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Availability heuristic and reversals following large stock price changes : evidence from the FTSE 100

Matos, Diogo; Pacheco, Luís; Lobão, Júlio - In: Quantitative finance and economics 6 (2022) 1, pp. 54-82

Persistent link: https://www.econbiz.de/10013494121

Are African stock markets inefficient? : new evidence on seasonal anomalies

Lobão, Júlio - In: Scientific Annals of Economics and Business 65 (2018) 3, pp. 283-301

Persistent link: https://www.econbiz.de/10012127794

Efficiency and price clustering in Islamic stocks : evidence from three Asian countries

Lobão, Júlio - In: Journal of Islamic accounting and business research 15 (2023) 1, pp. 136-152

Persistent link: https://www.econbiz.de/10014452702

Short-term overreaction in American Depository Receipts

Lobão, Júlio; Jerke, Maria Eva - In: Scientific Annals of Economics and Business 67 (2020) 4, pp. 423-435

Persistent link: https://www.econbiz.de/10012668029

The Adaptive dynamics of the Halloween effect : evidence from a 120-Year sample from a small European market

Lobão, Júlio; Costa, Ana C. - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-11

The Halloween effect predicts that stock markets in the winter months (November through April) generate significantly higher returns than in the summer months (May through October). This paper examines the time-varying behavior of the Halloween effect within a new historical dataset that covers...

Persistent link: https://www.econbiz.de/10013545896