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Rise and fall of calendar anomalies over a century · Study

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ArticleRise and fall of calendar anomalies over a century

Alex Plastun2019

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Articlegreen2019

Rise and fall of calendar anomalies over a century

Alex Plastun · Xolani Sibande · Rangan Gupta · Mark E. Wohar

53 citations·0/0 files stored·The North American Journal of Economics and Finance

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Stock Market Forecasting Methods

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References

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1965The Behavior of Stock-Market Prices 1980On the Impossibility of Informationally Efficient Markets 1997Event Studies in Economics and Finance 1980On the Impossibility of Informationally Efficient Markets 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS 1980Stock returns and the weekend effect

Cited by

2022Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices 2019Historical evolution of monthly anomalies in international stock markets 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

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2023Day-of-the-week effect and volatility in stock returns: evidence from the Indian stock marketarticle · 23 shared references 2019Historical evolution of monthly anomalies in international stock marketsarticle · 16 shared references 2014Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. dataother · 15 shared references 2004Are Calendar Anomalies Still Alive?: Evidence from Istanbul Stock Exchangepreprint · 15 shared references 2000Security price anomalies in an emerging market: the case of the Athens Stock Exchangearticle · 14 shared references 2018An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from Chinaarticle · 14 shared references

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Year2019

Typearticle

Published2019-04-10

VenueThe North American Journal of Economics and Finance

ISSN-L1062-9408

Languageen

Citations53

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.najef.2019.04.011

openalex_workW2921311149

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