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Do professional investors behave differently than amateurs after the weekend?

Venezia, Itzhak; Shapira, Zur Baruch - 2004

This paper compares the trading patterns of amateurs to that of professional investors during the days following the weekend. The comparison is based on all the daily transactions of a sample of both amateurs and professionally managed investors in a major brokerage house in Israel between...

Persistent link: https://www.econbiz.de/10009303506

Do professional investors behave differently than amateurs after the weekend?

Venezia, Itzhak; Shapira, Zur Baruch - 2004

Persistent link: https://www.econbiz.de/10002179369

A timing momentum strategy

Lin, Chaonan; Yang, Nien-Tzu; Chou, Robin K.; Ko, Kuan-Cheng - In: Accounting and finance 62 (2022), pp. 1339-1379

Persistent link: https://www.econbiz.de/10013187792

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

By the Light of Day : The Effect of the Switch to Winter Time on Stock Markets

Mugerman, Yevgeny - 2019

We studied the effect of the end of Daylight Saving Time (DST) on stock markets around the globe. Using a detailed … returns accompanying the switch to winter time. We found (a) no association between market returns and stock market geographic …

Persistent link: https://www.econbiz.de/10012898101

Value, Momentum and Market Timing

Filippou, Ilias - 2016

We study firm-level characteristics that a manager would employ as signalling tools in order to time the market (i … time-variation of the strategies providing a unique explanation for momentum crashes …

Persistent link: https://www.econbiz.de/10013005248