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Is there a sell-in-summer effect in international markets?

Holtfort, Thomas - In: Corporate finance / Biz 2 (2011) 1, pp. 61-64

Persistent link: https://www.econbiz.de/10008807464

Multi-national evidence on calendar patterns in stock returns : an empirical case study on investment strategy and the Halloween effect

Swagerman, Dirk; Novakovic, Ivan - In: The international journal of business and finance … 4 (2010) 4, pp. 23-42

Persistent link: https://www.econbiz.de/10008808320

Summer strength and end-of-year outlook : minding the market

Fabian, Matt; Posner, Matt - In: Municipal finance journal : the state and local … 30 (2009/10) 2, pp. 85-91

Persistent link: https://www.econbiz.de/10008825938

Clarification of misconception on the day of the week effect : methodological analysis

Muronidis, Stavros; Tryfonidis, Dimitrios; Lazaridis, … - In: Journal of financial management and analysis : … 20 (2007) 1, pp. 16-29

Persistent link: https://www.econbiz.de/10003586868

Day-of-the-Week effect on trading and non-trading stock market returns in India : a parametric and non-parametric testing

Ahmed, Shahid - In: Artha vijñāna : journal of the Gokhale Institute of … 48 (2006) 4, pp. 279-304

Persistent link: https://www.econbiz.de/10003602803

The day-of-the-week effect in the Athens Stock Exchange (ASE)

Tsangarakis, Nickolaos V. - In: Applied financial economics 17 (2007) 16/18, pp. 1447-1454

Persistent link: https://www.econbiz.de/10003605855

The weekend effect on implied volatility in option valuation

Nikkinen, Jussi; Pynnönen, Seppo - In: Contributions to accounting and finance : essays in …, (pp. 237-250). 2007

Persistent link: https://www.econbiz.de/10003612785

A generalization of the calendar time portfolio approach and the performance of private investors

Hoechle, Daniel (contributor); Zimmermann, Heinz (contributor) - 2007

We present a regression-based generalization of the calendar time portfolio approach which allowsfor the inclusion of continuous and multivariate investor or firm characteristics in the analysis. Ourmethod is simple to apply and it ensures that the statistical results are heteroscedasticity...

Persistent link: https://www.econbiz.de/10003666367

Stock market calendar anomalies : the case of Malaysia

Lim, Shiok Ye (contributor); Ho, Chong Mun (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003618971

Testing of nonstationarities in the unit circle, long memory processes and day of the week effects in financial data

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Advances in quantitative analysis of finance and … 5 (2007), pp. 23-50

Persistent link: https://www.econbiz.de/10003575276