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The impact of index furures trading on day-of-the-week effects in Japan
Hiraki, Takato; Maberly, Edwin D.; Taube, Paul M. - In: Pacific-Basin finance journal 6 (1998) 5, pp. 493-506
Persistent link: https://www.econbiz.de/10001376519
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The day-of-the-week effect in conditional correlation
Chandra, Mahendra (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002254146
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Calendar anomalies : the case of international property shares
Brounen, Dirk; Ben-Hamo, Yair - In: The journal of real estate finance and economics 38 (2009) 2, pp. 115-136
Persistent link: https://www.econbiz.de/10003810659
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On the exploitability of the turn-of-the-month effect : an international perspective
Zwergel, Bernhard - In: Applied financial economics 20 (2010) 10/12, pp. 911-922
Persistent link: https://www.econbiz.de/10009009804
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Value premiums and the January effect : international evidence
Das, Praveen K.; Uma Rao, S. P. - In: The international journal of business and finance … 5 (2011) 4, pp. 1-15
Persistent link: https://www.econbiz.de/10009012658
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The day-of-the week effect in conditional correlation
Chandra, Mahendra - In: Review of quantitative finance and accounting 27 (2006) 3, pp. 297-310
Persistent link: https://www.econbiz.de/10003374248
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Does the day-of-the-week effect in foreign currency markets disappear? Evidence from the yen/dollar market
Yamori, Nobuyoshi; Mourdoukoutas, Panos - In: The Japanese finance : corporate finance and capital …, (pp. 443-459). 2003
Persistent link: https://www.econbiz.de/10002949593
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Calendar cycles, infrequent decisions and the cross-section of stock returns
Jagannathan, Ravi; Takehara, Hitoshi; Wang, Yong - 2007
Persistent link: https://www.econbiz.de/10003681335
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Japanese day-of-the-week return patterns: new results
Boynton, Wentworth; Oppenheimer, Henry R.; Reid, Sean F. - In: Global finance journal 20 (2009) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10003878339
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Market conditions and calendar anomalies in Japanese stock returns
Khan, Mostafa Saidur Rahim; Rabbani, Naheed - In: Asia-Pacific financial markets 26 (2019) 2, pp. 187-209
Persistent link: https://www.econbiz.de/10012308053