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THE HOLIDAY EFFECT IN STOCK RETURNS: EVIDENCE FROM THE OTC MARKET

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References

1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
1984A Further Investigation of the Weekend Effect in Stock Returns896 cited
1987A monthly effect in stock returns720 cited
1990High Stock Returns before Holidays: Existence and Evidence on Possible Causes446 cited
1989Trading patterns, bid-ask spreads, and estimated security returns288 cited
1984Volume and turn-of-the-year behavior160 cited
1989Firm Size and Turn-of-the-Year Effects in the OTC/NASDAQ Market101 cited
1988Short-term stock price patterns37 cited

Cited by

2014Daily seasonality in crude oil returns and volatilities35 cited
1998The diminishing calendar anomalies in the stock exchange of Singapore34 cited
2009Firm Size and the Pre-Holiday Effect in New Zealand29 cited
2013Another look at the holiday effect27 cited

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