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The Nepalese Stock Market: Efficient and Calendar Anomalies
16 references·1 citing·31 second hop
The Nepalese Stock Market: Efficient and Calendar Anomalies (2005)The Nepalese Stock Market: Efficient and …Anomalies or illusions? Evidence from stock markets in eighteen countries (1994)Anomalies or illusions? Evide…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIEfficient Capital Markets: II (1991)Efficient Capital Markets: IIData-Snooping Biases in Tests of Financial Asset Pricing Models (1990)Data-Snooping Biases in Tests…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…A Further Investigation of the Weekend Effect in Stock Returns (1984)A Further Investigation of th…Size-related anomalies and stock return seasonality (1983)Size-related anomalies and st…Biases in computed returns (1983)Biases in computed returnsDay 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…The Behavior of Stock Prices on Fridays and Mondays (1973)The Behavior of Stock Prices …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 …Does January Effect Exist in Bangladesh? (2013)Does January Effect Exist in …Statistical principles in experimental design. (1962)Book Review: Time Series Analysis: Forecasting and Control (1977)Predicting returns in the stock and bond markets (1986)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)The Behavior of Stock-Market Prices (1965)The relationship between return and market value of common stocks (1981)Using daily stock returns (1985)Introductory Econometrics for Finance (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate financing and investment decisions when firms have information that investors do not have (1984)Common risk factors in the returns on stocks and bonds (1993)Twitter mood predicts the stock market (2011)ESG and financial performance: aggregated evidence from more than 2000 empirical studies (2015)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)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Dividend Policy, Growth, and the Valuation of Shares (1961)The Structure of Scientific Revolutions (1963)The Structure of Scientific Revolutions. (1964)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)The arbitrage theory of capital asset pricing (1976)An Anatomy of Trading Strategies (1998)Inefficient Markets (2000)Short-sale constraints and stock returns (2002)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*23,066 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1991Efficient Capital Markets: II5,761 cited
  • 1980Stock returns and the weekend effect1,997 cited
  • 1983Size-related anomalies and stock return seasonality1,842 cited
  • 1978Some anomalous evidence regarding market efficiency1,472 cited
  • 1991Efficient Capital Markets: II1,271 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
  • 1990Data-Snooping Biases in Tests of Financial Asset Pricing Models1,121 cited
  • 1984A Further Investigation of the Weekend Effect in Stock Returns916 cited
  • 1973The Behavior of Stock Prices on Fridays and Mondays826 cited
  • 1983Biases in computed returns771 cited
  • 1987A monthly effect in stock returns721 cited
  • 1994Anomalies or illusions? Evidence from stock markets in eighteen countries

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  • 2013Does January Effect Exist in Bangladesh?17 cited