Narrow search
Showing 1 - 10 of 2,335
Cover Image
Investor Sentiment in News and the Calendar Anomaly -- New Evidence from a Large Textual Data
Okada, Katsuhiko - 2014
The well-known stock market adage "sell in May and go away" arose from long-term stock market seasonality in major financial markets around the globe. Kamastra, Kramer and Levy (2003) present evidence that Seasonal Affective Disorder causes this seasonality, as this condition has a profound...
Persistent link: https://www.econbiz.de/10013059014
Cover Image
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
Cover Image
A new perspective of the day-of-the-week effect on Bitcoin returns : evidence from an event study hourly approach
Miralles-Quirós, José Luis; Miralles-Quirós, María … - In: Oeconomia Copernicana 13 (2022) 3, pp. 745-782
Persistent link: https://www.econbiz.de/10013449330
Cover Image
Intraday periodicity, calendar and announcement effects in Euro exchange rate volatility
Evans, Kevin P.; Speight, Alan E. H. - In: Research in international business and finance 24 (2010) 1, pp. 82-101
Persistent link: https://www.econbiz.de/10003917571
Cover Image
The Thursday effect of the forward premium puzzle
Ding, Liang - In: International review of economics & finance : IREF 21 (2012) 1, pp. 302-318
Persistent link: https://www.econbiz.de/10009486120
Cover Image
Institutional shareholder investment horizons and seasoned equity offerings
Hao, Qing - In: Financial management 43 (2014) 1, pp. 87-111
Persistent link: https://www.econbiz.de/10011337814
Cover Image
Day-of-the-week effect in high moments
Galai, Dan; Kedar-Levy, Haim - In: Financial markets, institutions & instruments 14 (2005) 3, pp. 169-186
Persistent link: https://www.econbiz.de/10003123036
Cover Image
A note on information seasonality and the disappearance of the weekend effect in the UK stock market
Steeley, James M. - In: Journal of banking & finance 25 (2001) 10, pp. 1941-1956
Persistent link: https://www.econbiz.de/10001608865
Cover Image
S&P 500 Index‐Futures Price Jumps and Macroeconomic News
Miao, Hong - 2018
This study examines the influence of macroeconomic news on price discontinuities in the S&P 500 index futures. Results document a strong association between macro news and price jumps. Over three‐fourths of the price jumps between 8:30 am and 8:35 am and over three‐fifths of the jumps...
Persistent link: https://www.econbiz.de/10012940385
Cover Image
S&P 500 Index‐Futures Price Jumps and Macroeconomic News
Miao, Hong - 2018
This study examines the influence of macroeconomic news on price discontinuities in the S&P 500 index futures. Results document a strong association between macro news and price jumps. Over three‐fourths of the price jumps between 8:30 am and 8:35 am and over three‐fifths of the jumps...
Persistent link: https://www.econbiz.de/10012940393