1. Reconstructing the Emergent Organization of Information Flows in International Stock Markets: A Computational Complex Systems Approach. (2023). Ferilli, Guido ; Sacco, Pier Luigi ; Massini, Giulia ; della Torre, Francesca ; Buscema, Paolo Massimo.
   In: Computational Economics.
   RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10267-1.

   Full description at Econpapers || Download paper

2. Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis. (2022). Al Ajlouni, Ahmed ; Chaibi, Anis ; Beljid, Makram ; Yousaf, Imran.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000592.

   Full description at Econpapers || Download paper

3. Which market dominates the price discovery in currency futures? The case of the Chicago Mercantile Exchange and the Intercontinental Exchange. (2022). Nguyen, James ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:52:y:2022:i:c:s1044028320302933.

   Full description at Econpapers || Download paper

4. Analysing time difference and volatility linkages between China and the United States during financial crises and stable period using VARX?DCC?MEGARCH model. (2021). Tiwari, Aviral ; Shehzad, Khurram ; Rauf, Abdul ; Arif, Muhammad ; Liu, Xiaoxing.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:26:y:2021:i:1:p:814-833.

   Full description at Econpapers || Download paper

5. Half-day trading and spillovers. (2021). Gang, Jianhua ; Yu, Limin ; Chen, Yifan.
   In: Frontiers of Business Research in China.
   RePEc:spr:fobric:v:15:y:2021:i:1:d:10.1186_s11782-021-00097-7.

   Full description at Econpapers || Download paper

6. Does the US-China trade war affect co-movements between US and Chinese stock markets?. (2021). Ke, Jian ; Wang, Liming ; Shi, Yujie.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000982.

   Full description at Econpapers || Download paper

7. Financial crises and the dynamics of the spillovers between the U.S. and BRICS stock markets. (2020). Kang, Sanghoon ; McIver, Ron P.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:54:y:2020:i:c:s027553191830789x.

   Full description at Econpapers || Download paper

8. The overnight return puzzle and the “T+1” trading rule in Chinese stock markets. (2020). Dam, Lammertjan ; Qiao, Kenan.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:50:y:2020:i:c:s1386418120300033.

   Full description at Econpapers || Download paper

9. Risk dependence and cointegration between pharmaceutical stock markets: The case of China and the USA. (2020). Pérez-Rodríguez, Jorge ; Lopez-Valcarcel, Beatriz Gonzalez ; Perez-Rodriguez, Jorge V ; Qian, Huanhuan ; Zhou, Xinmiao.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300723.

   Full description at Econpapers || Download paper

10. Impacts of Chinas crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement. (2019). Huo, Rui ; Ahmed, Abdullahi D.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:79:y:2019:i:c:p:28-46.

    Full description at Econpapers || Download paper

11. Inter- and intra-regional analysis on spillover effects across international stock markets. (2018). Marco, Chi Keung ; Sheng, Xin.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:46:y:2018:i:c:p:420-429.

    Full description at Econpapers || Download paper

12. Return and Volatility Spillovers Effects: Study of Asian Emerging Stock Markets. (2018). Ghulam, Abbas ; Shouyang, Wang ; Bhowmik, Roni.
    In: Journal of Systems Science and Information.
    RePEc:bpj:jossai:v:6:y:2018:i:2:p:97-119:n:1.

    Full description at Econpapers || Download paper

13. Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect. (2017). Ahmed, Abdullahi ; Huo, Rui.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:61:y:2017:i:c:p:260-272.

    Full description at Econpapers || Download paper

14. Global financial crisis and emerging stock market contagion: A volatility impulse response function approach. (2016). Jin, Xiaoye ; An, Ximeng .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:36:y:2016:i:c:p:179-195.

    Full description at Econpapers || Download paper

15. Do different time-horizons in volatility have any significance for the emerging markets?. (2016). Gormus, Alper N.
    In: Economics Letters.
    RePEc:eee:ecolet:v:145:y:2016:i:c:p:29-32.

    Full description at Econpapers || Download paper

16. .

    Full description at Econpapers || Download paper

17. Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States. (2015). Mohammadi, Hassan ; Tan, Yuting.
    In: Econometrics.
    RePEc:gam:jecnmx:v:3:y:2015:i:2:p:215-232:d:47668.

