Behavior of calendar anomalies and the adaptive market hypothesis: evidence from the Baltic stock markets
Author:
Affiliation:
1. Department of Applied Economics, Finance and Accounting, Vytauto Didziojo Universitetas, Kaunas, Lithuania
2. Macroeconomics and Forecasting Devision, Bank of Lithuania, Vilnius, Lithuania
Publisher
Informa UK Limited
Subject
Arts and Humanities (miscellaneous),Cultural Studies
Link
https://www.tandfonline.com/doi/pdf/10.1080/01629778.2021.1990094
Reference47 articles.
1. Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices
2. Seasonality in stock returns: evidence from an emerging market
3. The Monday effect revisited: An alternative testing approach
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