This study examines turn-of-month and pre-holiday effects on international markets. Turn-of-
month effects are significant in Canada, the UK, Australia, Switzerland, and West Germany …

We re-examine the day-of-the-week effect for eleven indexes from nine countries during the
1969–1992 period. The standard methodology as well as the moving average methodology …

Finansal piyasalarda işlem yapan bireysel yatırımcıların her zaman rasyonel çizgide hareket
ettiğini söylemek pek mümkün değildir. Bazen psikolojik ve kişilikten kaynaklanan unsurlar …

Purpose–The paper aims to investigate the monthly and trading month effects in the stock
market returns of the ASE using daily data before and after the crisis of 1999‐2001. In …

This paper endeavors to examine weak form efficiency in the Financial Times Stock
Exchange 100 (FTSE 100) under the ongoing theory of efficiency, namely the Efficient …

This paper investigates seasonal patterns in stock returns on the Shanghai and Shenzhen
stock markets. The paper documents several interesting findings. First, unlike studies for …

We test for reliable evidence of the day-of-the-week effect on both the mean and volatility for
the S&P/TSX Canadian return index. Unlike previous studies, we permit several …

This study investigates another calendar anomaly the literature does not yet address–the
week-of-the-year (WOY) effect. Using the weekly returns on the stock market indexes of 20 …

Market efficiency has always been the concern of market regulators, investors, and
researchers. Market efficiency tests showed different and mixed evidences in the developing …

This study investigates the relationship between stock returns and local weather through a
new channel—the influence of the air-cooling system installed in the New York Stock …