    Full description at Econpapers || Download paper

18. Asymmetry in return and volatility spillover between Chinas interbank and exchange T-bond markets. (2015). Jin, Xiaoye.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:37:y:2015:i:c:p:340-353.

    Full description at Econpapers || Download paper

19. Intraday return and volatility spillover mechanism from Chinese to Japanese stock market. (2015). Tsutsui, Yoshiro ; Hirayama, Kenjiro ; Nishimura, Yusaku.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:35:y:2015:i:c:p:23-42.

    Full description at Econpapers || Download paper

20. Do the disposition and house money effects coexist? A reconciliation of two behavioral biases using individual investor-level data. (2015). Hudson, Robert ; Duxbury, Darren ; Yang, Zhishu ; Yao, Songyao ; Keasey, Kevin.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:34:y:2015:i:c:p:55-68.

    Full description at Econpapers || Download paper

21. Volatility transmission and volatility impulse response functions among the Greater China stock markets. (2015). Jin, Xiaoye.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:39:y:2015:i:c:p:43-58.

    Full description at Econpapers || Download paper

22. On the Dynamic Transmission of Mean and Volatility across the Arab Stock Markets. (2014). Bouri, Elie.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:13:y:2014:i:3:p:279-304.

    Full description at Econpapers || Download paper

23. Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets. (2014). Liu, Lu.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:33:y:2014:i:c:p:39-48.

    Full description at Econpapers || Download paper

24. Interdependence of Stock Markets Before and After the Global Financial Crisis of 2007. (2013). Brzeszczynski, Janusz ; Ibrahim, Boulis .
    In: CFI Discussion Papers.
    RePEc:hwe:cfidps:1305.

    Full description at Econpapers || Download paper

25. Can US economic variables predict the Chinese stock market?. (2013). Tu, Jun ; Jiang, Fuwei ; Wang, Yuchen ; Goh, Jeremy C..
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:22:y:2013:i:c:p:69-87.

    Full description at Econpapers || Download paper

26. The impact of Chinas stock market reforms on its international stock market linkages. (2012). Li, Hong.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:52:y:2012:i:4:p:358-368.

    Full description at Econpapers || Download paper

27. Volatility spillovers between the Chinese and world equity markets. (2012). Zhou, Xiangyi ; Zhang, Jie.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:20:y:2012:i:2:p:247-270.

    Full description at Econpapers || Download paper

28. Post-earnings announcement abnormal return in the Chinese equity market. (2011). Truong, Cameron.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:21:y:2011:i:5:p:637-661.

    Full description at Econpapers || Download paper

29. Intraday linkages between the Spanish and the US stock markets: evidence of an overreaction effect. (2010). Miralles Quirós, Jose ; Miralles-Marcelo, Jose Luis ; Maria del Mar Miralles-Quiros, .
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:2:p:223-235.

    Full description at Econpapers || Download paper

30. Price and volatility spillovers between the Greater China Markets and the developed markets of US and Japan. (2010). Wang, Peijie.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:21:y:2010:i:3:p:304-317.

    Full description at Econpapers || Download paper

31. The impact of daily return limit and segmented clientele on stock returns in China. (2010). Kamesaka, Akiko ; Yu, Xiaoyan ; Ben-Zion, Uri ; Kedar-Levy, Haim.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:4:p:223-236.

    Full description at Econpapers || Download paper

32. Spillover Effects Among the Greater China Stock Markets. (2009). Johansson, Anders ; Ljungwall, Christer .
    In: World Development.
    RePEc:eee:wdevel:v:37:y:2009:i:4:p:839-851.

    Full description at Econpapers || Download paper

33. Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market. (2008). Wong, Wing-Keung ; Chiang, Thomas ; Qiao, Zhuo.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:18:y:2008:i:5:p:425-437.

    Full description at Econpapers || Download paper

34. The financial integration of China: New evidence on temporally aggregated data for the A-share market. (2007). girardin, eric ; Liu, Zhenya.
    In: China Economic Review.
    RePEc:eee:chieco:v:18:y:2007:i:3:p:354-371.

    Full description at Econpapers || Download paper

35. Asymmetric responses of international stock markets to trading volume. (2006). Chen, Cathy W. S. ; Chen, Cathy W. S., ; Gerlach, Richard ; Huang, Ming-hsiang ; Lin, Doris S. Y., .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:360:y:2006:i:2:p:422-444.

