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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

An empirical analysis of momentum profitability, seasonality, and reversibility at Nairobi Stock Exchange

Lishenga, Lisiolo - In: Journal of finance and investment analysis 1 (2012) 3, pp. 73-98

In this thesis, we employed data from the NSE to investigate the existence of the price momentum effect, the profitability of momentum trading strategies, and the possibility of seasonal and reversal patterns in the profitability. We formed relative strength strategies for all stocks listed over...

Persistent link: https://www.econbiz.de/10009671170

Day-of-the-week in different stock markets : new evidence on model-dependency in testing seasonalities in stock returns

Le Tan Nghiem; Le Long Hau; Ha Minh Tri; Vuong Quoc Duy; … - 2012

Persistent link: https://www.econbiz.de/10009673881

Is the value effect seasonal? : evidence from global equity markets

Das, Praveen K.; Uma Rao, S. P. - In: The international journal of business and finance … 6 (2012) 2, pp. 21-33

Persistent link: https://www.econbiz.de/10009389655

Saisonale Anomalien am österreichischen Kapitalmarkt

Bank, Matthias; Brockhoff, Jürgen; Baltaci, Alp - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 52 (2004) 12, pp. 927-936

Persistent link: https://www.econbiz.de/10002497662

Testing for seasonal behavior of monthly stock returns : evidence from international markets

Silvapulle, Paramsothy - In: Quarterly journal of business and economics : QJBE 43 (2004) 1/2, pp. 93-109

Persistent link: https://www.econbiz.de/10002464359

Robust test of the January effect in stock markets using Markov-switching model

Chu, Chia-shang James; Liu, Tung; Rathinasamy, R. S. - In: Journal of financial management and analysis : … 17 (2004) 1, pp. 22-33

Persistent link: https://www.econbiz.de/10002507016

SeptemBear : a seasonality puzzle in the German stock index DAX

Reutter, Michael; Weizsäcker, Jakob von; Westermann, Frank - In: Applied financial economics 12 (2002) 11, pp. 765-769

Persistent link: https://www.econbiz.de/10001711915

Wochentagseffekte am deutschen Aktienmarkt unter Berücksichtigung von ARCH-Effekten

Brechtmann, Markus - 1997

Persistent link: https://www.econbiz.de/10000981524

Is the Value Effect Seasonal? Evidence from Global Equity Markets

Das, Praveen - 2012

This paper extends the research on value premium by examining patterns of seasonality exhibited in the book …

Persistent link: https://www.econbiz.de/10013113712