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1
Stock market linkages and spillover effects : an empirical analysis of select Asian markets
Sehgal, Sanjay
;
Bijoy, Kumar
;
Saini, Sakshi
- In:
Theoretical economics letters
9
(
2019
)
5
,
pp. 1447-1472
Persistent link: https://www.econbiz.de/10012104479
Saved in:
2
Turn-of-the-month effect : new evidence from an emerging stock market
Kayacetin, Volkan
;
Lekpek, Senad
- In:
Finance research letters
18
(
2016
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011656982
Saved in:
3
Exploring price gap anomaly in the Ukrainian stock market
Plastun, Alex
;
Makarenko, Inna
;
Khomutenko, Lyudmila
; …
- In:
Investment management and financial innovations
16
(
2019
)
2
,
pp. 150-158
Persistent link: https://www.econbiz.de/10012122156
Saved in:
4
Does time-varying illiquidity matter for the Indian stock market? : evidence from high-frequency data
Bhattacharya, Mousumi
;
Bhattacharya, Sharad Nath
;
Jha, …
- In:
Australian journal of management
47
(
2022
)
2
,
pp. 251-272
Persistent link: https://www.econbiz.de/10013268142
Saved in:
5
Dynamic responses of major Pacific Rim emerging equity markets to the US crude oil fear index (OVX)
Adrangi, Bahram
;
Chatrath, Arjun
- In:
Bulletin of applied economics
9
(
2022
)
1
,
pp. 51-84
Persistent link: https://www.econbiz.de/10013407338
Saved in:
6
The impact of elasticity on disposition effect driven momentum, substitutability, size, and January seasonality
Egginton, Jared
;
Hur, Jungshik
;
Vivek Singh
- In:
Review of quantitative finance and accounting
52
(
2019
)
3
,
pp. 759-780
Persistent link: https://www.econbiz.de/10012171725
Saved in:
7
What drives the January seasonality in the illiquidity premium? : evidence from international stock markets
Zaremba, Adam
;
Cakici, Nusret
- In:
The journal of investment strategies
10
(
2021
)
1
,
pp. 43-66
Persistent link: https://www.econbiz.de/10012805362
Saved in:
8
Can the seasonal pattern of consumption growth reproduce habits in the cross-section of stock returns? : evidence from the European equity market
Rojo-Suárez, Javier
;
Alonso-Conde, Ana Belén
; …
- In:
The European journal of finance
27
(
2021
)
8
,
pp. 721-739
Persistent link: https://www.econbiz.de/10012516122
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9
An examination of calendar anomalies : evidence from the Thai stock market
Wuthisatian, Rattaphon
- In:
Journal of economic studies
49
(
2022
)
3
,
pp. 422-434
Persistent link: https://www.econbiz.de/10013173408
Saved in:
10
Predictive ability of low-frequency
volatility
measures : evidence from the Hong Kong stock markets
Gan, Christopher
;
Nartea, Gilbert V.
;
Wu, Ji
- In:
Finance research letters
26
(
2018
),
pp. 40-46
Persistent link: https://www.econbiz.de/10012005426
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