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Are preholiday returns in Tokyo really anomalous? If so, why?. (1995). maberly, edwin ; Hiraki, Takato .
In: Pacific-Basin Finance Journal.
RePEc:eee:pacfin:v:3:y:1995:i:1:p:93-111.

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Cites: 15

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Cocites: 50

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  1. Stock returns around nontrading periods: evidence from an emerging market. (2011). Akyol, Ali .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:21:y:2011:i:20:p:1549-1560.

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  2. An analysis of Japanese stock return dynamics conditional on U.S. Monday holiday closures. (2000). maberly, edwin ; Hiraki, Takato .
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2000-6.

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  3. Volume and individual security returns on the Tokyo Stock Exchange. (1999). Bremer, Marc ; Hiraki, Takato .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:7:y:1999:i:3-4:p:351-370.

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References

References cited by this document

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  6. Harris, L. A transaction data study of weekly and intradaily patterns in stock returns. 1986 Journal of Financial Economics. 16 99-118

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  11. Kim, C. ; Park, J. Holiday effect and stock returns: Further evidence. 1994 Journal of Financial and Quantitative Analysis. 1 145-157

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  4. Causality effects in return volatility measures with random times. (2011). Renault, Eric ; Werker, Bas J. M., .
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  45. Are preholiday returns in Tokyo really anomalous? If so, why?. (1995). maberly, edwin ; Hiraki, Takato .
    In: Pacific-Basin Finance Journal.
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  50. Daily distribution of Swedish OMX-index returns over intraday-to-intraday time intervals. (1994). Norden, Lars.
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