Similar Search Results

Another January effect : evidence from stock split announcements

Beladi, Hamid; Chao, Chi-Chur; Hu, May - In: International review of financial analysis 44 (2016), pp. 123-138

Persistent link: https://www.econbiz.de/10011623968

Sentiment changes and the Monday effect

Kim, Karam; Ryu, Doojin - In: Finance research letters 47 (2022) 2, pp. 1-5

Persistent link: https://www.econbiz.de/10013553688

Identifying Shocks to Systematic Risk in Times of Crisis

Boudoukh, Jacob; Liu, Yukun; Moskowitz, Tobias J.; … - National Bureau of Economic Research - 2024

model forecast errors over time and across countries. We conclude with investment implications, where shocks to systematic …

Persistent link: https://www.econbiz.de/10014635656

Psychological barriers, expectational errors, and underreaction to news

Birru, Justin - 2014

This paper provides evidence that the 52-week high serves as a psychological barrier, inducing expectational errors and underreaction to news. Two clear predictions emerge and are confirmed in the data. First, nearness to a 52-week high induces expectational errors; evidence from earnings...

Persistent link: https://www.econbiz.de/10010353292

Holidays, weekends and range-based volatility

Díaz-Mendoza, Ana-Carmen; Alañón Pardo, Ángel - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012656917

Day-of-the-week effect : a sectoral analysis of Pakistan stock exchange

Naz, Farah; Zahra, Kanwal; Ahmad, Muhammad; Riaz, Salman - In: International journal of financial engineering 8 (2021) 2, pp. 1-29

Persistent link: https://www.econbiz.de/10012662340

Day-of-the-week effect and spread determinants : some international evidence from equity markets

Gillas, Konstantinos Gkillas; Vortelinos, Dimitrios I.; … - In: International review of economics & finance : IREF 71 (2021), pp. 268-288

Persistent link: https://www.econbiz.de/10012627781

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

Seasonality in cryptocurrencies

Kaiser, Lars - In: Finance research letters 31 (2019), pp. 232-238

Persistent link: https://www.econbiz.de/10012421560

Revisiting the monday effect : a replication study for the German stock market

Miss, Sakhr; Charifzadeh, Michel; Herberger, Tim - In: Management review quarterly 70 (2020) 2, pp. 257-273

Persistent link: https://www.econbiz.de/10012229404

1
2
3
4
5
6
7
8
9
10
Next
Last