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Citations for "Patterns in Japanese Common Stock Returns: Day of the Week and Turn of the Year Effects"

by Jaffe, Jeffrey & Westerfield, Randolph

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  1. Tang, G. Y. N. & Kwok, K-h., 1997. "Day of the week effect in international portfolio diversification: January vs non-January," Japan and the World Economy, Elsevier, vol. 9(3), pages 335-352, August.
  2. Wu, Chunchi & Su, Youg-Chern, 1998. "Dynamic relations among international stock markets," International Review of Economics & Finance, Elsevier, vol. 7(1), pages 63-84.
  3. Cristiana Cristureanu & Ovidiu Marian, 2006. "International Tourism and Oil," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 9(21), pages 33-44, September.
  4. Leung, Mark T. & Daouk, Hazem & Chen, An-Sing, 2000. "Forecasting stock indices: a comparison of classification and level estimation models," International Journal of Forecasting, Elsevier, vol. 16(2), pages 173-190.
  5. Julijana Angelovska, 2013. "An Econometric Analysis of Market Anomaly - Day of the Week Effect on a Small Emerging Market," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 3(1), pages 314-322, January.
  6. Abhyankar, Abhay H., 1995. "Trading-round-the clock: Return, volatility and volume spillovers in the Eurodollar futures markets," Pacific-Basin Finance Journal, Elsevier, vol. 3(1), pages 75-92, May.
  7. Högholm, Kenneth & Knif, Johan, 2009. "The impact of portfolio aggregation on day-of-the-week effect: Evidence from Finland," Global Finance Journal, Elsevier, vol. 20(1), pages 67-79.
  8. Kunkel, Robert A. & Compton, William S. & Beyer, Scott, 2003. "The turn-of-the-month effect still lives: the international evidence," International Review of Financial Analysis, Elsevier, vol. 12(2), pages 207-221.
  9. Oana Ghiga, 2006. "Integrating Sustainable Development & Corporate Social Responsibility," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 9(21), pages 57-63, September.
  10. Lee, Bong-Soo & Rui, Oliver M., 2002. "The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence," Journal of Banking & Finance, Elsevier, vol. 26(1), pages 51-78, January.
  11. Ana Bobirca & Cristiana Cristureanu, 2006. "Competitiveness Assessment and Growth Opportunities of the Romanian Tourism Industry," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 9(21), pages 5-20, September.
  12. Fatemi, Ali M. & Park, Jinwoo, 1996. "Seasonal patterns in Japanese ADR returns and the US stock market influence," Japan and the World Economy, Elsevier, vol. 8(1), pages 65-79, March.
  13. Ali F. Darrat & Bin Li & Benjamin Liu & Jen Je Su, 2011. "A Fresh Look at Seasonal Anomalies: An International Perspective," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 10(2), pages 93-116, August.
  14. Rodica Milena Zaharia, 2006. "The EU Common Foreign and Security Policy and the 2007 enlargement wave: threats and opportunities," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 9(21), pages 81-92, September.
  15. Chui, Andy C. W. & Wei, K. C. John, 1998. "Book-to-market, firm size, and the turn-of-the-year effect: Evidence from Pacific-Basin emerging markets," Pacific-Basin Finance Journal, Elsevier, vol. 6(3-4), pages 275-293, August.
  16. Octavian-Dragomir Jora, 2006. "Might the Globalization Button Turn the European Social Bohemia off?," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 9(21), pages 95-100, September.
  17. Dennis Coates & Brad R. Humphreys, 2008. "The Effect of On-Field Success on Stock Prices: Evidence from Nippon Professional Baseball," Working Papers 0805, International Association of Sports Economists & North American Association of Sports Economists.
  18. Ratner, Mitchell, 1996. "Investigating the behavior and characteristics of the Madrid Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 20(1), pages 135-149, January.
  19. Chaoshin Chiao & David Cheng & Welfeng Hung, 2005. "Overreaction after Controlling for Size and Book-to-Market Effects and its Mimicking Portfolio in Japan," Review of Quantitative Finance and Accounting, Springer, vol. 24(1), pages 65-91, January.
  20. Anca Gabriela Ilie, 2006. "The Effects of Globalization on Young People," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 9(21), pages 65-69, September.
  21. Lei Gao & Gerhard Kling, 2005. "Calendar Effects in Chinese Stock Market," Annals of Economics and Finance, Society for AEF, vol. 6(1), pages 75-88, May.
  22. Alina Draghici, 2006. "What Knowledge-based Society in Europe?," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 9(21), pages 45-55, September.
  23. Asli Bayar & Ozgur Berk Kan, 2002. "Day of the Week Effects : Recent Evidence from Nineteen Stock Markets," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 2(2), pages 77-90.
  24. Husain, Fazal, 2000. "The Day of the Week Effect in the Pakistani Equity Market: An Investigation," MPRA Paper 5268, University Library of Munich, Germany.
  25. Cristiana Tudor, 2006. "Testing for seasonal anomalies in the Romanian Stock Market," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 9(21), pages 71-79, September.
  26. Ana-Maria Marinoiu, 2006. "What Will Happen after the European Integration?," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 9(21), pages 101-105, September.
  27. Gunaratne, P. S. M. & Yonesawa, Y., 1997. "Return reversals in the Tokyo Stock Exchange: A test of stock market overreaction," Japan and the World Economy, Elsevier, vol. 9(3), pages 363-384, August.
  28. Matsumoto, Keishiro & Hoban Jr., James P., 1999. "Seasonality in the rates of return on Japanese ADRs," Pacific-Basin Finance Journal, Elsevier, vol. 7(1), pages 67-81, February.
  29. Stefanescu, Razvan & Dumitriu, Ramona, 2011. "Turn - of - the - month effect on the Bucharest stock exchange," MPRA Paper 36566, University Library of Munich, Germany, revised 10 Feb 2012.
  30. Chen, Gongmeng & Kwok, Chuck C. Y. & Rui, Oliver M., 2001. "The day-of-the-week regularity in the stock markets of China," Journal of Multinational Financial Management, Elsevier, vol. 11(2), pages 139-163, April.
  31. Valentin Cojanu, 2006. "Mathematical formalism and significance in economics: a review of criticism," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 9(21), pages 21-32, September.