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Testing the Turn-of-the-Year Effect on Baltic Stock Exchanges. (2012). Sander, Priit ; Veiderpass, Risto .
In: The Review of Finance and Banking.
RePEc:rfb:journl:v:05:y:2013:i:2:p:145-154.

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Cocites

Documents in RePEc which have cited the same bibliography

  1. Day-of-the-week effect among the smallest enterprises listed on WSE. (2016). Keller, Jakub .
    In: e-Finanse.
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  2. The prospects of BRIC countries: Testing weak-form market efficiency. (2014). Fiorante, Angelo ; Mobarek, Asma.
    In: Research in International Business and Finance.
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  3. Is there a Friday the 13th effect in ermerging Asian stock markets?. (2013). Rottmann, Horst ; Auer, Benjamin R..
    In: Weidener Diskussionspapiere.
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  4. Month-of-the-year effects on Romanian capital market before and after the adhesion to European Union. (2013). Stefanescu, Razvan ; DUMITRIU, Ramona.
    In: MPRA Paper.
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  5. MOY effects in returns and in volatilities of the Romanian capital market. (2013). Stefanescu, Razvan ; DUMITRIU, Ramona.
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  6. Day-of-the-Week Effects in the Indian stock market. (2013). P, Srinivasan ; M., Kalaivani, ; P., Srinivasan, .
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  8. The turn of the month effect in India: A case of large institutional trading pattern as a source of higher liquidity. (2013). Parikh, Anokhi ; Maher, Daniela .
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  9. TOM EFFECTS DURING QUIET AND TURBULENT TIMES. (2013). Stefanescu, Razvan ; DUMITRIU, Ramona.
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  10. Is there a Friday the 13th Effect in Emerging Asian Stock Markets?. (2013). Rottmann, Horst ; Auer, Benjamin R..
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  11. Stock market return and volatility: day-of-the-week effect. (2012). Berument, Hakan ; Dogan, Nukhet.
    In: Journal of Economics and Finance.
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  12. Testing the Turn-of-the-Year Effect on Baltic Stock Exchanges. (2012). Sander, Priit ; Veiderpass, Risto .
    In: The Review of Finance and Banking.
    RePEc:rfb:journl:v:05:y:2013:i:2:p:145-154.

    Full description at Econpapers || Download paper

  13. The Halloween effect during quiet and turbulent times. (2012). Stefanescu, Razvan ; DUMITRIU, Ramona ; NISTOR, Costel .
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  14. Turn - of - the - month effect on the Bucharest stock exchange. (2012). Stefanescu, Razvan ; DUMITRIU, Ramona.
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  16. THE DAY OF THE WEEK EFFECT IN SOUTH EASTERN EUROPE STOCK MARKETS. (2012). Tevdovski, Dragan ; MIHAJLOV, MARTIN ; SAZDOVSKI, IGOR .
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  17. The Effects of Free Float Ratios on Market Performance: An Empirical Study on the Istanbul Stock Exchange. (2012). Bostanci, Faruk ; Kilic, Saim .
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  18. A Fresh Look at Seasonal Anomalies: An International Perspective. (2011). Darrat, Ali F. ; Su, Jenje ; Li, Bin ; Liu, Benjamin.
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  19. Changes in the monthly effects from the Romanian foreign exchange market. (2010). Stefanescu, Razvan ; DUMITRIU, Ramona ; NISTOR, Costel .
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  21. Stock Market Calendar Anomalies: Evidence from ASEAN-5 Stock Markets. (2010). Lim, Shiok Ye ; Chia, Ricky.
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  22. Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB. (2009). Giovanis, Eleftherios.
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  23. The wandering weekday effect in major stock markets. (2009). Chen, Catherine Huirong ; Doyle, John R..
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  24. The dynamics of the Monday effect in international stock indices. (2009). Khaled, Mohammed ; Keef, Stephen ; Zhu, Hui.
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  45. Heterokedastic behavior of the Latin American emerging stock markets. (2001). ortiz, edgar ; Arjona, Enrique.
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  46. Elusive anomalies in the Brazilian stock market. (2001). Madureira, Leonardo ; Leal, Ricardo P. C., .
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  47. Losing Sleep at the Market: The Daylight Saving Anomaly. (2000). Levi, Maurice ; Kramer, Lisa ; Kamstra, Mark.
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  48. Short-run overreaction in the New Zealand stock market. (1998). Iverson, David ; Bowman, Robert G..
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  49. Predictable and profitable price patterns: Evidence from US interest rates. (1996). Moorthy, Vivek .
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