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Calendar effects in the London Stock Exchange FT-SE indices. (1995). Coutts, Andrew J. ; Mills, Terence .
In: The European Journal of Finance.
RePEc:taf:eurjfi:v:1:y:1995:i:1:p:79-93.

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  1. .

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  3. Testing the Presence of the January Effect in Developed Economies. (2021). Ali, Amjad ; Asif, Rabia ; Nisar, Sabahat.
    In: MPRA Paper.
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  4. Twenty-five years of The European Journal of Finance (EJF): a retrospective analysis. (2020). Kumar, Satish ; Burton, Bruce ; Pandey, Nitesh.
    In: The European Journal of Finance.
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  5. Efficient market hypothesis: a ruinous implication for Portugese stock market. (2020). Hajilee, Massomeh ; Metghalchi, Massoud ; Niroomand, Farhang.
    In: Journal of Economics and Finance.
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  6. Expiration day effects on European trading volumes. (2020). Hesse, Christian W ; Batrinca, Bogdan ; Treleaven, Philip C.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-019-01627-2.

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  7. Seasonal anomalies in the market for American depository receipts. (2019). Lobo, Julio.
    In: Journal of Economics, Finance and Administrative Science.
    RePEc:ris:joefas:0148.

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  8. European trading volumes on cross‐market holidays. (2018). Batrinca, Bogdan ; Treleaven, Philip C ; Hesse, Christian W.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:23:y:2018:i:4:p:675-704.

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  9. 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.
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  10. Who trades profusely? The characteristics of individual investors who trade frequently. (2018). Richards, Daniel W ; Willows, Gizelle D.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:35:y:2018:i:c:p:1-11.

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  11. Stock market efficiency in South Eastern Europe: testing return predictability and presence of calendar effects. (2017). Tevdovski, Dragan ; Filipovski, Vladimir .
    In: MPRA Paper.
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  12. 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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  13. New findings on repurchase anomaly — The first-month effect. (2016). Li, Lingxiang.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:48:y:2016:i:c:p:331-349.

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  14. 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).
    RePEc:wsi:rpbfmp:v:18:y:2015:i:03:n:s0219091515500149.

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  15. Analysis of the Weekend Effect on the Markets of 121 Equity Indices and 29 Commodities. (2015). Borowski, Krzysztof .
    In: Eurasian Journal of Business and Management.
    RePEc:ejn:ejbmjr:v:3:y:2015:i:4:p:23-35.

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  16. History of share prices and market efficiency of the Madrid general stock index. (2015). Hayes, Linda A. ; Chen, Chien-Ping ; Metghalchi, Massoud .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:40:y:2015:i:c:p:178-184.

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  17. Performance of moving average trading strategies over varying stock market conditions: the Finnish evidence. (2014). Pätäri, Eero ; Patari, Eero ; Vilska, Mika .
    In: Applied Economics.
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  18. 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.
    RePEc:eee:finana:v:35:y:2014:i:c:p:154-166.

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  19. Another look at the holiday effect. (2013). Elisabete F. S. Vieira, ; Gama, Paulo M..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:23:y:2013:i:20:p:1623-1633.

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  20. 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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  21. The friday the thirteenth effect in stock prices: international evidence using panel data. (2011). Khaled, Mohammed S ; Keef, Stephen P.
    In: Working Paper Series.
    RePEc:vuw:vuwecf:18607.

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  22. Seasonality, returns and volatility on the Stock Exchange of Mauritius. (2009). USHAD, Subadar Agathee .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:16:y:2009:i:5:p:545-548.

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  23. Stock Market Behaviour: Evidences from Indian Market. (2009). .
    In: Vision.
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  24. Calendar Effects and Seasonality on Returns and Volatility. (2009). Giovanis, Eleftherios.
    In: MPRA Paper.
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  25. Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB. (2009). Giovanis, Eleftherios.
    In: MPRA Paper.
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  26. Month-of-the-year and pre-holiday seasonality in African stock markets. (2008). ALAGIDEDE, PAUL.
    In: Stirling Economics Discussion Papers.
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  27. Are local or international influences responsible for the pre-holiday behaviour of Irish equities?. (2005). lucey, brian.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:6:p:381-389.

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  28. Day-of-the-week effects in the pre-holiday returns of the Standard & Poors 500 stock index. (2005). Keef, Stephen ; Roush, Melvin L..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:2:p:107-119.

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  29. EMERGING EQUITY MARKET VOLATILITY AB EMPIRICAL INVESTIGATION OF MARKETS IN KENYA NIGERIA. (2005). Beer, Francisca ; Ogum, George ; Nouyrigat, Genevieve.
    In: Post-Print.
    RePEc:hal:journl:hal-04533527.

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  30. The Asian crisis and calendar effects on stock returns in Thailand. (2005). Thompson, John ; Ruangrit, Yuphin ; Holden, Ken .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:163:y:2005:i:1:p:242-252.

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  31. 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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  32. Information processing and the UK weekend effect: do investors cut their losses on Mondays?. (2004). Steeley, James.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:11:y:2004:i:14:p:895-899.

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  33. Do ‘Fat Tails’ Matter in GARCH Estimation? Stock Market Efficiency in Romania and the Czech Republic. (2004). Paton, David.
    In: Working Papers.
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  34. Pre-holiday effect, large trades and small investor behaviour. (2004). Pardo, Angel ; Meneu, Vicente .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:11:y:2004:i:2:p:231-246.

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  35. The size effect and the random walk hypothesis: evidence from the London Stock Exchange using Markov Chains. (2003). Jordanov, J. V. ; Mills, T. C..
    In: Applied Financial Economics.
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  36. Monthly seasonality of the returns and volatility of the IBEX-35 index and its futures contract. (2003). , ; Vicent AragÓ-Manzana, .
    In: Applied Economics Letters.
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  37. The Analysis of Seasonal Return Anomalies in the Portuguese Stock Market. (2002). Balbina, Miguel ; Martins, Nuno C..
    In: Working Papers.
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  38. Lead-lag patterns between small and large size portfolios in the London stock exchange. (2001). Jordanov, Jordan V. ; Mills, Terence C..
    In: Applied Financial Economics.
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  39. Friday the 13th: international evidence. (2001). lucey, brian.
    In: Applied Economics Letters.
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  40. A note on information seasonality and the disappearance of the weekend effect in the UK stock market. (2001). Steeley, James.
    In: Journal of Banking & Finance.
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  41. Security price anomalies in an emerging market: the case of the Athens Stock Exchange. (2000). Roberts, Jennifer ; Coutts, Andrew ; Kaplanidis, Christos.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:10:y:2000:i:5:p:561-571.

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  42. The weekend effect, the Stock Exchange Account and the Financial Times Industrial Ordinary Shares Index: 1987-1994. (1999). Coutts, Andrew J ; Hayes, Peter A.
    In: Applied Financial Economics.
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  43. Stylized facts on the temporal and distributional properties of daily FT-SE returns. (1997). Mills, Terence C.
    In: Applied Financial Economics.
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  44. Security price anomalies in the London International Stock Exchange: a 60 year perspective. (1997). Coutts, Andrew J. ; Arsad, Zainudin .
    In: Applied Financial Economics.
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  45. The trading month anomaly in the Financial Times Industrial Ordinary Shares Index: 1935-1994. (1997). Coutts, Andrew J. ; Arsad, Zainudin .
    In: Applied Economics Letters.
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  46. 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.
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  47. The weekend effect, good news, bad news and the Financial Times Industrial Ordinary Shares Index: 1935-94. (1996). Coutts, Andrew J ; Arsad, Zainudin .
    In: Applied Economics Letters.
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  48. El efecto día festivo en la Bolsa espanola. (). Pardo, Angel ; Meneu, Vicente .
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  19. Expiration-day effects: Does settlement price matter?. (2009). Hsieh, Shu-Fan ; Ma, Tai.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:18:y:2009:i:2:p:290-300.

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  20. The day of the week effect in IPO initial returns. (2009). Ligon, James A. ; Jones, Travis L..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:1:p:110-127.

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  21. The dynamics of short-term mutual fund flows and returns: A time-series and cross-sectional investigation. (2009). Rakowski, David ; Wang, Xiaoxin .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:11:p:2102-2109.

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  22. Analysis of HF data on the WSE in the context of EMH. (2008). Strawinski, Pawel ; Åšlepaczuk, Robert ; SLEPACZUK, Robert.
    In: MPRA Paper.
    RePEc:pra:mprapa:9532.

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  23. Calendar anomaly in the Greek stock market: Stochastic dominance analysis. (2008). Koumanakos, Evangelos ; Pyun, Chong Soo ; Al-Khazali, Osamah M..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:17:y:2008:i:3:p:461-474.

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  24. Robust portfolio planning in the presence of market anomalies. (2007). Ogcaronuzsoy, Cemal Berk ; Guven, Sibel.
    In: Omega.
    RePEc:eee:jomega:v:35:y:2007:i:1:p:1-6.

