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The dynamics of the Monday effect in international stock indices. (2009). Khaled, Mohammed ; Keef, Stephen ; Zhu, Hui.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:18:y:2009:i:3:p:125-133.

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  1. Effects of investor sentiment on stock volatility: new evidences from multi-source data in China’s green stock markets. (2022). Zhao, Wandi ; Sun, Bianxia ; Gao, Yang.
    In: Financial Innovation.
    RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00381-2.

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  2. The effect of Chinese lunar calendar on individual investors trading. (2022). , Robin ; Lin, Chih-Yung ; Chiu, Junmao ; Huang, Yin-Siang.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x21002018.

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  3. The Groundhog Day stock market anomaly. (2022). Fedorova, Svetlana ; Shuraeva, Arina ; Shanaev, Savva.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005766.

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  4. Say anything you want about me if you spell my name right: the effect of Internet searches on financial market. (2021). Kliber, Agata ; Rutkowska, Aleksandra.
    In: Central European Journal of Operations Research.
    RePEc:spr:cejnor:v:29:y:2021:i:2:d:10.1007_s10100-019-00665-6.

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  5. Impact of market anomalies on stock exchange: a comparative study of KSE and PSX. (2020). Anjum, Sadia.
    In: Future Business Journal.
    RePEc:spr:futbus:v:6:y:2020:i:1:d:10.1186_s43093-019-0006-4.

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  6. 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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  7. Seasonal Affective Disorder and IPO underpricing: implications for young firms. (2014). Fernhaber, Stephanie A. ; Dolvin, Steven D..
    In: Venture Capital.
    RePEc:taf:veecee:v:16:y:2014:i:1:p:51-68.

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  8. On the dynamics of international stock market efficiency. (2014). Khaled, Mohammed ; Keef, Stephen.
    In: Cogent Economics & Finance.
    RePEc:taf:oaefxx:doi:10.1080/23322039.2014.923778.

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  9. Is there a Friday the 13th Effect in Emerging Asian Stock Markets?. (2013). Rottmann, Horst ; Auer, Benjamin R..
    In: CESifo Working Paper Series.
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  10. On the dynamics of international stock market efficiency. (2011). Keef, Stephen ; Khaled, Mohammed .
    In: Working Paper Series.
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  11. The friday the thirteenth effect in stock prices: international evidence using panel data. (2011). Khaled, Mohammed S ; Keef, Stephen P.
    In: Working Paper Series.
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  12. On the dynamics of international stock market efficiency. (2011). Keef, Stephen ; Khaled, Mohammed.
    In: Working Paper Series.
    RePEc:vuw:vuwecf:18605.

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  13. A review of the seasonal affective disorder hypothesis. (2011). Khaled, Mohammed ; Keef, Stephen.
    In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
    RePEc:eee:soceco:v:40:y:2011:i:6:p:959-967.

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  14. Are investors moonstruck? Further international evidence on lunar phases and stock returns. (2011). Khaled, Mohammed ; Keef, Stephen.
    In: Journal of Empirical Finance.
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    RePEc:eee:mulfin:v:11:y:2001:i:2:p:139-163.

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  43. A Moving Average Comparison of the Tel-Aviv 25 and S&P 500 Stock Indices. (2001). Shachmurove, Yochanan ; Yagil, Joseph ; Benzion, Uri ; Ben Zion, Uri ; Klein, Paul .
    In: Penn CARESS Working Papers.
    RePEc:cla:penntw:4731f3394c43bebf4d3191c81d15e9f0.

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  44. An empirical test of individual and institutional trading patterns in Japan, Hong Kong, and Taiwan. (2000). Wang, Yung-Jang ; Walker, M..
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:24:y:2000:i:2:p:178-194.

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  45. Tests of technical trading strategies in the emerging equity markets of Latin America and Asia. (1999). Leal, Ricardo P. C., ; Ratner, Mitchell .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:23:y:1999:i:12:p:1887-1905.

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  46. Return distributions and the day-of-the-week effects in the stock exchange of Thailand. (1998). Chakornpipat, Rinjai ; Kamath, Ravindra ; Chatrath, Arjun.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:22:y:1998:i:2:p:97-107.

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  47. Weekly Pattern of Exchange Rate Risks: Evidence from Ten Asian-Pacific Currencies. (1998). .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:5:y:1998:i:3:p:261-274.

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  48. Testing for seasonal patterns in conditional return volatility: evidence from Asia-Pacific markets. (1997). Clare, Andrew ; Garrett, Ian ; Jones, Greg .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:7:y:1997:i:5:p:517-523.

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  49. Day of the week effect in international portfolio diversification: January vs non-January. (1997). Kwok, K-h., ; Tang, G. Y. N., .
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:9:y:1997:i:3:p:335-352.

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  50. Day-of-the-week effect on skewness and kurtosis: a direct test and portfolio effect. (1996). Gordon Y. N. Tang, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:2:y:1996:i:4:p:333-351.

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