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New evidence on turn-of-the-month effects. (2014). Sharma, Susan ; Narayan, Paresh.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:29:y:2014:i:c:p:92-108.

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Cited: 22

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  1. Stock returns seasonality in emerging asian markets. (2023). Jha, Mithilesh Kumar ; Aggarwal, Khushboo.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09370-y.

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  2. Global mutual fund market: the turn of the month effect and investment strategy. (2022). Baser, Narayan ; Shah, Tirthank.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:23:y:2022:i:6:d:10.1057_s41260-022-00282-0.

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  3. Month-of-the-Year Effect: Empirical Evidence from Indian Stock Market. (2022). Parayitam, Satyanarayana ; Irudayasamy, Francis Gnanasekar ; Elangovan, Rajesh.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:29:y:2022:i:3:d:10.1007_s10690-021-09356-2.

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  4. Calendar anomalies in passion investments: Price patterns and profit opportunities. (2022). Ji, Qiang ; Havrylina, Ahniia ; Bouri, Elie ; Plastun, Alex.
    In: Research in International Business and Finance.
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  5. The turn-of-the-month effect and trading of types of investors. (2022). Kim, Ryumi ; Lee, Yu Kyung.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001214.

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  6. Day-of-the-week effect and spread determinants: Some international evidence from equity markets. (2021). Wohar, Mark E ; Babalos, Vassilios ; Vortelinos, Dimitrios I ; Gkillas, Konstantinos.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:71:y:2021:i:c:p:268-288.

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  7. Testing the performance of technical analysis and sentiment-TAR trading rules in the Malaysian stock market. (2020). Chong, Lee-Lee ; Tey, Eng-Xin ; Lai, Ming-Ming ; Tan, Siow-Hooi.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302250.

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  8. Unique Calendar Effects in the Indian Stock Market: Evidence and Explanations. (2019). Yadav, Surendra S ; Singh, Shveta.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:18:y:2019:i:1_suppl:p:s35-s58.

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  9. Seasonal anomalies in the market for American depository receipts. (2019). Lobo, Julio.
    In: Journal of Economics, Finance and Administrative Science.
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  10. Taking advantage of Ramadan and January in Muslim countries. (2019). Tantisantiwong, Nongnuch ; Power, David M ; Helliar, Christine ; Halari, Anwar.
    In: The Quarterly Review of Economics and Finance.
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  11. Rise and fall of calendar anomalies over a century. (2019). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:49:y:2019:i:c:p:181-205.

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  12. Economic Forces and Firm Stock Returns Volatility: Role of Firm Features. (2019). Taib, Hasniza Mohd ; Bashir, Muhammad Saqib.
    In: Pakistan Journal of Humanities and Social Sciences.
    RePEc:ani:ipjhss:v:7:y:2019:i:3:p:281-302.

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  13. The Turn of the Month Effect in Asia-Pacific Markets: New Evidence. (2018). Aziz, Tariq.
    In: Global Business Review.
    RePEc:sae:globus:v:19:y:2018:i:1:p:214-226.

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  14. Is the turn of the month effect an “abnormal normality”? Controversial findings, new patterns and…hidden signs(?). (2018). Vasileiou, Evangelos.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:44:y:2018:i:c:p:153-175.

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  15. Determinants of holiday effects in mainland Chinese and Hong-Kong markets. (2018). Casalin, Fabrizio.
    In: China Economic Review.
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  16. Stock return predictability and determinants of predictability and profits. (2016). Narayan, Paresh ; Bannigidadmath, Deepa.
    In: Emerging Markets Review.
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  17. The Pre-Holiday Effect in China: Abnormal Returns or Compensation for Risk?. (2015). Gupta, Rakesh ; Bianchi, Robert ; Yuan, Tian.
    In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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  18. Limited attention of individual investors and stock performance: Evidence from the ChiNext market. (2015). Zhang, Bing ; Wang, Yudong.
    In: Economic Modelling.
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  19. Value at Risk and expected shortfall of firms in the main European Union stock market indexes: A detailed analysis by economic sectors and geographical situation. (2015). Iglesias, Emma.
    In: Economic Modelling.
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  20. Day-of-the-week trading patterns of informed and uninformed traders in Taiwans foreign exchange market. (2015). Zhang, Tai-Wei ; Hsu, Yao Hua ; Chueh, Horace.
    In: Economic Modelling.
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  21. 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).
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  22. Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data. (2014). Urquhart, Andrew ; McGroarty, Frank.
    In: International Review of Financial Analysis.
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  47. The congressional calendar and stock market performance. (1997). Pace, Daniel R. ; Kennedy, William F. ; Lamb, Reinhold P. ; Ma, K. C..
    In: Financial Services Review.
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  48. Real vs. nominal stock return seasonalities: empirical evidence. (1995). Lauterbach, Beni ; Ungar, Meyer.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:4:y:1995:i:2:p:133-147.

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  49. Currency futures and the turn-of-month effect. (1995). Liano, Kartono ; Kelly, Wayne G..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:6:y:1995:i:1:p:1-7.

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  50. Commission-motivated trading patterns of brokers across the production month. (1995). Benson, Earl ; Rystrom, David S. ; Smersh, Greg T..
    In: Financial Services Review.
    RePEc:eee:finser:v:4:y:1995:i:2:p:81-95.

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