Seasonalities in NYSE Bid-Ask Spreads and Stock Returns in January
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Cited by:
- Gur Huberman & Dominika Halka, 2001.
"Systematic Liquidity,"
Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 24(2), pages 161-178, June.
- Huberman, G. & Halka, D., 1999. "Systematic Liquidity," Papers 99-9, Columbia - Graduate School of Business.
- Faruk Bostanci & Saim Kilic, 2010. "The Effects of Free Float Ratios on Market Performance: An Empirical Study on the Istanbul Stock Exchange," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 12(45), pages 1-14.
- Fernando Rubio, 2005. "Eficiencia De Mercado, Administracion De Carteras De Fondos Y Behavioural Finance," Finance 0503028, University Library of Munich, Germany, revised 23 Jul 2005.
- Michael Reutter & Jakob Von Weizsacker & Frank Westermann, 2002. "SeptemBear - A seasonality puzzle in the German stock index DAX," Applied Financial Economics, Taylor & Francis Journals, vol. 12(11), pages 765-769.
- Mehmet Hasan Eken & Taylan Ozgür Uner, 2010. "Calendar Effects in the Stock Market and a Practice Relatedn to the Istanbul Stock Exchange Market (ISEM)," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 12(45), pages 59-95.
- repec:bor:iserev:v:12:y:2012:i:45:p:27-58 is not listed on IDEAS
- repec:bor:iserev:v:12:y:2012:i:45:p:1-26 is not listed on IDEAS
- repec:bor:iserev:v:12:y:2012:i:45:p:59-95 is not listed on IDEAS
- Weigerding, Michael, 2020. "Seasonal liquidity effects and their determinants on the covered bond market," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 288-303.
- Steven L. Jones & Winson Lee, 1995. "Evidence On The Behavior Of Bid And Ask Prices At The Turn Of The Year: Implications For The Survival Of Stock Return Seasonality," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 18(4), pages 383-400, December.
- A. R. Zafer Sayar & Onder Kaymaz & Ali Alp, 2010. "The Effect of the Transparency Level of the ISE-Listed Banks on Liquidity," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 12(45), pages 27-58.
- Brown, Stephen J. & Sotes-Paladino, Juan & Wang, Jiaguo(George) & Yao, Yaqiong, 2017. "Starting on the wrong foot: Seasonality in mutual fund performance," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 133-150.
- Fernando Rubio, 2005. "Estrategias Cuantitativas De Valor Y Retornos Por Accion De Largo," Finance 0503029, University Library of Munich, Germany.
- Chalmers, John M. R. & Kadlec, Gregory B., 1998. "An empirical examination of the amortized spread," Journal of Financial Economics, Elsevier, vol. 48(2), pages 159-188, May.
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