Narrow search
Showing 1 - 10 of 892
Cover Image
Day of the week effect in emerging Asian stock markets : evidence from the GARCH model
Choudhry, Taufiq - In: Applied financial economics 10 (2000) 3, pp. 235-242
Persistent link: https://www.econbiz.de/10001526275
Cover Image
Stability of the day of the week effect in return and in volatility at the Indian capital market : a GARCH approach with proper mean specification
Bhattacharya, Kaushik; Sarkar, Nityananda; … - In: Applied financial economics 13 (2003) 8, pp. 553-563
Persistent link: https://www.econbiz.de/10001770808
Cover Image
The Lunar Moon Festival and the dark side of the moon
Kuo, Jing-ming; Coakley, Jerry; Wood, Andrew - In: Applied financial economics 20 (2010) 19/21, pp. 1565-1575
Persistent link: https://www.econbiz.de/10009011583
Cover Image
Changes in settlement regime and the modulation of day-of-the-week effects in stock returns
Keef, Stephen P.; McGuinness, Paul B. - In: Applied financial economics 11 (2001) 4, pp. 361-372
Persistent link: https://www.econbiz.de/10001594852
Cover Image
Quarterly return patterns in the Spanish stock market
Ortiz, Cristina; Ramírez, Gloria; Vicente, Luis - In: Applied financial economics 20 (2010) 22/24, pp. 1829-1838
Persistent link: https://www.econbiz.de/10009012364
Cover Image
An empirical analysis of calendar anomalies in the Malaysian stock market
Lim, Shiok Ye; Ho, Chong Mun; Dollery, Brian - In: Applied financial economics 20 (2010) 1/3, pp. 255-264
Persistent link: https://www.econbiz.de/10003936014
Cover Image
Using stochastic dominance criterion to examine the day-of-the-week effect
Hsieh, C.-S.; Chen, C.-T. - In: Applied financial economics 22 (2012) 13/15, pp. 1207-1213
Persistent link: https://www.econbiz.de/10009625380
Cover Image
Comparison of the 'turn-of-the-month' and lunar new year return effects in three Chinese markets : Hong Kong, Shanghai and Shenzhen
McGuinness, Paul B.; Harris, Richard D. F. - In: Applied financial economics 21 (2011) 13/15, pp. 917-929
Persistent link: https://www.econbiz.de/10009317460
Cover Image
Another look at the holiday effect
Gama, Paulo M.; Vieira, Elisabete F. S. - In: Applied financial economics 23 (2013) 19/21, pp. 1623-1633
Persistent link: https://www.econbiz.de/10010259754
Cover Image
Modelling the day-of-the-week effect in the Kuwait Stock Exchange : a nonlinear GARCH representation
Loughani, Nabeel E. al; Chappell, David - In: Applied financial economics 11 (2001) 4, pp. 353-359
Persistent link: https://www.econbiz.de/10001594851