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Calendar Anomalies: Abnormal Returns at Calendar Turning Points · Study

WorkCalendar Anomalies: Abnormal Returns at Calendar Turning Points

Bruce I. Jacobs1988

Work1988

Calendar Anomalies: Abnormal Returns at Calendar Turning Points

Bruce I. Jacobs · Kenneth N. Levy

143 citations·0/0 files stored·Financial Analysts Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Stock Market Forecasting Methods

Abstract

(1988). Calendar Anomalies: Abnormal Returns at Calendar Turning Points. Financial Analysts Journal: Vol. 44, No. 6, pp. 28-39.

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References

1980Stock returns and the weekend effect 1976Capital market seasonality: The case of stock returns 1984A Further Investigation of the Weekend Effect in Stock Returns 1985The Week-End Effect in Common Stock Returns: The International Evidence 1987Trading Mechanisms and Stock Returns: An Empirical Investigation 1987A monthly effect in stock returns 1983Stock market seasonality 1988The Buying and Selling Behavior of Individual Investors at the Turn of the Year

Cited by

2008Equity Returns at the Turn of the Month 1995Day of the week effect on the Greek stock market 2003A Survey of the Monday Effect Literature 2003Maximum likelihood estimation of time-inhomogeneous diffusions 2000Seasonality in the Athens stock exchange 2010Do Seasonal Anomalies Still Work?2015The efficient market hypothesis and calendar anomalies: a literature review

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Details

Year1988

Typeother

Published1988-11-01

VenueFinancial Analysts Journal

ISSN-L0015-198X

Languageen

Citations143

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2469/faj.v44.n6.28

openalex_workW2173072189

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2004The Italian Stock Market: Efficiency and Calendar Anomalies