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Low-risk effect : evidence, explanations and approaches to enhancing the performance of low-risk investment strategies

Joshipura, Mayank; Joshipura, Nehal - In: Investment management and financial innovations 17 (2020) 2, pp. 128-145

Persistent link: https://www.econbiz.de/10012303103

Seasonality in the Thai stock market : the lottery effect

Surachai Chancharat; Wilaiporn Paisarn; Sattra Maporn - In: International journal of economic policy in emerging … 12 (2019) 6, pp. 542-555

Persistent link: https://www.econbiz.de/10012254767

Red sky at night or in the morning, to the equity market neither a delight nor a warning : the weather effect re-examined using intraday stock data

Pizzutilo, Fabio; Roncone, Valeria - In: The European journal of finance 23 (2017) 13/15, pp. 1280-1310

Persistent link: https://www.econbiz.de/10012014381

Moon phases and rates of return of WIG index on the Warsaw stock exchange

Borowski, Krzysztof - In: International journal of economics and finance 7 (2015) 8, pp. 256-264

Persistent link: https://www.econbiz.de/10011346830

The influence of weather conditions on rates of return of polish equity indices

Borowski, Krzysztof - In: International journal of economics and finance 8 (2016) 4, pp. 183-191

Persistent link: https://www.econbiz.de/10011456825

Liquidity, time-varying betas and anomalies : is the high trading activity enhancing the validity of the CAPM in the UK equity market?

Rojo-Suárez, Javier; Alonso-Conde, Ana Belén; … - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 45-60

Persistent link: https://www.econbiz.de/10012814339

Momentum crashes

Daniel, Kent; Moskowitz, Tobias J. - In: Journal of financial economics 122 (2016) 2, pp. 221-247

Persistent link: https://www.econbiz.de/10011590901

Stock market anomalies : the day of the week effects, evidence from Borsa Istanbul

Cengiz, Hülya; Bilen, Ömer; Büyüklü, Ali Hakan; … - In: Journal of Global Entrepreneurship Research : JGER 7 (2017) 4, pp. 1-11

This study was conducted to investigate the market anomalies in the Borsa Istanbul Index (BIST). The scope of this study is to examine the Monday effects in BIST that are stock index of Turkey with an data set that contains daily stock prices between 02.01.2010 and 22.10.2014. The stock returns...

Persistent link: https://www.econbiz.de/10011675884

Are behavioral biases stable across markets and prevalent across individuals? : evidence from individual betting choices

Andrikogiannopoulou, Angie; Papakonstantinou, Filippos - 2014

We use novel data on individual activity in a sports betting market to study the effect of past performance sequences on individual behavior in a real market. The revelation of fundamental values in this market enables us to disentangle whether behavior is caused by sentiment or by superior...

Persistent link: https://www.econbiz.de/10010338735

Market efficiency in person-to-person betting

Smith, Michael A.; Paton, David; Vaughan Williams, Leighton - In: Economica 73 (2006), pp. 673-689

Persistent link: https://www.econbiz.de/10003383090

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