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Firm Size and the Pre-Holiday Effect in New Zealand
16 references·1 citing·39 second hopsampled
Firm Size and the Pre-Holiday Effect in New Zealand (2009)Firm Size and the Pre-Holiday Effect in N…Pre-holiday effects: International evidence on the decline and reversal of a stock market anomaly (2005)Pre-holiday effects: Internat…Day-of-the-week effects in the pre-holiday returns of the Standard & Poor's 500 stock index (2005)Day-of-the-week effects in th…Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia (2004)Calendar effects in Eastern E…Pre-holiday effect, large trades and small investor behaviour (2003)Pre-holiday effect, large tra…The anomalies that aren't there: the weekend, January and pre-holiday effects on the all gold index on the Johannesburg Stock Exchange 1987-1997 (2002)The anomalies that aren't the…Security price anomalies in the London International Stock Exchange: a 60 year perspective (1997)Security price anomalies in t…Calendar effects in the London Stock Exchange FT–SE indices (1995)Calendar effects in the Londo…Holiday Effects and Stock Returns: Further Evidence (1994)Holiday Effects and Stock Ret…Turn-of-month and pre-holiday effects on stock returns: Some international evidence (1992)Turn-of-month and pre-holiday…The italian stock market (1990)The italian stock marketHigh Stock Returns before Holidays: Existence and Evidence on Possible Causes (1990)High Stock Returns before Hol…HOLIDAY CLOSINGS AND SECURITY RETURNS (1989)HOLIDAY CLOSINGS AND SECURITY…The Weekend Effect In Uk Stock Market Returns (1988)The Weekend Effect In Uk Stoc…Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Are Seasonal Anomalies Real? …New Findings Regarding Day-of-the-Week Returns over Trading and Non-Trading Periods: A Note (1984)New Findings Regarding Day-of…Stock returns and the weekend effect (1980)Stock returns and the weekend…Another look at the holiday effect (2013)Another look at the holiday e…A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Asset pricing and the bid-ask spread (1986)Correlations in Price Changes and Volatility across International Stock Markets (1990)A note on information seasonality and the disappearance of the weekend effect in the UK stock market (2001)Disappearing anomalies: a dynamic analysis of the persistence of anomalies (2006)Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market (2010)The Behavior of Stock-Market Prices (1965)Day of the Week Effects and Asset Returns (1981)DAILY RETURN RELATIONSHIPS AMONG ASIAN STOCK MARKETS (1990)The Asian crisis and calendar effects on stock returns in Thailand (2004)Weak-form Market Efficiency and Calendar Anomalies for Eastern Europe Equity Markets (2011)Size-related anomalies and stock return seasonality (1983)Seasonality, risk and return in daily COMEX gold and silver data 1982–2002 (2006)Calculating and comparing security returns is harder than you think: A comparison between logarithmic and simple returns (2014)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Day of the week effect in emerging Asian stock markets: evidence from the GARCH model (2000)Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data (2014)Data-Snooping Biases in Tests of Financial Asset Pricing Models (1990)Tests of technical trading strategies in the emerging equity markets of Latin America and Asia (1999)Fast profits: Investor sentiment and stock returns during Ramadan (2011)Stock return variances (1986)The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence (2002)The Role of Feelings in Investor Decision-Making (2005)How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements (2013)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Efficient Market Hypothesis and Its Critics (2003)Measuring security price performance (1980)The relationship between return and market value of common stocks (1981)A Theory of Intraday Patterns: Volume and Price Variability (1988)Efficient Capital Markets: II (1991)Fundamentals and Stock Returns in Japan (1991)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Testing the Significance of Calendar Effects (2003)The disappearing day-of-the-week effect in the world's largest equity markets (2004)Halloween or January? Yet another puzzle (2007)Day-of-the-week and intraday effects in stock returns (1986)An Examination of the Robustness of the Weekend Effect (1989)
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References

  • 1980Stock returns and the weekend effect1,997 cited
  • 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
  • 1984New Findings Regarding Day-of-the-Week Returns over Trading and Non-Trading Periods: A Note482 cited
  • 1990High Stock Returns before Holidays: Existence and Evidence on Possible Causes446 cited
  • 1992Turn-of-month and pre-holiday effects on stock returns: Some international evidence311 cited
  • 1994Holiday Effects and Stock Returns: Further Evidence208 cited
  • 1990The italian stock market196 cited
  • 1995Calendar effects in the London Stock Exchange FT–SE indices189 cited
  • 1997Security price anomalies in the London International Stock Exchange: a 60 year perspective126 cited
  • 1988The Weekend Effect In Uk Stock Market Returns105 cited
  • 1989HOLIDAY CLOSINGS AND SECURITY RETURNS104 cited
  • 2005Pre-holiday effects: International evidence on the decline and reversal of a stock market anomaly83 cited
  • 2004Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia75 cited
  • 2003Pre-holiday effect, large trades and small investor behaviour67 cited
  • 2005Day-of-the-week effects in the pre-holiday returns of the Standard & Poor's 500 stock index

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60 cited
  • 2002The anomalies that aren't there: the weekend, January and pre-holiday effects on the all gold index on the Johannesburg Stock Exchange 1987-199756 cited
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    • 2013Another look at the holiday effect27 cited