    Full description at Econpapers || Download paper

36. Does herding behavior exist in Chinese stock markets?. (2006). Kutan, Ali ; Demirer, Riza.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:16:y:2006:i:2:p:123-142.

    Full description at Econpapers || Download paper

37. Spillover Effects among the Greater China Region Stock Markets. (2006). Johansson, Anders ; Ljungwall, Christer .
    In: Microeconomics Working Papers.
    RePEc:eab:microe:22046.

    Full description at Econpapers || Download paper

38. Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities. (2005). Shamiri, Ahmed ; Hassan, Abu .
    In: Econometrics.
    RePEc:wpa:wuwpem:0509015.

    Full description at Econpapers || Download paper

1. Aggarwal, R. ; Rivoli, P. Seasonal and day-of-the-week effects in four emerging stock markets. 1989 Financial Review. 24 541-550

2. Bailey, W. Risk and return on China’s new stock markets: some preliminary evidence. 1994 Pacific-Basin Finance Journal. 2 243-260

3. Bekaert, G. Market integration and investment barriers in emerging equity markets. 1995 The World Bank Economic Review. 9 75-107

4. Bekaert, G. ; Harvey, C.R. Foreign speculators and emerging equity markets. 2000 Journal of Finance. 55 565-613

5. Bollerslev, T. Generalized autoregressive conditional heteroskedasticity. 1986 Journal of Econometrics. 31 307-327

6. Chan, K.C. ; Fong, W. ; Kho, B. ; Stulz, R.M. Information, trading and stock returns: lessons from dually-traded securities. 1996 Journal of International Money and Finance. 16 289-304
   Paper not yet in RePEc: Add citation now
   

7. Chen, G.M. ; Kwok, C.C.Y. ; Rui, O.M. The day-of-the-week regularity in the stock markets of China. 2001 Journal of Multinational Financial Management. 11 139-163

8. Connolly, R. An examination of the robustness of the weekend effect. 1989 Journal of Financial and Quantitative Analysis. 24 133-169

9. Engle, R.F. ; Ito, T. ; Lin, W. Meteor showers or heatwaves? Heteroskedastic intra-day volatility in the foreign exchange market. 1990 Econometrica. 58 525-542

10. Engle, R.F. ; Ng, V.K. Measuring and testing the impact of news on volatility. 1993 Journal of Finance. 48 1749-1778

11. Engle, R.F. ; Susmel, P. Common volatility in international equity markets. 1993 Journal of Business and Economic Statistics. 11 167-176

12. French, K.R. Stock returns and the weekend effect. 1980 Journal of Financial Economics. 8 55-69

13. French, K.R. ; Schwert, G.W. ; Stambaugh, R.F. Expected stock returns and volatility. 1987 Journal of Financial Economics. 19 3-29

14. Glosten, L.R. ; Jagannathan, R. ; Runkle, D.E. On the relation between the expected value and the volatility of the nominal excess return on stocks. 1993 Journal of Finance. 48 1779-1801

15. Hamao, Y. ; Masulis, R.W. ; Ng, V. Correlations in price changes and volatility across international stock markets. 1990 Review of Financial Studies. 3 281-307

16. Harvey, C.R. Predictable risk and return in emerging markets. 1995 Review of Financial Studies. 8 773-816

17. Hill, J. ; Schneeweis, T. ; Yau, J. International trading/nontrading time effects on risk estimation in futures markets. 1990 Journal of Futures Markets. 10 407-423
    Paper not yet in RePEc: Add citation now
    

18. Jaffe, J.F. ; Westerfield, R. ; Ma, C. A twist on the Monday effect in stock prices: evidence from the US and foreign stock markets. 1989 Journal of Financial Economics. 13 641-650

19. Koutmos, G. ; Booth, G.G. Asymmetric volatility transmission in international stock markets. 1995 Journal of International Money and Finance. 14 747-762

20. Lee, I. ; Pettit, R. ; Swankoski, M. Daily return relationships among Asian stock markets. 1990 Journal of Business Finance and Accounting. 17 265-284
    Paper not yet in RePEc: Add citation now
    

21. Lin, W. ; Engle, R.F. ; Ito, T. Do bulls and bears move across borders? International transmission of stock returns and volatility. 1994 Review of Financial Studies. 7 507-538

22. Liu, Y.A. ; Pan, M.S. Mean and volatility spillover effects in the US and Pacific-basin stock markets. 1997 Multinational Finance Journal. 1 47-62

