This study attempts to investigate the effects of Islamic events on both Islamic and
conventional stock markets and analyze which market reacts more pronouncedly to these …

Emanating from the influential survey of Barberis and Thaler (2003), this systematic literature
review examines the significant volume of studies on behavioral finance from 36 reputable …

Despite an extensive number of studies documenting evidence of seasonal anomalies in
developed markets, relatively few studies have comprehensively examined these anomalies …

Purpose In this study, the authors evaluate seven calendar anomalies'–the day of the week,
weekend, the month of the year, January, the turn of the month (TOM), Ramadan and Eid …

Weak-form efficiency in the stock markets of the Gulf Cooperation Council is examined using
daily, weekly, and monthly index data for the 10-year period 2000–2009. Various variance …

Most prior research has tested for monthly regularities based on the Gregorian calendar; by
contrast, little attention has been given to other calendars based on different religions or …

This study investigates the holiday effect in 14 emerging Central and Eastern European
(CEE) markets. The authors show that the holiday effect is present in the CEE region, with a …

This paper aims to provide an analysis of both mean and variance dynamics between
natural gas and stock markets, using the gas-rich Gulf state of Qatar as a case study. The …

This study investigated the impact of Muslim Holy Days on daily stock returns of Asian
financial markets for a period of 2001–2014. These markets include Pakistan, Bahrain …

Chinese public holidays of differing durations celebrated in mainland China and Hong Kong
provide a unique trading gap when the A-share markets are closed but the H-share market …