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Momentum profits, nonnormality risks and the business cycle
Fuertes, Ana María; Miffre, Joëlle; Tan, Wooi-hou - In: Applied financial economics 19 (2009) 10/12, pp. 935-953
Persistent link: https://www.econbiz.de/10003856859
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Market Timing : kaufst Du heut' nicht, kaufst Du morgen
Ehm, Christian; Seubert, Ulrich; Weber, Martin - 2009
Persistent link: https://www.econbiz.de/10008658710
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Are investors moonstruck? : further international evidence on lunar phases and stock returns
Keef, Stephen P.; Khaled, Mohammed S. - In: Journal of empirical finance 18 (2011) 1, pp. 56-63
Persistent link: https://www.econbiz.de/10009301179
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The predictive power of the yield spread in timing the stock market
Bhaduri, Saumitra N.; Saraogi, Ravi - In: Emerging markets review 11 (2010) 3, pp. 261-272
Persistent link: https://www.econbiz.de/10009301649
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Daylight and investor sentiment : a second look at two stock market behavioral anomalies
Gerlach, Jeffrey R. - In: The journal of financial research 33 (2010) 4, pp. 429-462
Persistent link: https://www.econbiz.de/10008986713
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The daylight saving time anomaly in stock returns : fact or fiction?
Gregory-Allen, Russell B.; Jacobsen, Ben; Marquering, … - In: The journal of financial research 33 (2010) 4, pp. 403-427
Persistent link: https://www.econbiz.de/10008986714
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Essays on the efficiency of financial markets
Schlusche, Bernd - 2010
Persistent link: https://www.econbiz.de/10008990314
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Are traditional timing models well specified?
Ferruz Agudo, Luis; Muñoz, Fernando; Vargas, María - In: Applied economics 43 (2011) 22/24, pp. 3433-3440
Persistent link: https://www.econbiz.de/10009357356
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The impact of market frictions and price delay on the stock returns in the French market
Ellouz, Siwar - In: International journal of managerial and financial accounting 3 (2011/12) 4, pp. 367-378
Persistent link: https://www.econbiz.de/10009376293
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Intraday patterns in FX returns and order flow
Breedon, Francis J.; Ranaldo, Angelo - 2011
Persistent link: https://www.econbiz.de/10009229458