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Calendar anomalies : evidences from East Asian stock markets

Vodwal, Sandeep - In: Business analyst : a refereed journal of Shri Ram … 38 (2017) 1, pp. 136-154

Persistent link: https://www.econbiz.de/10012212976

Kapitalmarkteffizienz und Verteilung von Aktienrenditen : eine empirische Untersuchung

Gerth, H.; Niermann, Stefan - 2001

Persistent link: https://www.econbiz.de/10013416457

How do the lengths of the lead lag time between stocks evolve? : tick-by-tick level measurements across two decades

Anderson, Bing - In: Journal of banking and financial economics 18 (2022) 2, pp. 49-59

There has been an extraordinary decrease in order execution time on stock exchanges in the past two decades. A related … question is whether there has been a similar reduction in orders of magnitude for the lengths of the lead lag time between … stocks. If the answer is affirmative, and the lengths of the lead lag time have long fallen below the human reaction time …

Persistent link: https://www.econbiz.de/10014285876

Managing portfolio risk during crisis times : a dynamic conditional correlation perspective

Zhang, Hanyu; Dufour, Alfonso - In: The quarterly review of economics and finance 94 (2024), pp. 241-251

Persistent link: https://www.econbiz.de/10014494675

Stock market anomalies : the day of the week effects, evidence from Borsa Istanbul

Cengiz, Hülya; Bilen, Ömer; Büyüklü, Ali Hakan; … - In: Journal of Global Entrepreneurship Research : JGER 7 (2017) 4, pp. 1-11

This study was conducted to investigate the market anomalies in the Borsa Istanbul Index (BIST). The scope of this study is to examine the Monday effects in BIST that are stock index of Turkey with an data set that contains daily stock prices between 02.01.2010 and 22.10.2014. The stock returns...

Persistent link: https://www.econbiz.de/10011675884

Red sky at night or in the morning, to the equity market neither a delight nor a warning : the weather effect re-examined using intraday stock data

Pizzutilo, Fabio; Roncone, Valeria - In: The European journal of finance 23 (2017) 13/15, pp. 1280-1310

Persistent link: https://www.econbiz.de/10012014381

The financial strength anomaly in the UK : information uncertainty or liquidity?

Kumsta, René; Vivian, Andrew - In: The European journal of finance 26 (2020) 10, pp. 925-957

Persistent link: https://www.econbiz.de/10012207343

On the impact of sentiment on stock returns : the case of Dhaka Stock Exchange

Chowdhury, Shah Saeed Hassan; Rashida Sharmin; Rahman, … - In: Afro-Asian Journal of Finance and Accounting : AAJFA 11 (2021) 3, pp. 392-422

Persistent link: https://www.econbiz.de/10012594370

COVID-19 led to price slumps in the German stock market : is sentiment applicable as an explanatory factor?

Hövel, Emile David; Gehrke, Matthias - In: Argumenta oeconomica 48 (2022) 1, pp. 1-35

Persistent link: https://www.econbiz.de/10013366042

Does online investor sentiment impact stock returns? : evidence from the Chinese stock market

Lv, Yanzhao; Piao, Jingzhe; Li, Boning; Yang, Meijuan - In: Applied economics letters 29 (2022) 15, pp. 1434-1438

Persistent link: https://www.econbiz.de/10013412199