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Seasonal behaviour of the vola...
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10
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1
Conditional asset pricing and stock market anomalies in
Europe
Bauer, Rob
;
Cosemans, Mathijs
;
Schotman, Peter C.
- In:
European financial management : the journal of the …
16
(
2010
)
2
,
pp. 165-190
Persistent link: https://www.econbiz.de/10003960933
Saved in:
2
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:
3
The 52-week high and the January effect
Park, Seung Chan
;
Moskalev, Sviatoslav A.
- In:
Journal of business & economics research
8
(
2010
)
3
,
pp. 43-58
Persistent link: https://www.econbiz.de/10003965554
Saved in:
4
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
Saved in:
5
Risk and seasonal effects : international evidence
Chen, Qiwei
-
2012
Persistent link: https://www.econbiz.de/10009664509
Saved in:
6
A study to examine time-varying effectiveness of stock returns on Tehran stock exchange
SiamiNamini, Rahele
;
RahnamaRoudposhti, Fereydoun
; …
- In:
International journal of financial research
4
(
2013
)
2
,
pp. 154-161
Persistent link: https://www.econbiz.de/10010205102
Saved in:
7
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:
8
Risk and seasonal effects: international evidence
Chen, Qiwei
- In:
Journal of Chinese economic and business studies
11
(
2013
)
4
,
pp. 299-311
Persistent link: https://www.econbiz.de/10010251888
Saved in:
9
Assessing the impact of political unrest on currency returns : a look at Latin America
Chien, Chin-chen
;
Lee, Cheng F.
;
Wang, Andrew M. L.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
1
,
pp. 155-162
Persistent link: https://www.econbiz.de/10001648626
Saved in:
10
Portfolio returns, markets
volatility
, and seasonality
Chen, Chao
;
Zhou, Zhong-guo
- In:
Review of quantitative finance and accounting
17
(
2001
)
1
,
pp. 27-43
Persistent link: https://www.econbiz.de/10001748130
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