SZodixStudyAcademic Library

Shelves Open access

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

Seasonal anomalies in advanced emerging stock markets · Study

ArticleShelves

ArticleSeasonal anomalies in advanced emerging stock markets

Mostafa Seif2017

Article2017

Seasonal anomalies in advanced emerging stock markets

Mostafa Seif · Paul Docherty · Abul F. M. Shamsuddin

56 citations·0/0 files stored·The Quarterly Review of Economics and Finance

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 — 56 citations exist upstream.

References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 2008The law and economics of self-dealing 2006What Works in Securities Laws?1995Time‐Varying World Market Integration 1992No news is good news 2000Foreign Speculators and Emerging Equity Markets

Cited by

2019Rise and fall of calendar anomalies over a century 2018The day-of-the-week pattern of price clustering in Bitcoin 2021Day‐of‐the‐week effect and market liquidity: A comparative study from emerging stock markets of Asia †2019Market anomalies and data persistence: The case of the day-of-the-week effect 2023Day-of-the-week effect and volatility in stock returns: evidence from the Indian stock market 2018The role of stock price synchronicity on the return-sentiment relation

Related works

Explore the map →

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

2019Rise and fall of calendar anomalies over a centuryarticle · 13 shared references 2006Seasonalities in China's Stock Marketsarticle · 13 shared references 2018Persistence of calendar anomalies: insights and perspectives from literaturearticle · 13 shared references 1995Chapter 17 On the predictability of common stock returns: World-wide evidencechapter · 12 shared references 2002The anomalies that aren't there: the weekend, January and pre-holiday effects on the all gold index on the Johannesburg Stock Exchange 1987-1997article · 12 shared references 2004Are Calendar Anomalies Still Alive?: Evidence from Istanbul Stock Exchangepreprint · 11 shared references

Details

Year2017

Typearticle

Published2017-03-01

VenueThe Quarterly Review of Economics and Finance

ISSN-L1062-9769

Languageen

Citations56

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.qref.2017.02.009

openalex_workW2594872086

Links

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