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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
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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
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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
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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
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Post-earnings-announcement drift anomaly in India : a test of market efficiency
Harshita; Shveta Singh; Yadav, Surendra Singh - In: Theoretical economics letters 8 (2018) 14, pp. 3178-3195
Persistent link: https://www.econbiz.de/10011955118
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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
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The past, the present and the prospective future of efficient market hypothesis : a theoretical and empirical investigation of international stock markets
Pasricha, Laurel; Dhanda, Neelam - In: Theoretical and applied economics : GAER review 29 (2022) 2/631, pp. 89-106
Persistent link: https://www.econbiz.de/10014325361
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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
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Impact of market anomalies on stock exchange : a comparative study of KSE and PSX
Anjum, Sadia - In: Future Business Journal 6 (2020) 1, pp. 1-11
This paper serves the purpose of empirically investigating the impact of three market anomalies: day-of-the-week effect, weekend effect and monthly effect (January and July effects) on Pakistan stock market prior and after the establishment of PSX. The paper constructed multiple regression...
Persistent link: https://www.econbiz.de/10012169752
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Stock market reaction to the supreme court's consideration of PASPA
Krieger, Kevin; Davis, Justin L. - In: International journal of sport finance 17 (2022) 1, pp. 18-28
Persistent link: https://www.econbiz.de/10013179182