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The day-of-the-week effect in conditional correlation

Chandra, Mahendra (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002254146

Calendar anomalies : the case of international property shares

Brounen, Dirk; Ben-Hamo, Yair - In: The journal of real estate finance and economics 38 (2009) 2, pp. 115-136

Persistent link: https://www.econbiz.de/10003810659

Impact of Muslim Holy Days on Asian stock markets : an empirical evidence

Ali, Irfan; Akhter, Waheed; Ashraf, Namrah - In: Cogent economics & finance 5 (2017) 1, pp. 1-10

This study investigated the impact of Muslim Holy Days on daily stock returns of Asian financial markets for a period of 2001–2014. These markets include Pakistan, Bahrain, Saudi Arabia, and Turkey. The study has tried to isolate the effect of Gregorian calendar anomalies from Muslim Holy Days...

Persistent link: https://www.econbiz.de/10011877678

Equity market price interdependence based on bootstrap causality tests : evidence from Australia and its major trading partners

Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 17 (2007) 10/12, pp. 827-835

Persistent link: https://www.econbiz.de/10003537981

An alternative test for weak form efficiency based on technical analysis

Loh, Elaine Y. L. - In: Applied financial economics 17 (2007) 10/12, pp. 1003-1012

Persistent link: https://www.econbiz.de/10003538098

Information leadership in the advanced Asia-Pacific stock markets : return, volatility and volume information spillovers from the US and Japan

Kim, Suk-Joong - In: Journal of the Japanese and international economies : … 19 (2005) 3, pp. 338-365

Persistent link: https://www.econbiz.de/10003176646

The instability of cointegrating relationships among stock indices : the case of Pacific Basin and major stock markets

Bos, Theodore; Fetherston, Thomas Austin; Theerathon, … - In: Advances in Pacific Basin financial markets 6 (2000), pp. 137-175

Persistent link: https://www.econbiz.de/10001487764

Much ado about nothing : long-term memory in Pacific Rim equity markets

Howe, John S.; Martin, Deryl W.; Wood, Bob G. - In: International review of financial analysis 8 (1999) 2, pp. 139-151

Persistent link: https://www.econbiz.de/10001495509

Fractal structure in the Pacific Rim

Howe, John S. - In: Advances in Pacific Basin financial markets 4 (1998), pp. 143-158

Persistent link: https://www.econbiz.de/10001250670

An investigation of calendar anomalies in Pacific Rim and US equity markets

Howe, John S. - 1994

Persistent link: https://www.econbiz.de/10001340271

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