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Analysis of Calendar Effects: Day-of-the-Week Effect on the Stock Exchange of Thailand (SET)
4 references·0 citing·19 second hop
Analysis of Calendar Effects: Day-of-the-Week Effect on the Stock Exchange of Thailand (SET) (2010)Analysis of Calendar Effects: Day-of-the-…Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach (2006)Revisiting calendar anomalies…Why You Win or Lose: The Psychology of Speculation (2003)Why You Win or Lose: The Psyc…Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects (2001)Seasonality in Southeast Asia…Size-related anomalies and stock return seasonality (1983)Size-related anomalies and st…Some anomalous evidence regarding market efficiency (1978)Stock returns and the weekend effect (1980)Day of the Week Effects and Asset Returns (1981)The disappearing day-of-the-week effect in the world's largest equity markets (2004)Day-of-the-week effects in emerging stock markets (2006)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)A Test of the Efficiency of a Given Portfolio (1989)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Rules for Ordering Uncertain Prospects (1969)Revisiting fast profit investor sentiment and stock returns during Ramadan (2014)Dynamic co-integration and portfolio diversification of Islamic and conventional indices: Global evidence (2017)Review on Efficiency and Anomalies in Stock Markets (2020)A Survey of the Monday Effect Literature (2003)Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data (2014)Forecasting Stock Market Movement Direction Using Sentiment Analysis and Support Vector Machine (2018)
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References

  • 1983Size-related anomalies and stock return seasonality1,800 cited
  • 2001Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects189 cited
  • 2006Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach92 cited
  • 2003Why You Win or Lose: The Psychology of Speculation68 cited

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