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Weekend gold returns in bull and bear markets

Blose, Laurence E.; Gondhalekar, Vijay - In: Accounting and finance : journal of the Accounting … 53 (2013) 3, pp. 609-623

Persistent link: https://www.econbiz.de/10010128920

Is there a friday the 13th effect in emerging Asian stock markets?

Auer, Benjamin R.; Rottmann, Horst - 2013

In this article, we revisit the Friday the 13th effect discussed by Kolb and Rodriguez (1987) that has received increased interest in recent research. Using a dummy-augmented GARCH model, we investigate whether the occurrence of this superstitious calendar day has significant impact on the...

Persistent link: https://www.econbiz.de/10010189834

The effectiveness of seasonal investments in European Share Portfolios

Heidorn, Thomas; Maier, F.; Winker, M. - 2017

In this paper, calendar seasonality patterns are examined from day-of-the-week effect across weekly patterns, monthly …

Persistent link: https://www.econbiz.de/10011592704

Seasonality in the Indian stock markets : a study of calendar effects

Kumar, Harish; Dawar, Mridul - In: Mudra : journal of finance and accounting 4 (2017) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10011855389

Seasonal anomalies in advanced emerging stock markets

Seif, Mostafa; Docherty, Paul; Shamsuddin, Abul - In: The quarterly review of economics and finance : journal … 66 (2017), pp. 169-181

Persistent link: https://www.econbiz.de/10011792829

Quarterly seasonality and momentum strategy implementation

Folkinshteyn, Daniel; Moore, Jordan - In: Review of behavioral finance : RBF 15 (2023) 1, pp. 38-54

Persistent link: https://www.econbiz.de/10013536534

Seasonality in Gulf Cooperation Council stock markets

Alshammari, Turki - In: Afro-Asian Journal of Finance and Accounting : AAJFA 13 (2023) 4, pp. 452-466

Persistent link: https://www.econbiz.de/10014331566

A Generalised Seasonality Test and Applications for Stock Market Seasonality

Shanaev, Savva; Ghimire, Binam - 2020

This study develops a novel generalised seasonality test that utilises sequential dummy variable regressions for … seasonality periodicity equal to prime numbers. It allows both to test for existence of any seasonal patterns against the broad … null hypothesis of no seasonality and to isolate most prominent seasonal cycles while using harmonic mean p-values to …

Persistent link: https://www.econbiz.de/10014352091

Empirical evidence on calendar anomalies in trading and non-trading day returns in Indian stock market

Tuyekar, Suraj Prakash; Padyala, Sri Ram; Ramesh, … - In: Finance India : the quarterly journal of Indian … 37 (2023) 3, pp. 899-918

Persistent link: https://www.econbiz.de/10014583105

The predictable outcome of speculative house price peaks

Richmond, Peter; Roehner, Bertrand M. - In: Evolutionary and institutional economics review 9 (2012) 1, pp. 125-139

Persistent link: https://www.econbiz.de/10010345484