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Month of Ramadan effect swings and market becomes adaptive
16 references·0 citing·44 second hop
Month of Ramadan effect swings and market becomes adaptive (2019)Month of Ramadan effect swings and market…Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data (2014)Calendar effects, market cond…Efficient or adaptive markets? Evidence from major stock markets using very long run historic data (2013)Efficient or adaptive markets…The changing and relative efficiency of European emerging stock markets (2011)The changing and relative eff…Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data (2011)Stock return predictability a…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…Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests (2011)Are US stock index returns pr…Behavioural Finance: A Review and Synthesis (2007)Behavioural Finance: A Review…Seasonality in stock returns and volatility: The Ramadan effect (2005)Seasonality in stock returns …The Adaptive Markets Hypothesis (2004)The Adaptive Markets Hypothes…GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics (2001)GARCH 101: The Use of ARCH/GA…Capital markets research in accounting (2001)Capital markets research in a…On Technical Analysis (1989)On Technical AnalysisOn the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)A BEHAVIORAL MODEL OF RATIONA…Risk as feelings. (2001)Illiquidity and stock returns: cross-section and time-series effects (2002)The Protestant Ethic and the Spirit of Capitalism (2005)Investor sentiment and return predictability of disagreement (2014)Does Financial News Predict Stock Returns? New Evidence from Islamic and Non-Islamic Stocks (2015)A survey of Islamic banking and finance literature: Issues, challenges and future directions (2017)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Time and the Process of Security Price Adjustment (1992)Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998)Volume, Volatility, Price, and Profit When All Traders Are Above Average (1998)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Accounting anomalies and fundamental analysis: A review of recent research advances (2010)Measuring investor sentiment with mutual fund flows (2010)The Behavior of Individual Investors (2013)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)New frontiers for arch models (2002)Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR (2012)Short-Term Traffic Flow Forecasting: An Experimental Comparison of Time-Series Analysis and Supervised Learning (2013)The Behavior of Stock-Market Prices (1965)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)Users of the world, unite! The challenges and opportunities of Social Media (2009)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Institutional Investors and the Informational Efficiency of Prices (2009)Sustainable Development and Financial Markets (2015)Machine learning techniques and data for stock market forecasting: A literature review (2022)Judgment under Uncertainty: Heuristics and Biases (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Investor Inattention and Friday Earnings Announcements (2009)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)Genetic Algorithm-Optimized Long Short-Term Memory Network for Stock Market Prediction (2018)Fusion in stock market prediction: A decade survey on the necessity, recent developments, and potential future directions (2020)
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References

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  • 1955A BEHAVIORAL MODEL OF RATIONAL CHOICE15,851 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
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  • 2007Behavioural Finance: A Review and Synthesis364 cited
  • 2011Fast profits: Investor sentiment and stock returns during Ramadan289 cited
  • 2013Efficient or adaptive markets? Evidence from major stock markets using very long run historic data186 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
  • 2014Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data154 cited
  • 2011Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests

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127 cited
  • 2011The changing and relative efficiency of European emerging stock markets109 cited
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