AbstractThe following sections are included:The role of Las VegasSuper Bowl Playoff RatingsWhich team will win a given football game?Notes on the Elo Power Rations for NFL teamsThe NFL football betting marketAn educated guess that paid offOn to the Super Bowl 2011Update to February 7, 2011

AbstractThe following sections are included:The sell on Rosh Hashanah and buy on Yom Kippur anomalyRamadanInflation versus DeflationGoldHousing trendsWhat's going on in China?Income inequality and government regulationJapan: Still a lot of troubleConclusion

The purpose of this study is to determine the calendar effects on both short and long run performance of IPOs (Initial Public Offerings) in Turkey for the period between 1990 and 2005. The study indicates that many calendar anomalies are robust to IPO returns in Turkey: the day of the week...

This study investigates systematic monthly return regularities in the listed equity returns of twelve European property companies.? Significant monthly effects exist in all sampled countries with Germany as the single exception. Furthermore, the findings provide evidence of abnormally high...

This paper uses a data set from FYROM Stock Exchange to investigate the presence of calendar effects in this recently organised equity market during the period 2002–2008. Five well known calendar effects are examined by both mean (OLS) and variance (GARCH) regressions; the day of the week...

It can be implied from the efficient market hypothesis that the more transparent a market is, then the more likely that the market will be efficient. This paper is a study of whether the different transparency standards applied to the different indices quoted on the German stock market have any...

While the calendar anomalies and financial market relationship is one of the oldest relationships in financial economics, we treat this relationship differently by addressing two unknown issues: (a) do calendar anomalies have a heterogeneous effect on firm returns and firm volatility depending...

I examine intraday stock returns in the Istanbul Stock Exchange (ISE) around nontrading periods - weekends and holidays - by utilizing the exchange's structure of two trading sessions. I find that returns are generally more positive in the last session on Fridays and more negative in the first...

This paper investigates the most important calendar anomalies in a market that have received very little attention by researchers. The anomalies investigated are the day of the week, turn of the month, turn of the year, and holidays. The methodology we propose allows to simultaneously...

Purpose – The purpose of this paper is to suggest a superior method for assessing mean stationarity of asset pricing effects. Design/methodology/approach – The authors suggest the use of an F-test to examine mean stationarity of asset pricing effects across subperiods. The superiority of...