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Stochastic seasonality and daily financial time series
Andrade, Isabel C. (contributor) - 1996
Persistent link: https://www.econbiz.de/10000563148
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Autocorrelation, seasonality and model choice in return estimation
Praetz, Peter - 1980
Persistent link: https://www.econbiz.de/10000012348
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Use of the proceeds and long-term performance of French SEO firms
Jeanneret, Pierre - In: European financial management : the journal of the … 11 (2005) 1, pp. 99-122
Persistent link: https://www.econbiz.de/10003061506
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Daily seasonality in the 19th century stocks : some evidence from the Dublin stock exchange
Hope, Edward; Lucy, Brian M. - In: Applied economics letters 14 (2007) 4/6, pp. 277-282
Persistent link: https://www.econbiz.de/10003469267
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The overreaction hypothesis in the UK market : empirical analysis
Mazouz, Khelifa; Li, Xiafei - In: Applied financial economics 17 (2007) 13/15, pp. 1101-1111
Persistent link: https://www.econbiz.de/10003590536
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New evidence of quarterly return patterns in the Spanish stock market
Ortiz, Cristina; Ortiz de Zárate, José María; … - In: Applied economics letters 22 (2015) 13/15, pp. 1025-1029
Persistent link: https://www.econbiz.de/10011312221
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Anomalies, risk adjustment and seasonality : Australian evidence
Zhong, Angel; Limkriangkrai, Manapon; Gray, Philip K. - In: International review of financial analysis 35 (2014), pp. 207-218
Persistent link: https://www.econbiz.de/10010530242
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Market efficiency and anomalies : evidences from S&P CNX NIFTY
Siddiqui, Taufeeque Ahmad; Narula, Isha - In: Vision : the journal of business perspective 17 (2013) 3, pp. 233-245
Persistent link: https://www.econbiz.de/10010357657
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An empirical investigation on stock market anomalies : the evidence from Colombo stock exchange in Sri Lanka
Deyshappriya, N. P. Ravindra - In: International journal of economics and finance 6 (2014) 3, pp. 177-187
Persistent link: https://www.econbiz.de/10010350423
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An empirical analysis of momentum profitability, seasonality, and reversibility at Nairobi Stock Exchange
Lishenga, Lisiolo - In: Journal of finance and investment analysis 1 (2012) 3, pp. 73-98
In this thesis, we employed data from the NSE to investigate the existence of the price momentum effect, the profitability of momentum trading strategies, and the possibility of seasonal and reversal patterns in the profitability. We formed relative strength strategies for all stocks listed over...
Persistent link: https://www.econbiz.de/10009671170