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World wide security market regularities

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  • Ziemba, William T.
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    File URL: http://www.sciencedirect.com/science/article/B6VCT-48MYH1K-6Y/2/f31c525ac0da2c641679c10e7392699a
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    Bibliographic Info

    Article provided by Elsevier in its journal European Journal of Operational Research.

    Volume (Year): 74 (1994)
    Issue (Month): 2 (April)
    Pages: 198-229

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    Handle: RePEc:eee:ejores:v:74:y:1994:i:2:p:198-229

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    Web page: http://www.elsevier.com/locate/eor

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    Cited by:
    1. V. Jog & I. Kaliszewski & W. Michalowski, 1998. "Using Trade-off Information in Attributes' Investing," Working Papers ir98019, International Institute for Applied Systems Analysis.
    2. J. K. Ashton & B. Gerrard & R. Hudson, 2003. "Economic impact of national sporting success: evidence from the London stock exchange," Applied Economics Letters, Taylor & Francis Journals, vol. 10(12), pages 783-785.
    3. Mehmet Hasan Eken & Taylan Ozg├╝r 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.
    4. 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.
    5. Jonathan Wiley & Leonard Zumpano, 2009. "Institutional Investment and the Turn-of-the-Month Effect: Evidence from REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 39(2), pages 180-201, August.
    6. repec:bor:iserev:v:12:y:2012:i:45:p:27-58 is not listed on IDEAS
    7. Booth, G. Geoffrey & Kallunki, Juha-Pekka & Martikainen, Teppo, 2001. "Liquidity and the turn-of-the-month effect: evidence from Finland," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 11(2), pages 137-146, June.
    8. Doyle, John R. & Chen, Catherine H., 2013. "Patterns in stock market movements tested as random number generators," European Journal of Operational Research, Elsevier, vol. 227(1), pages 122-132.
    9. 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.
    10. repec:bor:iserev:v:12:y:2012:i:45:p:1-26 is not listed on IDEAS
    11. repec:bor:iserev:v:12:y:2012:i:45:p:59-95 is not listed on IDEAS

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