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Bitcoin time-of-day, day-of-week and month-of-year effects in returns and trading volume

Baur, Dirk G.; Cahill, Daniel; Godfrey, Keith; Liu, Zhangxin - In: Finance research letters 31 (2019), pp. 78-92

Persistent link: https://www.econbiz.de/10012421061

Testing calendar effects of international equity and real estate markets

Hui, Eddie C. M.; Chan, Ka Kwan Kevin - In: The journal of real estate finance and economics 56 (2018) 1, pp. 140-158

Persistent link: https://www.econbiz.de/10011966500

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

Hot property in New Zealand : empirical evidence of housing bubbles in the metropolitan centres

Greenaway-McGrevy, Ryan; Phillips, Peter C. B. - 2015

Persistent link: https://www.econbiz.de/10011312322

Do house prices overreact to relevant information? : new evidencefrom the UK housing market

Zhang, Hanxiong; Manahov, Viktor; Hudson, Robert; … - In: Investment management and financial innovations 12 (2015) 3, pp. 33-46

Persistent link: https://www.econbiz.de/10011527298

Nonlinearities and tests of asset price bubbles

Arora, Vipin; Shi, Shuping - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1421-1433

Persistent link: https://www.econbiz.de/10011481717

Hot property in New Zealand : empirical evidence of housing bubbles in the metropolitan centres

Greenaway-McGrevy, Ryan; Phillips, Peter C. B. - In: New Zealand economic papers 50 (2016) 1, pp. 88-113

Persistent link: https://www.econbiz.de/10011508698

A raging bull or a long-term speculative bubble? : the puzzling case of the Karachi stock exchange

Ahmed, Ehsan; Rosser, John Barkley; Uppal, Jamshed Y. - In: The Pakistan development review : PDR 55 (2016) 2, pp. 79-93

Persistent link: https://www.econbiz.de/10011561580

The regional pattern of the US house price bubble : an application of SPC to city level data

Freese, Julia - In: Review of economics 66 (2015) 2, pp. 185-224

Persistent link: https://www.econbiz.de/10011386360

The trend and cycle components of China's housing prices : a new decomposition method

Tan, Zhengxun; Liu, Juan; Chen, Peng - In: Applied economics 53 (2021) 28, pp. 3288-3305

Persistent link: https://www.econbiz.de/10012517088