Stock Market Anomalies: Evidence from Emerging BRIC Markets
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DOI: 10.1177/0972262913517329
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Cited by:
- Atsin, Jessica A.L. & Ocran, Matthew K., 2015. "Calendar effects and market anomalies on the Johannesburg Stock Exchange," MPRA Paper 87448, University Library of Munich, Germany.
- Shuang Feng & Jon T. Stewart, 2015. "A Review of Market Segmentation and Inefficiencies of the Chinese Stock Market," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 4(4), pages 18-28, October.
- Alin Marius ANDRIEŞ & Iulian IHNATOV & Nicu SPRINCEAN, 2017. "Do Seasonal Anomalies Still Exist In Central And Eastern European Countries? A Conditional Variance Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 60-83, December.
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Keywords
Stock Market Returns; Dummy Variable Regression; Day of the Week Effect; Month of the Year Effect; Emerging Markets;All these keywords.
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