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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

Canadian security market anomalies

Athanassakos, George; Foerster, Stephen Robert - In: Security market imperfections in worldwide equity markets, (pp. 297-336). 2000

Persistent link: https://www.econbiz.de/10001506429

Japanese security market regularities, 1990 - 1994

Comolli, Luis R.; Ziemba, William T. - In: Security market imperfections in worldwide equity markets, (pp. 458-491). 2000

Persistent link: https://www.econbiz.de/10001506435

Tests and properties of variance rations in microstructure studies

Ronen, Tavy - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 183-204

Persistent link: https://www.econbiz.de/10001224466

Seasonality effect on the Vietnamese stock exchange

Chung Tien Luu; Cuong Hung Pham; Pham, Long - In: International journal of financial research 7 (2016) 3, pp. 28-40

Persistent link: https://www.econbiz.de/10011589442

An examination of the month-of-the-year effect at Damascus securities exchange

Mouselli, Sulaiman; Al Samman, Hazem - In: International journal of economics and financial issues … 6 (2016) 2, pp. 573-577

Persistent link: https://www.econbiz.de/10011697044

The January barometer in emerging markets : new evidence from the Gulf Cooperation Council stock exchanges

Siriopoulos, Costas; Youssef, Layal - In: Investment management and financial innovations 16 (2019) 4, pp. 61-71

Persistent link: https://www.econbiz.de/10012177631

January effect revisited : evidence from Borsa Istanbul and Bucharest stock exchange

Sahin, Serkan; Topaloglu, Emre Esat; Ege, Ilhan - In: International journal of economics and finance 10 (2018) 1, pp. 159-166

Persistent link: https://www.econbiz.de/10011796100

Can adaptive market hypothesis explain the existence of seasonal anomalies? : evidence from Dhaka Stock Exchange, Bangladesh

Akhter, Tahmina; Othman Yong - In: Contemporary economics 15 (2021) 2, pp. 198-223

This paper examines the behavior of seasonal anomalies in Dhaka Stock Exchange (DSE) of Bangladesh and whether the time varying nature of the anomalies is in line with Adaptive Market Hypothesis (AMH). With this aim the research investigated whether the changes in market conditions, for example:...

Persistent link: https://www.econbiz.de/10012544342