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Examining anomalies in Islamic equity market of Pakistan
16 references·2 citing·36 second hop
Examining anomalies in Islamic equity market of Pakistan (2017)Examining anomalies in Islamic equity mar…The seasonal behavior of the liquidity premium in asset pricing (1993)The seasonal behavior of the …Turn-of-month and pre-holiday effects on stock returns: Some international evidence (1992)Turn-of-month and pre-holiday…The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid-Ask Bias (1992)The January Anomaly: Effects …The Weekend Effect: Trading Patterns of Individual and Institutional Investors (1990)The Weekend Effect: Trading P…The Weekend Effect in Information Releases: A Study of Earnings and Dividend Announcements (1989)The Weekend Effect in Informa…The Buying and Selling Behavior of Individual Investors at the Turn of the Year (1988)The Buying and Selling Behavi…Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Are Seasonal Anomalies Real? …A monthly effect in stock returns (1987)A monthly effect in stock ret…The Week-End Effect in Common Stock Returns: The International Evidence (1985)The Week-End Effect in Common…Stock market seasonality (1983)Stock market seasonalityDay 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…Some anomalous evidence regarding market efficiency (1978)Some anomalous evidence regar…Capital market seasonality: The case of stock returns (1976)Capital market seasonality: T…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Calendar anomalies in the stock markets: conventional vs Islamic stock indices (2021)Calendar anomalies in the sto…Adaptive calendar effects and volume of extra returns in the cryptocurrency market (2021)Adaptive calendar effects and…The Behavior of Stock-Market Prices (1965)An Examination of the Robustness of the Weekend Effect (1989)Predictable Stock Returns in the United States and Japan: A Study of Long‐Term Capital Market Integration (1992)Anomalies or illusions? Evidence from stock markets in eighteen countries (1994)Size-related anomalies and stock return seasonality (1983)Efficient Capital Markets and Martingales (1989)Statistical principles in experimental design. (1962)Time Series Analysis: Forecasting and Control (1977)Stock Prices and Volume (1992)Another Look at the Cross-Section of Expected Stock Returns (1995)The relationship between return and market value of common stocks (1981)A Further Investigation of the Weekend Effect in Stock Returns (1984)Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Order imbalance, liquidity, and market returns (2002)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)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Measuring security price performance (1980)A Theory of Intraday Patterns: Volume and Price Variability (1988)Data-Snooping Biases in Tests of Financial Asset Pricing Models (1990)Efficient Capital Markets: II (1991)Fundamentals and Stock Returns in Japan (1991)Dividend Policy, Growth, and the Valuation of Shares (1961)The Structure of Scientific Revolutions (1963)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)The Noise Trader Approach to Finance (1990)Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry (1992)Inefficient Markets (2000)Stock return variances (1986)Correlations in Price Changes and Volatility across International Stock Markets (1990)The Efficient Market Hypothesis and Its Critics (2003)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1980Stock returns and the weekend effect1,997 cited
  • 1978Some anomalous evidence regarding market efficiency1,419 cited
  • 1976Capital market seasonality: The case of stock returns1,229 cited
  • 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1985The Week-End Effect in Common Stock Returns: The International Evidence771 cited
  • 1987A monthly effect in stock returns720 cited
  • 1983Stock market seasonality573 cited
  • 1990The Weekend Effect: Trading Patterns of Individual and Institutional Investors498 cited
  • 1988The Buying and Selling Behavior of Individual Investors at the Turn of the Year482 cited
  • 1992The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid-Ask Bias328 cited
  • 1993The seasonal behavior of the liquidity premium in asset pricing312 cited
  • 1992Turn-of-month and pre-holiday effects on stock returns: Some international evidence311 cited

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  • 1989The Weekend Effect in Information Releases: A Study of Earnings and Dividend Announcements284 cited
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    • 2021Calendar anomalies in the stock markets: conventional vs Islamic stock indices23 cited
    • 2021Adaptive calendar effects and volume of extra returns in the cryptocurrency market22 cited