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Gone Fishin’ Effects in Returns
Dumitriu, Ramona - 2014
two periods of time: a relative quiet one and a turbulent one. For the first period we found that calendar anomaly was …
Persistent link: https://www.econbiz.de/10013056140
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"Will I see you in September?" An economic explanation for the standard school calender
Fischel, William Alan - In: Journal of urban economics 59 (2006) 2, pp. 236-251
Persistent link: https://www.econbiz.de/10003309624
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Gone fishin' : seasonality in trading activity and asset prices
Hong, Harrison G.; Yu, Jialin - In: Journal of financial markets 12 (2009) 4, pp. 672-702
Persistent link: https://www.econbiz.de/10003902718
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Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669356
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Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10003987343
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Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin; McAleer, Michael - In: The Japanese economic review : the journal of the … 63 (2012) 3, pp. 397-419
Persistent link: https://www.econbiz.de/10009666576
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Gone Fishin' : Seasonality in Trading Activity and Asset Prices
Hong, Harrison G. - 2011
activity. This relationship is not due to time-varying volatility. Moreover, both large and small investors trade less and the …
Persistent link: https://www.econbiz.de/10013119161
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Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
Chang, Chia-Lin - 2010
theoretical hyperbolic decay rates associated with fractionally integrated (or long memory) time series models, but it can …
Persistent link: https://www.econbiz.de/10013147805
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High stock returns before holidays : international evidence and additional tests
Cervera, Alonso; Keim, Donald B. - In: Security market imperfections in worldwide equity markets, (pp. 512-531). 2000
Persistent link: https://www.econbiz.de/10001506437
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Are investors moonstruck? : Lunar phases and stock returns
Yuan, Kathy; Lu, Zheng; Zhu, Qiaoqiao - In: Journal of empirical finance 13 (2006) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10003278619