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The January effect in the foreign exchange market : evidence for seasonal equity carry trades
Girardin, Eric; Namin, Fatemeh Salimi - In: Economic modelling 81 (2019), pp. 422-439
Persistent link: https://www.econbiz.de/10012202131
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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
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Addressing seasonality in veil of darkness tests for discrimination : an instrumental variables approach
Kalinowski, Jesse J.; Ross, Matthew B.; Ross, Stephen L. - 2019
Persistent link: https://www.econbiz.de/10012213923
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The role of the financial sector in the UK economy : evidence from a seasonal cointegration analysis
Fethi, Sami; Katırcıoğlu, Salih Turan - In: Economic research 28 (2015) 1, pp. 717-737
Persistent link: https://www.econbiz.de/10012220924
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Essays on fractional cointegration and seasonal long memory
Voges, Michelle - 2019
Persistent link: https://www.econbiz.de/10012144876
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The impact of elasticity on disposition effect driven momentum, substitutability, size, and January seasonality
Egginton, Jared; Hur, Jungshik; Vivek Singh - In: Review of quantitative finance and accounting 52 (2019) 3, pp. 759-780
Persistent link: https://www.econbiz.de/10012171725
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Seasonality in the cross section of stock returns : advanced markets versus emerging markets
Li, Fengyun; Zhang, Huacheng; Zheng, Dazhi - In: Journal of empirical finance 49 (2018), pp. 263-281
Persistent link: https://www.econbiz.de/10012117746
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Trend-cycle-seasonal interactions : identification and estimation
Hindrayanto, Irma; Jacobs, Jan; Osborn, Denise R.; … - 2017
Persistent link: https://www.econbiz.de/10011747030
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Testing the inflation rates in MENA countries : evidence from quantile regression approach and seasonal unit root test
Bolat, Süleyman; Tiwari, Aviral Kumar; Phouphet … - In: Research in international business and finance 42 (2017), pp. 1089-1095
Persistent link: https://www.econbiz.de/10011760730
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Modelling movie attendance with seasonality : evidence from China
Zhang, Xu; Hou, Guang Ming; Dong, Weijia - In: Applied economics letters 24 (2017) 19, pp. 1351-1357
Persistent link: https://www.econbiz.de/10011852589