Showing 1 - 5 of 5
Persistent link: https://www.econbiz.de/10012204564
Translation, adaptation, and validation of instruments for cross-cultural investigation requires a rigorous methodological procedure that should be carefully planned to deliver instruments with adequate reliability and validity. This process was applied to a questionnaire measuring...
Persistent link: https://www.econbiz.de/10014505330
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
Persistent link: https://www.econbiz.de/10011948971
This paper investigates the predictability of stock market returns conditional on herd behaviour states (intense/adverse) using a fixed effects model to capture cross-sectional and time variability covering the European region. We show that herd behaviour negatively forecasts stock returns on...
Persistent link: https://www.econbiz.de/10014238536