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Taking advantage of Ramadan and January in Muslim countries
16 references·0 citing·44 second hop
Taking advantage of Ramadan and January in Muslim countries (2018)Taking advantage of Ramadan and January i…Investor sentiment and calendar anomaly effects: A case study of the impact of Ramadan on Islamic Middle Eastern markets (2011)Investor sentiment and calend…Fast profits: Investor sentiment and stock returns during Ramadan (2011)Fast profits: Investor sentim…The Protestant Ethic and the Spirit of Capitalism (2010)The Protestant Ethic and the …The Halloween Effect in U.S. Sectors (2009)The Halloween Effect in U.S. …Seasonality in stock returns and volatility: The Ramadan effect (2005)Seasonality in stock returns …Anomalies or illusions? Evidence from stock markets in eighteen countries (1994)Anomalies or illusions? Evide…Disentangling Equity Return Regularities: New Insights and Investment Opportunities (1988)Disentangling Equity Return R…A transaction data study of weekly and intradaily patterns in stock returns (1986)A transaction data study of w…The Week-End Effect in Common Stock Returns: The International Evidence (1985)The Week-End Effect in Common…Year-End Tax-Induced Sales and Stock Market Seasonality (1983)Year-End Tax-Induced Sales an…Vas Ist Das? (1983)Vas Ist Das?Stock Return Seasonalities and the Tax-Loss Selling Hypothesis: Analysis of the Arguments and Australian Evidence (1983)Stock Return Seasonalities an…Stock return seasonalities and the tax-loss selling hypothesis (1983)Stock return seasonalities an…Stock market seasonality (1983)Stock market seasonalityCAPITAL GAINS TAXATION AND YEAR‐END STOCK MARKET BEHAVIOR (1977)CAPITAL GAINS TAXATION AND YE…Capital market seasonality: The case of stock returns (1976)Capital market seasonality: T…Risk measurement when shares are subject to infrequent trading (1979)Misspecification of capital asset pricing (1981)The relationship between return and market value of common stocks (1981)Event study methodologies and the size effect (1986)Turn-of-month and pre-holiday effects on stock returns: Some international evidence (1992)Is size dead? A review of the size effect in equity returns (2011)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)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)Statistical principles in experimental design. (1962)Time Series Analysis: Forecasting and Control (1977)Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Stock Prices and Volume (1992)Another Look at the Cross-Section of Expected Stock Returns (1995)Efficient Capital Markets: II (1991)Losing Sleep at the Market: The Daylight Saving Anomaly (2000)The day of the week effect on stock market volatility (2001)The Halloween Indicator, “Sell in May and Go Away”: Another Puzzle (2002)The econometrics of ultra-high frequency data /Stock returns and the weekend effect (1980)The Dependence between Hourly Prices and Trading Volume (1988)Statistical properties of the volatility of price fluctuations (1999)Day of the Week Effects and Asset Returns (1981)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)An Empirical Evaluation of Accounting Income Numbers (1968)The Adjustment of Stock Prices to New Information (1969)Predicting Contemporary Volume with Historic Volume at Differential Price Levels: Evidence Supporting the Disposition Effect (1988)Seasonality in Stock Price Mean Reversion: Evidence from the U.S. and the U.K. (1991)The Adjustment of Stock Prices to New Information (2003)Metodologie, sociologie a politika (1998)Syndromes of Corruption (2005)The social order of markets (2009)Talk Is Cheap (2014)Size and stock returns, and other empirical regularities (1983)Size-related anomalies and stock return seasonality (1983)Forecasting volatility in the New Zealand stock market (2002)Size and book to market effects and the Fama French three factor asset pricing model: evidence from the Australian stockmarket (2004)Anomalies: The January Effect (1987)High Stock Returns before Holidays: Existence and Evidence on Possible Causes (1990)Periodic market closure and trading volume (1992)
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References

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  • 1983Stock Return Seasonalities and the Tax-Loss Selling Hypothesis: Analysis of the Arguments and Australian Evidence319 cited
  • 1977CAPITAL GAINS TAXATION AND YEAR‐END STOCK MARKET BEHAVIOR262 cited
  • 1983Stock return seasonalities and the tax-loss selling hypothesis259 cited
  • 2011Fast profits: Investor sentiment and stock returns during Ramadan249 cited
  • 1988Disentangling Equity Return Regularities: New Insights and Investment Opportunities186 cited
  • 2011Investor sentiment and calendar anomaly effects: A case study of the impact of Ramadan on Islamic Middle Eastern markets155 cited
  • 2005Seasonality in stock returns and volatility: The Ramadan effect154 cited
  • 1983Year-End Tax-Induced Sales and Stock Market Seasonality

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138 cited
  • 2009The Halloween Effect in U.S. Sectors95 cited
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