Changes in the Behavior of Stocks Returns during the Turn-of-the-Quarter

Author:

Dumitriu Ramona,Stefanescu Razvan

Publisher

Elsevier BV

Reference41 articles.

1. Anomalies or illusions? Evidence from stock markets in eighteen countries;A Agrawal;Journal of international Money and Finance,1994

2. A new look at the statistical model identification;H Akaike;IEEE transactions on automatic control,1974

3. A monthly effect in stock returns;R A Ariel;Journal of Financial Economics,1987

4. Have capital market anomalies worldwide attenuated in the recent era of high liquidity and trading activity?;B R Auer;Journal of Economics and Business,2019

5. Security Returns Around Earnings Announcements;R Ball;The Accounting Review,1991

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