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Do the calendar anomalies still exit? : evidence from Indian currency market

Kumar, Satish; Pathak, Rajesh - In: Managerial finance 42 (2016) 2, pp. 136-150

Persistent link: https://www.econbiz.de/10011539316

Pop, Cornelia; Balint, Cristina; Georgescu, Maria-Andrada; … - In: Theoretical and applied economics : GAER review 23 (2016) 3, pp. 5-40

Persistent link: https://www.econbiz.de/10011562056

The January effect for individual corporate bonds

Dbouk, Wassim; Jamali, Ibrahim; Kryzanowski, Lawrence - In: International review of financial analysis 30 (2013), pp. 69-77

Persistent link: https://www.econbiz.de/10010459998

Daily seasonality in crude oil returns and volatilities

Auer, Benjamin R. - In: Energy economics 43 (2014), pp. 82-88

Persistent link: https://www.econbiz.de/10010504173

Momentum is really short-term momentum

Gong, Qiang; Liu, Ming; Liu, Qianqiu - In: Journal of banking & finance 50 (2015), pp. 169-182

Persistent link: https://www.econbiz.de/10010509594

Does the weather have impacts on returns and trading acitivities in order-driven stock markets? : evidence from China

Lu, Jing; Chou, Robin K. - In: Journal of empirical finance 19 (2012) 1, pp. 79-93

Persistent link: https://www.econbiz.de/10009615815

An empirical analysis of momentum profitability, seasonality, and reversibility at Nairobi Stock Exchange

Lishenga, Lisiolo - In: Journal of finance and investment analysis 1 (2012) 3, pp. 73-98

In this thesis, we employed data from the NSE to investigate the existence of the price momentum effect, the profitability of momentum trading strategies, and the possibility of seasonal and reversal patterns in the profitability. We formed relative strength strategies for all stocks listed over...

Persistent link: https://www.econbiz.de/10009671170

Momentum, contrarian, and the January seasonality

Yao, Yaqiong - In: Journal of banking & finance 36 (2012) 10, pp. 2757-2769

Persistent link: https://www.econbiz.de/10009673256

Day-of-the-week in different stock markets : new evidence on model-dependency in testing seasonalities in stock returns

Le Tan Nghiem; Le Long Hau; Ha Minh Tri; Vuong Quoc Duy; … - 2012

Persistent link: https://www.econbiz.de/10009673881

Is the value effect seasonal? : evidence from global equity markets

Das, Praveen K.; Uma Rao, S. P. - In: The international journal of business and finance … 6 (2012) 2, pp. 21-33

Persistent link: https://www.econbiz.de/10009389655