Calendar anomalies: Abnormal returns at calendar turning points
BI Jacobs, KN Levy - Financial Analysts Journal, 1988 - Taylor & Francis
There is overwhelming evidence that abnormal equity returns are associated with the turn of
the year, the week and the month, as well as with holidays and the time of day. These …
the year, the week and the month, as well as with holidays and the time of day. These …
[BOOK][B] The weekend effect in UK stock market returns
JLG Board, CMS Sutcliffe - 1988 - academia.edu
In recent years it has been found that stock market returns in a number of countries (UK,
USA, Canada, Japan, Finland and Australia) are not completely random. A common form of …
USA, Canada, Japan, Finland and Australia) are not completely random. A common form of …
The derivatives sourcebook
T Lim, AW Lo, RC Merton… - Foundations and Trends …, 2006 - nowpublishers.com
Abstract The Derivatives Sourcebook is a citation study and classification system that
organizes the many strands of the derivatives literature and assigns each citation to a …
organizes the many strands of the derivatives literature and assigns each citation to a …
Telling Fortunes: Challenging the Efficient Markets Hypothesis by Prediction
J Lindgren - S. Cal. Interdisc. LJ, 1992 - HeinOnline
Whether anyone can predict the future course of the stock market has been debated for over
three decades. The efficient markets hypothesis holds that the stock market is so efficient …
three decades. The efficient markets hypothesis holds that the stock market is so efficient …
[CITATION][C] ON STOCK PRICE AND PORTFOLIO DIVERSIFICATION
CW Amadi, DC Anderson, OW Gilley - BUSINESS AND BEHAVIORAL SCIENCES …, 2000