23. Ljung, G.M. ; Box, G.E.P. On a measure of lack of fit in time series models. 1978 Biometrika. 65 297-303
    Paper not yet in RePEc: Add citation now
    

24. Masih, A. ; Masih, R. Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets. 1999 Pacific-Basin Finance Journal. 7 251-282

25. Ng, A. Volatility spillover effects from Japan and the US to the Pacific-Basin. 2000 Journal of International Money and Finance. 19 207-233

26. Scholes, M. ; Williams, J. Estimating betas from nonsynchronous data. 1977 Journal of Financial Economics. 5 309-327

27. Tse, Y. ; Lee, T. ; Booth, G. The international transmission of information in Eurodollar futures markets: a continuously trading market hypothesis. 1996 Journal of International Money and Finance. 15 447-465

28. Wang, S. ; Rui, O. ; Firth, M. Return and volatility behavior of dually-traded stocks: the case of Hong Kong. 2002 Journal of International Money and Finance. 21 265-293

29. Wei, K.C. ; Liu, Y. ; Yang, C. ; Chaung, G. Volatility and price change spillover effects across the developed and emerging markets. 1995 Pacific-Basin Finance Journal. 3 113-136

30. Yeh, Y.H. ; Lee, T.S. The interaction and volatility asymmetry of unexpected returns in the Greater China stock markets. 2000 Global Finance Journal. 11 129-149

1. 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.

   Full description at Econpapers || Download paper

2. Seasonal anomalies in advanced emerging stock markets. (2017). Docherty, Paul ; Seif, Mostafa ; Shamsuddin, Abul.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:66:y:2017:i:c:p:169-181.

   Full description at Econpapers || Download paper

3. Day of the Week Effect in biotechnology stocks: An Application of the GARCH processes. (2017). Chatterjee, Swarnankur.
   In: Papers.
   RePEc:arx:papers:1701.07175.

   Full description at Econpapers || Download paper

4. DAY-OF-THE-WEEK EFFECT IN US BIOTECHNOLOGY STOCKS — DO POLICY CHANGES AND ECONOMIC CYCLES MATTER?. (2016). Chatterjee, Swarnankur ; Hubble, Amy .
   In: Annals of Financial Economics (AFE).
   RePEc:wsi:afexxx:v:11:y:2016:i:02:n:s2010495216500081.

   Full description at Econpapers || Download paper

5. Day-of-the-week effect on the Tunisian stock market return and volatility. (2016). Derbali, Abdelkader ; McMillan, David ; Hallara, Slaheddine.
   In: Cogent Business & Management.
   RePEc:taf:oabmxx:v:3:y:2016:i:1:p:1147111.

   Full description at Econpapers || Download paper

6. Short sales and the weekend effect—Evidence from a natural experiment. (2015). Ma, Tongshu ; Gao, Pengjie ; Kalcheva, Ivalina ; Hao, Jia .
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:26:y:2015:i:c:p:85-102.

   Full description at Econpapers || Download paper

7. The day-of-the-week effect revisited: international evidence. (2014). Dicle, Mehmet ; Levendis, John.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:38:y:2014:i:3:p:407-437.

   Full description at Econpapers || Download paper

8. The Day of the Week effect on stock market returns and volatility: Evidence from Nigeria and South Africa.. (2013). Ndako, Umar.
   In: MPRA Paper.
   RePEc:pra:mprapa:48076.

   Full description at Econpapers || Download paper

9. Price limit bands, asymmetric volatility and stock market anomalies: Evidence from emerging markets. (2013). Farag, Hisham.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:24:y:2013:i:1:p:85-97.

   Full description at Econpapers || Download paper

10. Day-of-the-week effect on the VIX. A parsimonious representation. (2013). Guerrero, David ; Gonzalez-Perez, Maria T..
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:25:y:2013:i:c:p:243-260.

    Full description at Econpapers || Download paper

11. WTO membership, ownership deregulation, and market efficiency: evidence from China. (2012). Turk Ariss, Rima ; Rezvanian, Rasoul ; Mehdian, Seyed M..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:22:y:2012:i:3:p:177-195.

    Full description at Econpapers || Download paper

12. Calendar Effects in the Stock Market and a Practice Relatedn to the Istanbul Stock Exchange Market (ISEM). (2012). Eken, Mehmet Hasan ; Uner, Taylan Ozgur .
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2012:i:45:p:59-95.

