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Anticipatory effects in the FTSE 100 index revisions
Fernandes, Marcelo; Mergulhão, João - In: Journal of empirical finance 37 (2016), pp. 79-90
Persistent link: https://www.econbiz.de/10011662945
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Are there Monday effects in stock returns : a stochastic dominance approach
Cho, Young-hyun; Linton, Oliver; Whang, Yoon-jae - In: Journal of empirical finance 14 (2007) 5, pp. 736-755
Persistent link: https://www.econbiz.de/10003610006
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The Monday effect revisited : an alternative testing approach
Alt, Raimund; Fortin, Ines; Weinberger, Simon - In: Journal of empirical finance 18 (2011) 3, pp. 447-460
Persistent link: https://www.econbiz.de/10009302091
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On the usefulness of the contrarian strategy across national stock markets : a grid bootstrap analysis
Kim, Hyeongwoo - In: Journal of empirical finance 16 (2009) 5, pp. 734-744
Persistent link: https://www.econbiz.de/10003900389
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Are investors moonstruck? : further international evidence on lunar phases and stock returns
Keef, Stephen P.; Khaled, Mohammed S. - In: Journal of empirical finance 18 (2011) 1, pp. 56-63
Persistent link: https://www.econbiz.de/10009301179
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Overreaction of index futures in Hong Kong
Fung, Alexander Kwok-Wah; Lam, Kin - In: Journal of empirical finance 11 (2004) 3, pp. 331-351
Persistent link: https://www.econbiz.de/10002050353
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The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff - In: Journal of empirical finance 5 (1998) 4, pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
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Market uncertainty, expected volatility and the mispricing of S&P 500 index futures
Tu, Anthony H.; Hsieh, Wen-Liang G.; Wu, Wei-Shao - In: Journal of empirical finance 35 (2016), pp. 78-98
Persistent link: https://www.econbiz.de/10011662722
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Price effect and investor awareness: evidence from MSCI Standard Index reconstitutions
Chen, Hung-Ling; Shiu, Cheng-Yi; Wei, Hui-Shan - In: Journal of empirical finance 50 (2019), pp. 93-112
Persistent link: https://www.econbiz.de/10012169942
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A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro; Rodrigues, Paulo Jorge Maurício; … - In: Journal of empirical finance 70 (2023), pp. 322-341
Persistent link: https://www.econbiz.de/10014423714