Why investors should not be cautious about the academic approach to testing for stock market anomalies
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References listed on IDEAS
- Robert Hudson & Kevin Keasey & Kevin Littler, 2002. "Why investors should be cautious of the academic approach to testing for stock market anomalies," Applied Financial Economics, Taylor & Francis Journals, vol. 12(9), pages 681-686.
- David Hirshleifer & Tyler Shumway, 2003. "Good Day Sunshine: Stock Returns and the Weather," Journal of Finance, American Finance Association, vol. 58(3), pages 1009-1032, June.
- Paul Brockman & David Michayluk, 1998. "The persistent holiday effect: additional evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 5(4), pages 205-209.
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- repec:ddj:fserec:y:2017:p:95-112 is not listed on IDEAS
- Qadan, Mahmoud & Kliger, Doron, 2016. "The short trading day anomaly," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 62-80.
- Benjamin R. Auer & Horst Rottmann, 2013.
"Is there a Friday the 13th Effect in Emerging Asian Stock Markets?,"
CESifo Working Paper Series
4409, CESifo Group Munich.
- Auer, Benjamin R. & Rottmann, Horst, 2013. "Is there a Friday the 13th effect in ermerging Asian stock markets?," Weidener Diskussionspapiere 35, University of Applied Sciences Amberg-Weiden (OTH).
- Wessel Marquering & Johan Nisser & Toni Valla, 2006. "Disappearing anomalies: a dynamic analysis of the persistence of anomalies," Applied Financial Economics, Taylor & Francis Journals, vol. 16(4), pages 291-302.
- Auer, Benjamin R., 2014. "Daily seasonality in crude oil returns and volatilities," Energy Economics, Elsevier, vol. 43(C), pages 82-88.
- Paulo M. Gama & Elisabete F. S. Vieira, 2013. "Another look at the holiday effect," Applied Financial Economics, Taylor & Francis Journals, vol. 23(20), pages 1623-1633, October.
- Paul McGuinness, 2005. "A re-examination of the holiday effect in stock returns: the case of Hong Kong," Applied Financial Economics, Taylor & Francis Journals, vol. 15(16), pages 1107-1123.
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