    Full description at Econpapers || Download paper

13. The Effect of the Transparency Level of the ISE-Listed Banks on Liquidity. (2012). A. R. Zafer Sayar, ; Kaymaz, Onder ; Alp, Ali .
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2012:i:45:p:27-58.

    Full description at Econpapers || Download paper

14. The Effects of Free Float Ratios on Market Performance: An Empirical Study on the Istanbul Stock Exchange. (2012). Bostanci, Faruk ; Kilic, Saim .
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2012:i:45:p:1-26.

    Full description at Econpapers || Download paper

15. Does the day-of-the-week effect on volatility improve the volatility forecasts?. (2010). CHARLES, Amelie.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:17:y:2010:i:3:p:257-262.

    Full description at Econpapers || Download paper

16. Cross-cultural differences in seasonality. (2010). Bley, Jorg ; Saad, Mohsen.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:4:p:306-312.

    Full description at Econpapers || Download paper

17. The impact of daily return limit and segmented clientele on stock returns in China. (2010). Kamesaka, Akiko ; Yu, Xiaoyan ; Ben-Zion, Uri ; Kedar-Levy, Haim.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:4:p:223-236.

    Full description at Econpapers || Download paper

18. Calendar Effects in the Stock Market and a Practice Relatedn to the Istanbul Stock Exchange Market (ISEM). (2010). Eken, Mehmet Hasan ; Uner, Taylan Ozgur .
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2010:i:45:p:59-95.

    Full description at Econpapers || Download paper

19. The Effect of the Transparency Level of the ISE-Listed Banks on Liquidity. (2010). A. R. Zafer Sayar, ; Kaymaz, Onder ; Alp, Ali .
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2010:i:45:p:27-58.

    Full description at Econpapers || Download paper

20. The Effects of Free Float Ratios on Market Performance: An Empirical Study on the Istanbul Stock Exchange. (2010). Bostanci, Faruk ; Kilic, Saim .
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2010:i:45:p:1-26.

    Full description at Econpapers || Download paper

21. Market Timing the Trading of International Mutual Funds: Weekend, Weekday and Serial Correlation Strategies. (2010). Varela, Oscar ; Mazumder, M. Imtiaz ; Miller, Edward M..
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:37:y:2010-07:i:7-8:p:979-1007.

    Full description at Econpapers || Download paper

22. EMPIRICAL EVIDENCE FOR DAY OF THE WEEK EFFECT IN AN EMERGING MARKET: THE TURKISH CASE. (2009). Kaya, Huseyin ; Elik, Sadullah .
    In: 2009 Meeting Papers.
    RePEc:red:sed009:219.

    Full description at Econpapers || Download paper

23. Calendar Effects and Seasonality on Returns and Volatility. (2009). Giovanis, Eleftherios.
    In: MPRA Paper.
    RePEc:pra:mprapa:64404.

    Full description at Econpapers || Download paper

24. The dynamics of the Monday effect in international stock indices. (2009). Khaled, Mohammed ; Keef, Stephen ; Zhu, Hui.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:18:y:2009:i:3:p:125-133.

    Full description at Econpapers || Download paper

25. International day-of-the-week effects: An empirical examination of iShares. (2008). Mazumder, M. Imtiaz ; Miller, Edward M. ; Chu, Ting-Heng ; Prather, Larry J..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:17:y:2008:i:4:p:699-715.

    Full description at Econpapers || Download paper

26. Day-of-the-Week Effect on the Bursa (Bourse) Malaysia: Further Evidence from Robust Estimations.. (2007). MAHMOOD, WAN MANSOR ; Wan Mahmood, Wan Mansor, ; Zainal Abidin, Shahida Nadia, .
    In: MPRA Paper.
    RePEc:pra:mprapa:13326.

    Full description at Econpapers || Download paper

27. Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach. (2007). Wong, Wing-Keung ; Smyth, Russell ; Lean, Hooi Hooi.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:17:y:2007:i:2:p:125-141.

    Full description at Econpapers || Download paper

28. The Disappearing Calendar Anomalies in the Singapore Stock Market. (2006). Wong, Wing-Keung ; Agarwal, Aman .
    In: Lahore Journal of Economics.
    RePEc:lje:journl:v:11:y:2006:i:2:p:123-139.

