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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

Exploring the impact of calendar effects on the dynamic structure and forecasts of financial time series

Kyrtsou, Catherine; Leontitsis, Alexander; Siriopoulos, … - In: International journal of theoretical and applied finance 9 (2006) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10003285858

The day-of-the-week effect and conditional volatility : sensitivity of error distributional assumptions

Baker, H. Kent; Rahman, Abdul H.; Saadi, Samir - In: Review of financial economics : RFE 17 (2008) 4, pp. 280-295

Persistent link: https://www.econbiz.de/10003799666

Calendar corrected chaotic forecast of financial time series

Leontitsis, Alexandros; Siriopoulos, Costas - In: International journal of business 11 (2006) 4, pp. 367-374

Persistent link: https://www.econbiz.de/10003402219

The Scrutinized-Firm Effect, Portfolio Rebalancing, Stock Return Seasonality, and the Pervasiveness of the January Effect in Canada

Athanassakos, George - 2016

This article examines whether seasonality is present in the excess returns of low risk Canadian firms in safe industries for a sample of firms that are highly scrutinized and visible and uses such tests as the foundation to empirically testcompeting explanations of stock market seasonality,...

Persistent link: https://www.econbiz.de/10013004316