Stock Market Seasonals and Prespecified Multifactor Pricing Relations
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- Gu, Anthony Yanxiang, 2003. "The declining January effect: evidences from the U.S. equity markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 43(2), pages 395-404.
- Alan Alford & Daryl M. Guffey, 1996. "A re‐examination of international seasonalities," Review of Financial Economics, John Wiley & Sons, vol. 5(1), pages 1-17, December.
- Wagner, Moritz & Lee, John Byong-Tek & Margaritis, Dimitris, 2022.
"Mutual fund flows and seasonalities in stock returns,"
Journal of Banking & Finance, Elsevier, vol. 144(C).
- Moritz Wagner & John Byong-Tek Lee & Dimitris Margaritis, 2018. "Mutual Fund Flows and Seasonalities in Stock Returns," Working Papers in Economics 18/17, University of Canterbury, Department of Economics and Finance.
- Brian Lucey & Shane Whelan, 2004. "Monthly and semi-annual seasonality in the Irish equity market 1934-2000," Applied Financial Economics, Taylor & Francis Journals, vol. 14(3), pages 203-208.
- Marc†Gregor Czaja & Hendrik Scholz & Marco Wilkens, 2010. "Interest Rate Risk Rewards in Stock Returns of Financial Corporations: Evidence from Germany," European Financial Management, European Financial Management Association, vol. 16(1), pages 124-154, January.
- Arbab Khalid Cheema & Wenjie Ding & Qingwei Wang, 2023. "The cross-section of January effect," Journal of Asset Management, Palgrave Macmillan, vol. 24(6), pages 513-530, October.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020.
"Historical evolution of monthly anomalies in international stock markets,"
Research in International Business and Finance, Elsevier, vol. 52(C).
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Historical Evolution of Monthly Anomalies in International Stock Markets," Working Papers 201950, University of Pretoria, Department of Economics.
- Erdinc Altay, 2003. "The Effect of Macroeconomic Factors on Asset Returns: A Comparative Analysis of the German and the Turkish Stock Markets in an APT Framework," Finance 0307006, University Library of Munich, Germany.
- Kenneth Beller & John R. Nofsinger, 1998. "On Stock Return Seasonality And Conditional Heteroskedasticity," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 21(2), pages 229-246, June.
- Partha Gangopadhyay, 1994. "Risk-Return Seasonality And Macroeconomic Variables," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 17(3), pages 347-361, September.
- Qiwei Chen, 2013. "Risk and seasonal effects: international evidence," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 11(4), pages 299-311, November.
- Arshad Hasan & M. Tariq Javed, 2009. "An Empirical Investigation of the Causal Relationship among Monetary Variables and Equity Market Returns," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 14(1), pages 115-137, Jan-Jun.
- Alford, Alan & Guffey, Daryl M., 1996. "A re-examination of international seasonalities," Review of Financial Economics, Elsevier, vol. 5(1), pages 1-17.
- Anthony Yanxiang Gu, 2015. "The June Phenomenon and the Changing Month of the Year Effect," Accounting and Finance Research, Sciedu Press, vol. 4(3), pages 1-1, August.
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