Are investors moonstruck? Further international evidence on lunar phases and stock returns
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References listed on IDEAS
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- Kaplanski, Guy & Levy, Haim, 2012. "Real estate prices: An international study of seasonality's sentiment effect," Journal of Empirical Finance, Elsevier, vol. 19(1), pages 123-146.
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- Reschenhofer, Erhard & Lingler, Michaela, 2013. "Detecting synchronous cycles in financial time series of unequal length," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 1-9.
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- Kaustia, Markku & Rantapuska, Elias, 2013. "Does mood affect trading behavior?," SAFE Working Paper Series 4, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
- Kim, Jae H., 2017.
"Stock returns and investors' mood: Good day sunshine or spurious correlation?,"
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More about this item
KeywordsLunar effects International Stock indices Returns Panel model Calendar anomalies;
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