Seasonal Anomalies Real? …Day of the Week Effects On Stock Returns: International Evidence (1987)Day of the Week Effects On St…An Investigation of the Spanish Stock Market Seasonalities (1986)An Investigation of the Spani…The Week-End Effect in Common Stock Returns: The International Evidence (1985)The Week-End Effect in Common…A Further Investigation of the Weekend Effect in Stock Returns (1984)A Further Investigation of th…Weekend Effects on Stock Returns: A Note (1982)Weekend Effects on Stock Retu…Day of the Week Effects and Asset Returns (1981)Day of the Week Effects and A…Stock returns and the weekend effect (1980)Stock returns and the weekend…Modeling Investor Behavior Using Machine Learning: Mean‐Reversion and Momentum Trading Strategies (2019)Modeling Investor Behavior Us…Another look at calendar anomalies (2019)Another look at calendar anom…Stock Market Anomaly: Day of the Week Effect in Dhaka Stock Exchange (2009)Stock Market Anomaly: Day of …Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case (2008)Explanatory factors of the in…Anomalous daily seasonality in Ireland? (2000)Anomalous daily seasonality i…Modelling conditional heteroskedasticity: Application to the "IBEX-35" stock-return index (1999)Modelling conditional heteros…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)Size-related anomalies and stock return seasonality (1983)A transaction data study of weekly and intradaily patterns in stock returns (1986)Transactions, Volume, and Volatility (1994)The Message in Daily Exchange Rates (2002)Equity issues and offering dilution (1986)A Theory of Intraday Patterns: Volume and Price Variability (1988)Earnings news and small traders (1992)Inferring investor behavior: Evidence from TORQ data (2000)Losing Sleep at the Market: The Daylight Saving Anomaly (2000)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)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Stock return variances (1986)Correlations in Price Changes and Volatility across International Stock Markets (1990)The Efficient Market Hypothesis and Its Critics (2003)The journal of financial economics (1993)Constant conditional correlation in a bivariate GARCH model: evidence from the stock markets of China (1999)Stock returns, seasonality and asymmetric conditional volatility in world equity markets (2001)The Disappearing Calendar Anomalies in the Singapore Stock Market (2006)The Behavior of Stock Prices on Fridays and Mondays (1973)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)Measuring security price performance (1980)Data-Snooping Biases in Tests of Financial Asset Pricing Models (1990)Efficient Capital Markets: II (1991)Fundamentals and Stock Returns in Japan (1991)Day of the week effect on the Greek stock market (1995)Ex‐Day Behavior: Tax or Short‐Term Trading Effects (1995)A Survey of the Monday Effect Literature (2003)Forecasting stock market prices: Lessons for forecasters (1992)An application of variance ratio test to the Korean securities market (1994)History of the Efficient Market Hypothesis (2012)
this work references cited by second hop

References

  • 1980Stock returns and the weekend effect1,997 cited
  • 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1984A Further Investigation of the Weekend Effect in Stock Returns896 cited
  • 1985The Week-End Effect in Common Stock Returns: The International Evidence771 cited
  • 1990The Weekend Effect: Trading Patterns of Individual and Institutional Investors498 cited
  • 1982Weekend Effects on Stock Returns: A Note460 cited
  • 1987Day of the Week Effects On Stock Returns: International Evidence146 cited
  • 1989A Reappraisal of the Efficiency of Financial Markets128 cited
  • 1992Day-of-the-week effects: evidence from developing stock markets97 cited
  • 1986An Investigation of the Spanish Stock Market Seasonalities84 cited
  • 1994Daily seasonality in stock returns47 cited

Cited by

  • 2000Anomalous daily seasonality in Ireland?34 cited
  • 2009Stock Market Anomaly: Day of the Week Effect in Dhaka Stock Exchange33 cited
  • 2019Another look at calendar anomalies30 cited
  • 2008

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Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case
27 cited
  • 2019Modeling Investor Behavior Using Machine Learning: Mean‐Reversion and Momentum Trading Strategies25 cited
  • 1999Modelling conditional heteroskedasticity: Application to the "IBEX-35" stock-return index24 cited