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  25. Are investors moonstruck? Lunar phases and stock returns. (2006). Zheng, Lu ; Yuan, Kathy.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:13:y:2006:i:1:p:1-23.

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  26. The Nepalese stock market: Efficiency and calendar anomalies. (2005). Joshi, Nayan ; K. C, Fatta Bahadur, .
    In: MPRA Paper.
    RePEc:pra:mprapa:26999.

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  27. Testing the significance of calendar effects. (2005). Nason, James ; Lunde, Asger ; Hansen, Peter.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2005-02.

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  28. The Asian crisis and calendar effects on stock returns in Thailand. (2005). Thompson, John ; Ruangrit, Yuphin ; Holden, Ken .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:163:y:2005:i:1:p:242-252.

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  29. Land Inequality and the Origin of Divergence and Overtaking in the Growth Process: Theory and Evidence. (2004). Vollrath, Dietrich ; Moav, Omer ; Galor, Oded.
    In: Working Papers.
    RePEc:bro:econwp:2003-04.

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  30. Time-of-month anomaly: reality or mirage?. (2003). Cadsby, Charles ; Torbey, V..
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:10:y:2003:i:12:p:741-745.

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  31. The turn-of-the-month effect still lives: the international evidence. (2003). Kunkel, Robert A. ; Compton, William S. ; Beyer, Scott .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:12:y:2003:i:2:p:207-221.

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  32. Testing the Significance of Calendar Effects. (2003). Hansen, Peter.
    In: Working Papers.
    RePEc:bro:econwp:2003-03.

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  33. Some International Evidence on the Seasonality of Stock Prices. (2002). Hamori, Shigeyuki ; Tokihisa, Akira .
    In: International Journal of Business and Economics.
    RePEc:ijb:journl:v:1:y:2002:i:1:p:79-86.

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  34. Is There Seasonality in the Sensex Monthly Returns?. (2002). Pandey, Indra ; Pandey I M, .
    In: IIMA Working Papers.
    RePEc:iim:iimawp:wp00038.

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  35. Does the January effect exist in high-yield bond market?. (2001). Al-Khazali, Osamah M..
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:10:y:2001:i:1:p:71-80.

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  36. The day-of-the-week regularity in the stock markets of China. (2001). Rui, Oliver ; Chen, Gongmeng ; Kwok, Chuck C. Y., .
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:11:y:2001:i:2:p:139-163.

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  37. Seasonality and stock returns: some evidence from Japan. (2001). Hamori, Shigeyuki.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:13:y:2001:i:4:p:463-481.

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  38. Liquidity and the turn-of-the-month effect: evidence from Finland. (2001). Booth, Geoffrey G. ; Martikainen, Teppo ; Kallunki, Juha-Pekka.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:11:y:2001:i:2:p:137-146.

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  39. Dangers of data mining: The case of calendar effects in stock returns. (2001). White, Halbert ; Timmermann, Allan ; Sullivan, Ryan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:105:y:2001:i:1:p:249-286.

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  40. Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract. (2000). Waggoner, Daniel ; maberly, edwin.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2000-11.

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  41. Idiosyncrasies in Australian petrol price behaviour: evidence of seasonalities. (2000). Izan, H. Y, ; Ong, Li Lian ; Mitchell, Jason D.
    In: Energy Policy.
    RePEc:eee:enepol:v:28:y:2000:i:4:p:243-258.

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  42. Seasonality in returns on the Chinese stock markets: the case of Shanghai and Shenzhen. (1999). Yu, Qiao ; Mookerjee, Rajen .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:10:y:1999:i:1:p:93-105.

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  43. A Seasonality in the Pakistani Equity Market: The Ramadhan Effect. (1998). Husain, Fazal.
    In: MPRA Paper.
    RePEc:pra:mprapa:5032.

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  44. Seasonality in Canadian treasury bond returns: An institutional explanation. (1998). Athanassakos, George ; Tian, Yisong Sam .
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:7:y:1998:i:1:p:65-86.

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  45. A Tax-Free Exploitation of the Turn-of-the-Month Effect: C.R.E.F.. (1998). Kunkel, Robert A. ; Compton, William S..
    In: Financial Services Review.
    RePEc:eee:finser:v:7:y:1998:i:1:p:11-23.

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  46. On a Preferred Habitat for Liquidity at the Turn-of-the-Year: Evidence from the Term-Repo Market. (1997). Griffiths, Mark ; Winters, Drew.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:12:y:1997:i:1:p:21-38.

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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.
    RePEc:eee:finser:v:6:y:1997:i:1:p:19-25.

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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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