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FACTORS AFFECTING SEASONALITY IN THE STOCK MARKET: A SOCIAL NETWORK ANALYSIS APPROACH
16 references·0 citing·34 second hopsampled
FACTORS AFFECTING SEASONALITY IN THE STOCK MARKET: A SOCIAL NETWORK ANALYSIS APPROACH (2020)FACTORS AFFECTING SEASONALITY IN THE STOC…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…Seasonality in the cross-section of stock returns☆ (2007)Seasonality in the cross-sect…The seasonal behavior of the liquidity premium in asset pricing (1993)The seasonal behavior of the …Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Are Seasonal Anomalies Real? …Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Further Evidence On Investor …Anomalies: The January Effect (1987)Anomalies: The January EffectDoes the Stock Market Overreact? (1985)Does the Stock Market Overrea…Dividend yields and stock returns: Implications of abnormal January returns (1985)Dividend yields and stock ret…A Further Investigation of the Weekend Effect in Stock Returns (1984)A Further Investigation of th…The anomalous stock market behavior of small firms in January (1983)The anomalous stock market be…Stock market seasonality (1983)Stock market seasonalitySize-related anomalies and stock return seasonality (1983)Size-related anomalies and st…Capital market seasonality: The case of stock returns (1976)Capital market seasonality: T…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Certain Observations on Seasonal Movements in Stock Prices (1942)Certain Observations on Seaso…Misspecification of capital asset pricing (1981)The relationship between return and market value of common stocks (1981)Efficient Capital Markets: II (1991)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)The World Price of Covariance Risk (1991)International Asset Pricing and Portfolio Diversification with Time-Varying Risk (1997)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)Stock returns and the weekend effect (1980)Introductory Econometrics for Finance (2008)Investor Inattention and Friday Earnings Announcements (2009)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)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)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Judgment Under Uncertainty: Heuristics and Biases. (1984)What Moves Stock Prices? (1988)The Efficient Market Hypothesis and Its Critics (2003)Corporate social responsibility and firm performance: Investor preferences and corporate strategies (2007)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)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*24,470 cited
  • 1985Does the Stock Market Overreact?7,756 cited
  • 1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,387 cited
  • 1983Size-related anomalies and stock return seasonality1,878 cited
  • 1976Capital market seasonality: The case of stock returns1,252 cited
  • 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
  • 1984A Further Investigation of the Weekend Effect in Stock Returns937 cited
  • 1983The anomalous stock market behavior of small firms in January862 cited
  • 1983Stock market seasonality590 cited
  • 1987Anomalies: The January Effect397 cited
  • 2007Seasonality in the cross-section of stock returns☆316 cited
  • 1942Certain Observations on Seasonal Movements in Stock Prices313 cited
  • 1993The seasonal behavior of the liquidity premium in asset pricing312 cited
  • 2011Fast profits: Investor sentiment and stock returns during Ramadan289 cited
  • 1985Dividend yields and stock returns: Implications of abnormal January returns195 cited
  • 2011

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Investor sentiment and calendar anomaly effects: A case study of the impact of Ramadan on Islamic Middle Eastern markets
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