Similar Search Results - EconBiz

Winners and losers from price-level volatility : money taxation and information frictions

Cozzi, Guido; Goenka, Aditya; Kang, Minwook; Shell, Karl - In: Sunspots and non-linear dynamics : essays in honor of …, (pp. 287-402). 2017

Persistent link: https://www.econbiz.de/10011850418

Efficiency and anomalies in the Turkish stock market

Muradoğlu, Gülnur - In: Security market imperfections in worldwide equity markets, (pp. 364-389). 2000

Persistent link: https://www.econbiz.de/10001506431

Seasonal Effects in the Turkish Stock Market

Erdogan, Alper - 2014

We test for seasonality in returns of various industry indices in the Istanbul Stock Exchange. The residual returns for all the industry indices in the Turkish stock market are computed and analyzed using the CAPM model. The empirical evidence based on monthly return data from MATRİKS points...

Persistent link: https://www.econbiz.de/10013066112

Macroeconomic news and intraday seasonal volatility in the cryptocurrency markets

Ben Omrane, Walid; Houidi, Fatma; Savaser, Tanseli - In: Applied economics 56 (2024) 38, pp. 4594-4610

Persistent link: https://www.econbiz.de/10014560361

Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements

Martens, Martin; Dijk, Dick van; Pooter, Michiel de - In: International journal of forecasting 25 (2009) 2, pp. 282-303

Persistent link: https://www.econbiz.de/10003870055

Beyond the random walk : a guide to stock market anomalies and low risk investing

Singal, Vijay - 2006 - 1. issued as an Oxford pbk.

Persistent link: https://www.econbiz.de/10003982793

The 52-week high and the January effect

Park, Seung Chan; Moskalev, Sviatoslav A. - In: Journal of business & economics research 8 (2010) 3, pp. 43-58

Persistent link: https://www.econbiz.de/10003965554

A tale of two anomalies : higher returns of low-risk stocks and return seasonality

Fiore, Christopher; Saha, Atanu - In: The financial review : the official publication of the … 50 (2015) 2, pp. 257-273

Persistent link: https://www.econbiz.de/10011282741

Risk and seasonal effects : international evidence

Chen, Qiwei - 2012

Persistent link: https://www.econbiz.de/10009664509

A study to examine time-varying effectiveness of stock returns on Tehran stock exchange

SiamiNamini, Rahele; RahnamaRoudposhti, Fereydoun; … - In: International journal of financial research 4 (2013) 2, pp. 154-161

Persistent link: https://www.econbiz.de/10010205102

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