SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Short-term stock price patterns · Study

ArticleShelves

ArticleShort-term stock price patterns

Scott C. Linn1988

Article1988

Short-term stock price patterns

Scott C. Linn · Larry J. Lockwood

37 citations·0/0 files stored·The Journal of Portfolio Management

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

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

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 37 citations exist upstream.

References

1980Stock returns and the weekend effect 1983Size-related anomalies and stock return seasonality 1976Capital market seasonality: The case of stock returns 1981Day of the Week Effects and Asset Returns 1984A Further Investigation of the Weekend Effect in Stock Returns 1973The Behavior of Stock Prices on Fridays and Mondays 1987A monthly effect in stock returns 1986Day-of-the-week and intraday effects in stock returns

Cited by

1992THE HOLIDAY EFFECT IN STOCK RETURNS: EVIDENCE FROM THE OTC MARKET 2004Does the day of the week effect exist once transaction costs have been accounted for? Evidence from the UK 1998The diminishing calendar anomalies in the stock exchange of Singapore 2020Turn-of-the-month effect in three major emerging countries 2008The impact of thin trading on day‐of‐the‐week effect 1995Finnish turn‐of‐the‐month effects: Returns, volume, and implied volatiliy

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2001Dangers of data mining: The case of calendar effects in stock returnsarticle · 8 shared references 1995Calendar effects in the London Stock Exchange FT–SE indicesother · 8 shared references 1991Seasonality in Daily Bond Returnsarticle · 8 shared references 2000Security price anomalies in an emerging market: the case of the Athens Stock Exchangearticle · 8 shared references 1995Chapter 17 On the predictability of common stock returns: World-wide evidencechapter · 8 shared references 2004Are Calendar Anomalies Still Alive?: Evidence from Istanbul Stock Exchangepreprint · 8 shared references

Details

Year1988

Typearticle

Published1988-01-31

VenueThe Journal of Portfolio Management

ISSN-L0095-4918

Languageen

Citations37

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.3905/jpm.1988.409139

openalex_workW2297081384

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2015Turn-of-month effect in the Indian currency market

2011Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach