Turn-of-the-month effect: New evidence from an emerging stock market

Author:

Kayacetin Volkan,Lekpek Senad

Publisher

Elsevier BV

Subject

Finance

Reference33 articles.

1. Seasonal anomalies in the Istanbul stock exchange;Abdioglu;Bus. Econ. Res. J.,2013

2. A monthly effect in stock returns;Ariel;J. Financ. Econ.,1987

3. Day-of-the-week effect: new evidence from an emerging stock market;Balaban;Appl. Econ. Lett.,1995

4. Bildik, R. (2004). Are calendar anomalies still alive? Evidence from Istanbul stock exchange. Istanbul Stock Exchange Working Paper.

5. Liquidity and the turn-of-the-month effect: evidence from Finland;Booth;J. Int. Financ. Markets Inst Money,2001

Cited by 18 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Gelişmekte Olan Piyasaların Zayıf Formda Etkinliği: Koşullu Değişen Varyans Modellerle Haftanın Günü Etkisi Üzerine Ampirik Analiz;Cumhuriyet Üniversitesi İktisadi ve İdari Bilimler Dergisi;2024-01-31

2. Calendar anomalies in stock market returns: Evidence from Middle East countries;International Review of Economics & Finance;2023-11

3. Stock market anomalies: An extreme bounds analysis;International Review of Financial Analysis;2023-11

4. Agricultural commodity markets and the Turn of the month effect;Agricultural Economics (Zemědělská ekonomika);2023-03-30

5. Global mutual fund market: the turn of the month effect and investment strategy;Journal of Asset Management;2022-08-25

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3