    Full description at Econpapers || Download paper

29. Seasonalities in Chinas Stock Markets; Cultural or Structural?. (2006). Ong, Li L ; Long, LI ; Li L Ong, ; Mitchell, Jason D.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2006/004.

    Full description at Econpapers || Download paper

30. The Reversing Weekend Effect: Evidence from the U.S. Equity Markets. (2004). Gu, Anthony Yanxiang.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:22:y:2004:i:1:p:5-14.

    Full description at Econpapers || Download paper

31. The day-of-the-week effect in foreign exchange markets: multi-currency evidence. (2004). Yamori, Nobuyoshi ; Kurihara, Yutaka.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:18:y:2004:i:1:p:51-57.

    Full description at Econpapers || Download paper

32. Do bears and bulls swim across oceans? Market information transmission between greater China and the rest of the world. (2004). Firth, Michael ; Wang, Steven Shuye.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:14:y:2004:i:3:p:235-254.

    Full description at Econpapers || Download paper

33. 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.

    Full description at Econpapers || Download paper

34. The day of the week effect on stock market volatility and volume: International evidence. (2003). Berument, Hakan ; Kiymaz, Halil .
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:12:y:2003:i:4:p:363-380.

    Full description at Econpapers || Download paper

35. The reverse weekend effect: the U.S. market versus international markets. (2003). Schulman, Craig ; Liu, PU ; Brusa, Jorge .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:12:y:2003:i:3:p:267-286.

    Full description at Econpapers || Download paper

36. 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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

38. Day of the Week Effects : Recent Evidence from Nineteen Stock Markets. (2002). Bayar, Asli ; Kan, Ozgur Berk.
    In: Central Bank Review.
    RePEc:tcb:cebare:v:2:y:2002:i:2:p:77-90.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

40. Return and volatility behavior of dually-traded stocks: the case of Hong Kong. (2002). Rui, Oliver ; Firth, Michael ; Wang, Steven Shuye.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:21:y:2002:i:2:p:265-293.

    Full description at Econpapers || Download paper

41. Stock returns, seasonality and asymmetric conditional volatility in world equity markets. (2001). Bayar, Asli ; Balaban, Ercan.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:8:y:2001:i:4:p:263-268.

    Full description at Econpapers || Download paper

42. 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.

    Full description at Econpapers || Download paper

43. A Moving Average Comparison of the Tel-Aviv 25 and S&P 500 Stock Indices. (2001). Shachmurove, Yochanan ; Yagil, Joseph ; Benzion, Uri ; Ben Zion, Uri ; Klein, Paul .
    In: Penn CARESS Working Papers.
    RePEc:cla:penntw:4731f3394c43bebf4d3191c81d15e9f0.

    Full description at Econpapers || Download paper

44. An empirical test of individual and institutional trading patterns in Japan, Hong Kong, and Taiwan. (2000). Wang, Yung-Jang ; Walker, M..
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:24:y:2000:i:2:p:178-194.

    Full description at Econpapers || Download paper

45. Tests of technical trading strategies in the emerging equity markets of Latin America and Asia. (1999). Leal, Ricardo P. C., ; Ratner, Mitchell .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:23:y:1999:i:12:p:1887-1905.

    Full description at Econpapers || Download paper

46. Return distributions and the day-of-the-week effects in the stock exchange of Thailand. (1998). Chakornpipat, Rinjai ; Kamath, Ravindra ; Chatrath, Arjun.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:22:y:1998:i:2:p:97-107.

    Full description at Econpapers || Download paper

47. Weekly Pattern of Exchange Rate Risks: Evidence from Ten Asian-Pacific Currencies. (1998). .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:5:y:1998:i:3:p:261-274.

    Full description at Econpapers || Download paper

48. Testing for seasonal patterns in conditional return volatility: evidence from Asia-Pacific markets. (1997). Clare, Andrew ; Garrett, Ian ; Jones, Greg .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:7:y:1997:i:5:p:517-523.

    Full description at Econpapers || Download paper

49. Day of the week effect in international portfolio diversification: January vs non-January. (1997). Kwok, K-h., ; Tang, G. Y. N., .
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:9:y:1997:i:3:p:335-352.

    Full description at Econpapers || Download paper

50. 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.
    RePEc:taf:eurjfi:v:2:y:1996:i:4:p:333-351.

    Full description at Econpapers || Download paper

Report date: 2025-02-02 22:01:14 || Missing content? Let us know