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A pre-holiday effect in the currency futures market: a note

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  • Liano, Kartono

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  • Liano, Kartono, 1995. "A pre-holiday effect in the currency futures market: a note," International Review of Economics & Finance, Elsevier, vol. 4(3), pages 299-304.
    • Handle: RePEc:eee:reveco:v:4:y:1995:i:3:p:299-304
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    References listed on IDEAS

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    1. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
    2. Johnston, Elizabeth Tashijan & Kracaw, William A. & McConnell, John J., 1991. "Day-of-the-Week Effects in Financial Futures: An Analysis of GNMA, T-Bond, T-Note, and T-Bill Contracts," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 26(1), pages 23-44, March.
    3. Keim, Donald B., 1989. "Trading patterns, bid-ask spreads, and estimated security returns : The case of common stocks at calendar turning points," Journal of Financial Economics, Elsevier, vol. 25(1), pages 75-97, November.
    4. Ariel, Robert A, 1990. "High Stock Returns before Holidays: Existence and Evidence on Possible Causes," Journal of Finance, American Finance Association, vol. 45(5), pages 1611-1626, December.
    5. Josef Lakonishok, Seymour Smidt, 1988. "Are Seasonal Anomalies Real? A Ninety-Year Perspective," The Review of Financial Studies, Society for Financial Studies, vol. 1(4), pages 403-425.
    6. Cavanaugh, Kenneth L., 1987. "Price dynamics in foreign currency futures markets," Journal of International Money and Finance, Elsevier, vol. 6(3), pages 295-314, September.
    7. Wilson, Jack W & Jones, Charles P, 1993. "Comparison of Seasonal Anomalies across Major Equity Markets: A Note," The Financial Review, Eastern Finance Association, vol. 28(1), pages 107-115, February.
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    1. Goodell, John W. & Kumar, Satish & Rao, Purnima & Verma, Shubhangi, 2023. "Emotions and stock market anomalies: A systematic review," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).

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