Revisiting the Holiday Effect: is it on holiday?

Citations

Cited by:

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15. Marcus Scheiblecker, 2003. "Der Arbeitstagseffekt im vierteljährlichen Bruttoinlandsprodukt. Eine empirische Analyse anhand saisonaler Zeitreihenmodelle," WIFO Monatsberichte (monthly reports), WIFO, vol. 76(11), pages 829-839, November.
16. Andrew Worthington, 2010. "The decline of calendar seasonality in the Australian stock exchange, 1958–2005," Annals of Finance, Springer, vol. 6(3), pages 421-433, July.
17. Stefanescu Razvan & Dumitriu Ramona, 2021. "The Extended Holiday Effects on Bucharest Stock Exchange during Coronavirus Pandemic," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 293-303.
18. Andrew C. Worthington, 2007. "National Exuberance: A Note On The Melbourne Cup Effect In Australian Stock Returns," Economic Papers, The Economic Society of Australia, vol. 26(2), pages 170-179, June.
19. repec:rfb:journl:v:09:y:2017:i:2:p:007-026 is not listed on IDEAS
20. Bogdan Batrinca & Christian W. Hesse & Philip C. Treleaven, 2018. "European trading volumes on cross‐market holidays," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 23(4), pages 675-704, October.
21. Holden, Ken & Thompson, John & Ruangrit, Yuphin, 2005. "The Asian crisis and calendar effects on stock returns in Thailand," European Journal of Operational Research, Elsevier, vol. 163(1), pages 242-252, May.
22. Paul McGuinness & Richard Harris, 2011. "Comparison of the 'turn-of-the-month' and lunar new year return effects in three Chinese markets: Hong Kong, Shanghai and Shenzhen," Applied Financial Economics, Taylor & Francis Journals, vol. 21(13), pages 917-929.
23. Alagidede, Paul, 2008. "Month-of-the-year and pre-holiday seasonality in African stock markets," Stirling Economics Discussion Papers 2008-23, University of Stirling, Division of Economics.
24. KUMAR Satish, 2017. "A Review On The Evolution Of Calendar Anomalies," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 12(1), pages 95-109, April.
25. George Marrett & Andrew Worthington, 2009. "An empirical note on the holiday effect in the Australian stock market, 1996-2006," Applied Economics Letters, Taylor & Francis Journals, vol. 16(17), pages 1769-1772.
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27. Dumitriu, Ramona & Stefanescu, Răzvan, 2020. "The Extended Holiday Effect on US capital market," MPRA Paper 100463, University Library of Munich, Germany, revised 17 May 2020.
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30. Taufeeque Ahmad Siddiqui & Isha Narula, 2013. "Market Efficiency and Anomalies: Evidences from S&P CNX NIFTY," Vision, , vol. 17(3), pages 233-245, September.