Further evidence on calendar anomalies-Reference-Cited by-同舟云学术

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Further evidence on calendar anomalies

Published:2021-02 Issue: Volume: Page:
ISSN:1354-7798
Container-title:European Financial Management
language:en
Short-container-title:Eur Financial Management

Author:

Hsu Yuan‐Teng¹,Koedijk Kees G.²³,Liu Hung‐Chun⁴,Wang Jying‐Nan⁵

Affiliation:

1. Research Center of Finance Shanghai Business School Shanghai China

2. School of Economics Utrecht University Utrecht The Netherlands

3. CEPR London United Kingdom

4. Department of Finance Chung Yuan Christian University Taoyuan Taiwan

5. College of International Finance and Trade Zhejiang Yuexiu University Shaoxing China

Publisher

Wiley

Subject

General Economics, Econometrics and Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/eufm.12301

Reference45 articles.

1. Arbitrage and Valuation in the Market for Standard and Poor's Depositary Receipts

2. Seasonal and Day-of-the-Week Effects in Four Emerging Stock Markets

3. Anomalies or illusions? Evidence from stock markets in eighteen countries

4. Bitcoin and the day-of-the-week effect

5. Day-of-the-Week Patterns in Volume and Prices of Nasdaq High-Yield Bonds

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1. Understanding the Seasonality in Crude Oil Returns for WTI and Brent;2023-04-28

2. Forecasting US dollar exchange rate movement with computational models and human behavior;Expert Systems with Applications;2022-05

3. Day-of-the-week effect: A sectoral analysis of Pakistan stock exchange;International Journal of Financial Engineering;2021-05-27

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