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ECONIS (ZBW)
94,204
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1
Calendar anomalies : evidences from East Asian stock markets
Vodwal, Sandeep
- In:
Business analyst : a refereed journal of Shri Ram …
38
(
2017
)
1
,
pp. 136-154
Persistent link: https://www.econbiz.de/10012212976
Saved in:
2
An empirical investigation on stock market anomalies : the evidence from Colombo stock exchange in Sri Lanka
Deyshappriya, N. P. Ravindra
- In:
International journal of economics and finance
6
(
2014
)
3
,
pp. 177-187
Persistent link: https://www.econbiz.de/10010350423
Saved in:
3
Return and
volatility
spillovers across equity markets in mainland China, Hong Kong and the United States
Mohammadi, Hassan
;
Tan, Yuting
- In:
Econometrics : open access journal
3
(
2015
)
2
,
pp. 215-232
Examinations of the dynamics of daily returns and
volatility
in stock markets of the US, Hong Kong and mainland China …
Persistent link: https://www.econbiz.de/10011296721
Saved in:
4
Stock market linkages and spillover effects : an empirical analysis of select Asian markets
Sehgal, Sanjay
;
Bijoy, Kumar
;
Saini, Sakshi
- In:
Theoretical economics letters
9
(
2019
)
5
,
pp. 1447-1472
Persistent link: https://www.econbiz.de/10012104479
Saved in:
5
Pre-holiday effects : international evidence on the decline and reversal of a stock market anomaly
Chong, Ryan
;
Hudson, Robert
;
Keasey, Kevin
;
Littler, Kevin
- In:
Journal of international money and finance
24
(
2005
)
8
,
pp. 1226-1236
Persistent link: https://www.econbiz.de/10003229304
Saved in:
6
Monthly pattern and portfolio effect on higher moments of stock returns : empirical evidence from Hong Kong
Tang, Gordon Y. N.
- In:
Asia-Pacific financial markets
5
(
1998
)
3
,
pp. 275-307
Persistent link: https://www.econbiz.de/10001372072
Saved in:
7
Seasonality in international portfolio diversification
Tang, Gordon Y. N.
- In:
Advances in Pacific Basin business, economics, and finance
2
(
1996
),
pp. 43-51
Persistent link: https://www.econbiz.de/10001211256
Saved in:
8
Seasonality of the covariance and correlation matrices of stock returns : Hong Kong evidence
Tang, Gordon Y. N.
- In:
Advances in Pacific Basin financial markets
6
(
2000
),
pp. 125-135
Persistent link: https://www.econbiz.de/10001487759
Saved in:
9
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
Saved in:
10
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
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