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Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia. (2004). Kim, Tae-Hwan ; Tonchev, Dimitar.
In: Applied Financial Economics.
RePEc:taf:apfiec:v:14:y:2004:i:14:p:1035-1043.

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  1. COVID-19 and its short-term informational impact on the stock markets of the Pacific Alliance countries. (2023). Cardona-Arenas, Carlos David ; Morales-Zuluaga, Eliana ; Gomez-Gomez, Rafael.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:3:y:2023:i:5:d:10.1007_s43546-023-00469-6.

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  3. Impact of the January Effect on Return Rates in the Markets of the 2004 EU Enlargement. (2018). Baej, Podgorski.
    In: Journal of Management and Business Administration. Central Europe.
    RePEc:vrs:jmbace:v:26:y:2018:i:1:p:27-48:n:3.

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  4. Intraday and interday distribution of stock returns and their asymmetric conditional volatility: Firm-level evidence. (2018). Balaban, Ercan ; Karidis, Socrates ; Ozgen, Tolga.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:503:y:2018:i:c:p:905-915.

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  5. A REVIEW ON THE EVOLUTION OF CALENDAR ANOMALIES. (2017). Satish, Kumar .
    In: Studies in Business and Economics.
    RePEc:blg:journl:v:12:y:2017:i:1:p:95-109.

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  6. The Turn-of-the-Month-Effect: Evidence from Periodic Generalized Autoregressive Conditional Heteroskedasticity (PGARCH) Model. (2014). Giovanis, Eleftherios.
    In: International Journal of Business and Economic Sciences Applied Research (IJBESAR).
    RePEc:tei:journl:v:7:y:2014:i:3:p:43-61.

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  7. Price limit bands, asymmetric volatility and stock market anomalies: Evidence from emerging markets. (2013). Farag, Hisham.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:24:y:2013:i:1:p:85-97.

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  8. Using stochastic dominance criterion to examine the day-of-the-week effect. (2012). C.-S. Hsieh, ; C.-T. Chen, .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:22:y:2012:i:14:p:1207-1213.

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  9. Day of the week effect in central European stock markets. (2012). Stavarek, Daniel ; Heryan, Tomas.
    In: MPRA Paper.
    RePEc:pra:mprapa:38431.

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  10. Intraday and intraweek trade anomalies on the Czech stock market. (2012). Deev, Oleg ; Linnertova, Dagmar.
    In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis.
    RePEc:mup:actaun:actaun_2012060040079.

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  11. Common and local asymmetry and day-of-the-week effects among EU equity markets. (2011). Knif, Johan ; Pynnonen, Seppo ; Hogholm, Kenneth .
    In: Quantitative Finance.
    RePEc:taf:quantf:v:11:y:2011:i:2:p:219-227.

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  12. Foreign News and Spillovers in Emerging European Stock Markets. (2011). Kočenda, Evžen ; Hanousek, Jan ; Koenda, Even.
    In: Review of International Economics.
    RePEc:bla:reviec:v:19:y:2011:i:1:p:170-188.

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  13. Vliv vnitrodenních makroekonomických zpráv na akciové trhy nových států EU. (2010). Kočenda, Evžen ; Hanousek, Jan ; Koenda, Even.
    In: Politická ekonomie.
    RePEc:prg:jnlpol:v:2010:y:2010:i:4:id:740:p:435-457.

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  14. The decline of calendar seasonality in the Australian stock exchange, 1958–2005. (2010). Worthington, Andrew.
    In: Annals of Finance.
    RePEc:kap:annfin:v:6:y:2010:i:3:p:421-433.

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  15. An empirical note on the holiday effect in the Australian stock market, 1996-2006. (2009). Worthington, Andrew ; Marrett, George .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:16:y:2009:i:17:p:1769-1772.

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  16. Calendar Effects and Seasonality on Returns and Volatility. (2009). Giovanis, Eleftherios.
    In: MPRA Paper.
    RePEc:pra:mprapa:64404.

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  17. The Month-of-the-year Effect: Evidence from GARCH models in Fifty Five Stock Markets. (2009). Giovanis, Eleftherios.
    In: MPRA Paper.
    RePEc:pra:mprapa:22328.

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  18. The impact of portfolio aggregation on day-of-the-week effect: Evidence from Finland. (2009). Knif, Johan ; Hogholm, Kenneth .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:20:y:2009:i:1:p:67-79.

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  19. Intraday Price Discovery in Emerging European Stock Markets. (2009). Kočenda, Evžen ; Hanousek, Jan ; Kocenda, Evzen .
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp382.

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  20. Business conditions and nonrandom walk behaviour of US stocks and bonds returns. (2008). Jirasakuldech, B. ; Lee, Unro ; Emekter, Riza .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:18:y:2008:i:8:p:659-672.

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  21. Contagion in emerging markets: the Russian crisis. (2007). Sojli, Elvira.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:3:p:197-213.

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  22. Forecasting volatility: Evidence from the Macedonian stock exchange. (2007). Kovačić, Zlatko ; Kovai, Zlatko.
    In: MPRA Paper.
    RePEc:pra:mprapa:5319.

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  23. The January Effect across Volatility Regimes. (2007). Aray, Henry ; Agnani, Betty ; Agnany, Bety.
    In: ThE Papers.
    RePEc:gra:wpaper:07/04.

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  24. Day-of-the-week effect in the Taiwan foreign exchange market. (2007). Chiang, Yi-Chein ; Ke, Mei-Chu ; Liao, Tung Liang.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:9:p:2847-2865.

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  25. NATIONAL EXUBERANCE: A NOTE ON THE MELBOURNE CUP EFFECT IN AUSTRALIAN STOCK RETURNS. (2007). Worthington, Andrew.
    In: Economic Papers.
    RePEc:bla:econpa:v:26:y:2007:i:2:p:170-179.

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References

References cited by this document

  1. 12 Lakonishok J., Smidt S. Are seasonal anomalies real? A ninety year perspective Review of Financial Studies 1988; 1: 403-25

  2. 13 Mills T. C., Coutts J. A. Calendar effects in the London stock exchange FT-SE Indices European Journal of Finance 1995; 1: 79-93

  3. 14 Philips-Patrick F. J., Schneeweis T. The weekend effect for stock market index and stock index futures Journal of Futures Markets 1988; 8: 115-21
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  4. 16 Schwert G. W. Anomalies and market efficiency Handbook of the Economics of Finance 2003; pp. 937-72(Eds) G. Constantinides, M. Harris and R. Stulz

  5. 2 Arsad Z., Coutts J. A. Security price anomalies in the London international stock exchange: a sixty year perspective Applied Financial Economics 1997; 7: 455-64

  6. 3 Choy A. Y. F., OHanlon J. Day of the week effects in the UK equity market: a cross sectional analysis Journal of Business Finance and Accounting 1989; 16: 89-104
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  7. 5 Fama E. F. The behaviour of stock market prices Journal of Business 1965; 34: 31-105
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  8. 6 Fishe R. P. H., Gosnell T. F., Lasser D. J. Good news, bad news, volume and the Monday effect Journal of Business Finance and Accounting 1993; 20: 881-92
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  9. 8 French K. R. Stock returns and the weekend effect Journal of Financial Economics 1980; 8: 55-69

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