The Halloween effect and Japanese equity prices : myth or exploitable anomaly
Year of publication: |
2003
|
---|---|
Authors: | Maberly, Edwin D. ; Pierce, Raylane M. |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 10.2003, 4, p. 319-334
|
Subject: | Aktienmarkt | Stock market | Wertpapierhandel | Securities trading | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Saisonale Schwankungen | Seasonal variations | Japan |
-
The benefits of combining seasonal anomalies and technical trading rules
Ge̜bka, Bartosz, (2015)
-
Holtfort, Thomas, (2009)
-
Exploring price gap anomaly in the Ukrainian stock market
Plastun, Alex, (2019)
- More ...
-
Maberly, Edwin D., (2003)
-
Solving the halloween indictor puzzle : market efficiency still reigns
Maberly, Edwin D., (2004)
-
Maberly, Edwin D., (2004)
- More ...