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Weekly Patterns in Japanese Stock Returns

Citations

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Cited by:

  1. Sadia Anjum, 2020. "Impact of market anomalies on stock exchange: a comparative study of KSE and PSX," Future Business Journal, Springer, vol. 6(1), pages 1-11, December.
  2. Meher Shiva Tadepalli & Ravi Kumar Jain, 2018. "Persistence of calendar anomalies: insights and perspectives from literature," American Journal of Business, Emerald Group Publishing Limited, vol. 33(1/2), pages 18-60, April.
  3. Abdelkader Derbali & Slaheddine Hallara, 2016. "Day-of-the-week effect on the Tunisian stock market return and volatility," Cogent Business & Management, Taylor & Francis Journals, vol. 3(1), pages 1147111-114, December.
  4. Alves, Paulo & Carvalho, Luís, 2020. "Recent evidence on international stock market’s overreaction," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
  5. Faheem Aslam & Ahmed Imran Hunjra & Tahar Tayachi & Peter Verhoeven & Yasir Tariq Mohmand, 2022. "Calendar Anomalies in Islamic Frontier Markets," SAGE Open, , vol. 12(2), pages 21582440221, May.
  6. repec:bor:iserev:v:12:y:2012:i:45:p:1-26 is not listed on IDEAS
  7. Ising, Jan & Schiereck, Dirk & Simpson, Marc W. & Thomas, Thomas W., 2006. "Stock returns following large 1-month declines and jumps: Evidence of overoptimism in the German market," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(4), pages 598-619, September.
  8. repec:bor:iserev:v:12:y:2012:i:45:p:59-95 is not listed on IDEAS
  9. repec:rej:journl:v:9:y:2006:i:21:p:5-20 is not listed on IDEAS
  10. repec:rej:journl:v:9:y:2006:i:21:p:81-92 is not listed on IDEAS
  11. repec:rej:journl:v:9:y:2006:i:21:p:71-79 is not listed on IDEAS
  12. Yamori, Nobuyoshi & Kurihara, Yutaka, 2004. "The day-of-the-week effect in foreign exchange markets: multi-currency evidence," Research in International Business and Finance, Elsevier, vol. 18(1), pages 51-57, April.
  13. Mostafa Saidur Rahim Khan & Naheed Rabbani, 2019. "Market Conditions and Calendar Anomalies in Japanese Stock Returns," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 26(2), pages 187-209, June.
  14. 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.
  15. repec:rej:journl:v:9:y:2006:i:21:p:45-55 is not listed on IDEAS
  16. repec:rej:journl:v:9:y:2006:i:21:p:65-69 is not listed on IDEAS
  17. Susan Thorp & George Milunovich, 2006. "Information processing and measures of integration: New York, London and Tokyo," Research Paper Series 177, Quantitative Finance Research Centre, University of Technology, Sydney.
  18. Kenneth Hogholm & Johan Knif & Seppo Pynnonen, 2011. "Common and local asymmetry and day-of-the-week effects among EU equity markets," Quantitative Finance, Taylor & Francis Journals, vol. 11(2), pages 219-227.
  19. Milunovich, George & Thorp, Susan, 2007. "Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York," Journal of Multinational Financial Management, Elsevier, vol. 17(4), pages 275-289, October.
  20. repec:rej:journl:v:9:y:2006:i:21:p:95-100 is not listed on IDEAS
  21. 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.
  22. Hamori, Shigeyuki, 2001. "Seasonality and stock returns: some evidence from Japan," Japan and the World Economy, Elsevier, vol. 13(4), pages 463-481, December.
  23. Brailsford, Timothy J. & Faff, Robert W., 1996. "An evaluation of volatility forecasting techniques," Journal of Banking & Finance, Elsevier, vol. 20(3), pages 419-438, April.
  24. Jeffrey Jarrett & Eric Kyper, 2006. "Capital market efficiency and the predictability of daily returns," Applied Economics, Taylor & Francis Journals, vol. 38(6), pages 631-636.
  25. Becker, Kent G. & Finnerty, Joseph E. & Friedman, Joseph, 1995. "Economic news and equity market linkages between the U.S. and U.K," Journal of Banking & Finance, Elsevier, vol. 19(7), pages 1191-1210, October.
  26. 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.
  27. repec:rej:journl:v:9:y:2006:i:21:p:33-44 is not listed on IDEAS
  28. repec:bor:iserev:v:12:y:2012:i:45:p:27-58 is not listed on IDEAS
  29. Mookerjee, Rajen & Yu, Qiao, 1999. "Seasonality in returns on the Chinese stock markets: the case of Shanghai and Shenzhen," Global Finance Journal, Elsevier, vol. 10(1), pages 93-105.
  30. Tsutsui, Yoshiro, 2003. "Stock prices in Japan rise at night," Japan and the World Economy, Elsevier, vol. 15(4), pages 391-406, December.
  31. Cemal Berk O˛uzsoy & Sibel Guven, 2003. "Stock returns and the day-of-the-week effect in i-super-˙stanbul Stock Exchange," Applied Economics, Taylor & Francis Journals, vol. 35(8), pages 959-971.
  32. Balaban, Ercan & Ozgen, Tolga & Karidis, Socrates, 2018. "Intraday and interday distribution of stock returns and their asymmetric conditional volatility: Firm-level evidence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 905-915.
  33. Takato Hiraki & Edwin D. Maberly, 2000. "An analysis of Japanese stock return dynamics conditional on U.S. Monday holiday closures," FRB Atlanta Working Paper 2000-6, Federal Reserve Bank of Atlanta.
  34. repec:rej:journl:v:9:y:2006:i:21:p:57-63 is not listed on IDEAS
  35. Ahmad Mohammed Obaid Gharaibeh & Abdullah Swailem Al-Azmi, 2015. "Test of the Day of the Week Effect: The Case of Kuwait Stock Exchange," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 5(5), pages 757-765, May.
  36. Hiraki, Takato & Maberly, Edwin D., 1995. "Are preholiday returns in Tokyo really anomalous? If so, why?," Pacific-Basin Finance Journal, Elsevier, vol. 3(1), pages 93-111, May.
  37. repec:rej:journl:v:9:y:2006:i:21:p:21-32 is not listed on IDEAS
  38. CHUKWUOGOR-NDU, Chiaku & FERIDUN, Mete, 2006. "N Econometric Investigation Of The Day-Of-The-Week Effect And Returns Volatility In Fifteen Asia Pacific Financial Markets (1998-2003)," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(1).
  39. repec:rej:journl:v:9:y:2006:i:21:p:101-105 is not listed on IDEAS
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