An Investigation of Daily Seasonality in the Greek Equity Market
暂无分享,去创建一个
John O'Hanlon | Stuart McLeay | S. McLeay | J. O'Hanlon | Leda Condoyanni | L. Condoyanni | S. Mcleay
[1] Charles Ward,et al. Day of the week effects on stock returns: international evidence , 1987 .
[2] Frank Cross,et al. The Behavior of Stock Prices on Fridays and Mondays , 1973 .
[3] E. A. Dyl,et al. Weekend Effects on Stock Returns: A Comment , 1985 .
[4] Donald B. Keim,et al. A Further Investigation of the Weekend Effect in Stock Returns , 1984 .
[5] L. Harris. A transaction data study of weekly and intradaily patterns in stock returns , 1986 .
[6] Migue Santesmases,et al. An Investigation of the Spanish Stock Market Seasonalities , 1986 .
[7] Donald B. Keim. Daily returns and size-related premiums , 1987 .
[8] Richard J. Rogalski. New Findings Regarding Day‐of‐the‐Week Returns over Trading and Non‐Trading Periods: A Note , 1984 .
[9] James B. McDonald,et al. A General Distribution for Describing Security Price Returns , 1987 .
[10] Gabriel A. Hawawini,et al. European equity markets : risk, return, and efficiency , 1984 .
[11] J. O'Hanlon,et al. Day of the Week Effects In the Uk Equity Market: A Cross Sectional Analysis , 1989 .
[12] Michael R. Gibbons,et al. Day of the Week Effects and Asset Returns , 1981 .
[13] M. Theobald,et al. Seasonality Estimation in Thin Markets , 1984 .
[14] P. Praetz,et al. The Distribution of Share Price Changes , 1972 .
[15] R. Westerfield,et al. The Week-End Effect in Common Stock Returns: The International Evidence , 1985 .
[16] Maurice D. Levi,et al. Weekend Effects on Stock Returns: A Note , 1982 .
[17] F. Eugene. FAMA, . The Behavior of Stock-Market Prices, Journal of Business, , . , 1965 .
[18] M. C. Jensen. Some Anomalous Evidence Regarding Market Efficiency , 1978 .
[19] Stephen H. Penman,et al. The distribution of earnings news over time and seasonalities in aggregate stock returns , 1987 .
[20] K. French. Stock returns and the weekend effect , 1980 .
[21] E. Fama. The Behavior of Stock-Market Prices , 1965 .
[22] Robert C. Blattberg,et al. A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices: Reply , 1974 .
[23] S. McLeay,et al. Student's T and the Distribution of Financial Ratios , 1986 .