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Industry momentum in an earlier time : evidence from the cowles data

Szakmary, Andrew Charles; Zhou, Xiwen - In: The journal of financial research 38 (2015) 3, pp. 319-347

Persistent link: https://www.econbiz.de/10011413019

The perception of dependence, investment decisions, and stock prices

Ungeheuer, Michael - In: Essays on investor behavior and financial markets, (pp. 11-89). 2017

Persistent link: https://www.econbiz.de/10011719392

Essays in corporate finance and financial intermediation

Kempf, Elisabeth - 2016

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Witching days and abnormal profits in the US stock market

Caporale, Guglielmo Maria; Plastun, Alex - In: Cogent economics & finance 11 (2023) 1, pp. 1-12

This paper examines price effects related to witching days in the US stock market using both weekly and daily data for three major indices, namely the Dow Jones, S&P500 and Nasdaq, over the period 2000-2021. First it analyses whether or not anomalies in price behaviour arise from witching by...

Persistent link: https://www.econbiz.de/10014500683