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Day-of-the-week effects in the pre-holiday returns of the Standard & Poors 500 stock index. (2005). Keef, Stephen ; Roush, Melvin L..
In: Applied Financial Economics.
RePEc:taf:apfiec:v:15:y:2005:i:2:p:107-119.

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Cited: 24

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Cites: 43

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  1. The Extended Holiday Effect on US capital market. (2020). Stefanescu, Rzvan ; Dumitriu, Ramona.
    In: MPRA Paper.
    RePEc:pra:mprapa:100463.

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  2. Islamic stocks, conventional stocks, and crude oil: Directional volatility spillover analysis in BRICS. (2020). Gasbarro, Dominic ; Wali, Muammer ; Hoque, Ariful ; Hassan, Kamrul.
    In: Energy Economics.
    RePEc:eee:eneeco:v:92:y:2020:i:c:s014098832030325x.

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  3. Seasonal anomalies in the market for American depository receipts. (2019). Lobo, Julio.
    In: Journal of Economics, Finance and Administrative Science.
    RePEc:ris:joefas:0148.

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  4. Holiday Effect on Large Stock Price Changes. (2019). Kudryavtsev, Andrey.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2019:v:20:i:2:kudryavtsev.

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  5. Holiday effect on stock price reactions to analyst recommendation revisions. (2018). Kudryavtsev, Andrey.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0095-6.

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  6. Persistence of calendar anomalies: insights and perspectives from literature. (2018). Jain, Ravi Kumar ; Tadepalli, Meher Shiva.
    In: American Journal of Business.
    RePEc:eme:ajbpps:ajb-08-2017-0020.

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  7. Determinants of holiday effects in mainland Chinese and Hong-Kong markets. (2018). Casalin, Fabrizio.
    In: China Economic Review.
    RePEc:eee:chieco:v:49:y:2018:i:c:p:45-67.

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  8. Ill Think about it Tomorrow: Price Drifts Following Large Pre-Holiday Stock Price Moves. (2017). Kudryavtsev, Andrey.
    In: The Review of Finance and Banking.
    RePEc:rfb:journl:v:09:y:2017:i:2:p:007-026.

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  9. A REVIEW ON THE EVOLUTION OF CALENDAR ANOMALIES. (2017). Satish, Kumar .
    In: Studies in Business and Economics.
    RePEc:blg:journl:v:12:y:2017:i:1:p:95-109.

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  10. Revisiting calendar anomalies: Three decades of multicurrency evidence. (2016). Kumar, Satish.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:86:y:2016:i:c:p:16-32.

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  11. The Pre-Holiday Effect in China: Abnormal Returns or Compensation for Risk?. (2015). Gupta, Rakesh ; Bianchi, Robert ; Yuan, Tian.
    In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
    RePEc:wsi:rpbfmp:v:18:y:2015:i:03:n:s0219091515500149.

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  12. Chinese Lunar New Year effect in Asian stock markets, 1999–2012. (2014). Gupta, Rakesh ; Yuan, Tian.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:54:y:2014:i:4:p:529-537.

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  13. Another look at the holiday effect. (2013). Elisabete F. S. Vieira, ; Gama, Paulo M..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:23:y:2013:i:20:p:1623-1633.

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  14. DOW effects in returns and in volatility of stock markets during quiet and turbulent times. (2013). Stefanescu, Razvan ; DUMITRIU, Ramona.
    In: MPRA Paper.
    RePEc:pra:mprapa:47218.

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  15. Holiday effects during quiet and turbulent times. (2012). Stefanescu, Razvan ; DUMITRIU, Ramona ; NISTOR, Costel .
    In: MPRA Paper.
    RePEc:pra:mprapa:41625.

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  16. Common and local asymmetry and day-of-the-week effects among EU equity markets. (2011). Knif, Johan ; Pynnonen, Seppo ; Hogholm, Kenneth .
    In: Quantitative Finance.
    RePEc:taf:quantf:v:11:y:2011:i:2:p:219-227.

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  17. Comparison of the turn-of-the-month and lunar new year return effects in three Chinese markets: Hong Kong, Shanghai and Shenzhen. (2011). Harris, Richard ; McGuinness, Paul .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:21:y:2011:i:13:p:917-929.

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  18. An investigation of the weekend effect during different market orientations. (2010). S P Uma Rao, ; Fuller, Phillip ; Boudreaux, Denis.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:34:y:2010:i:3:p:257-268.

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  19. The decline of calendar seasonality in the Australian stock exchange, 1958–2005. (2010). Worthington, Andrew.
    In: Annals of Finance.
    RePEc:kap:annfin:v:6:y:2010:i:3:p:421-433.

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  20. An empirical note on the holiday effect in the Australian stock market, 1996-2006. (2009). Worthington, Andrew ; Marrett, George .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:16:y:2009:i:17:p:1769-1772.

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  21. The impact of portfolio aggregation on day-of-the-week effect: Evidence from Finland. (2009). Knif, Johan ; Hogholm, Kenneth .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:20:y:2009:i:1:p:67-79.

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  22. Investigating the determinants of the Wednesday seasonal in Irish Equities. (2006). lucey, brian.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:20:y:2006:i:1:p:62-76.

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  23. A re-examination of the holiday effect in stock returns: the case of Hong Kong. (2005). McGuinness, Paul B..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:16:p:1107-1123.

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    RePEc:eee:finana:v:12:y:2003:i:2:p:207-221.

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  42. Testing the Significance of Calendar Effects. (2003). Hansen, Peter.
    In: Working Papers.
    RePEc:bro:econwp:2003-03.

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  43. The Halloween Indicator, Sell in May and Go Away: Another Puzzle. (2002). Bouman, Sven ; Jacobsen, Ben.
    In: American Economic Review.
    RePEc:aea:aecrev:v:92:y:2002:i:5:p:1618-1635.

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  44. Some Time Serial Properties of the Swedish Real Estate Stock Market, 1939-1998. (2001). Graflund, Andreas.
    In: Working Papers.
    RePEc:hhs:lunewp:2001_008.

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  45. Heterokedastic behavior of the Latin American emerging stock markets. (2001). ortiz, edgar ; Arjona, Enrique.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:10:y:2001:i:3:p:287-305.

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  46. Elusive anomalies in the Brazilian stock market. (2001). Madureira, Leonardo ; Leal, Ricardo P. C., .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:10:y:2001:i:2:p:123-134.

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  47. Losing Sleep at the Market: The Daylight Saving Anomaly. (2000). Levi, Maurice ; Kramer, Lisa ; Kamstra, Mark.
    In: American Economic Review.
    RePEc:aea:aecrev:v:90:y:2000:i:4:p:1005-1011.

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  48. Short-run overreaction in the New Zealand stock market. (1998). Iverson, David ; Bowman, Robert G..
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:6:y:1998:i:5:p:475-491.

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  49. Predictable and profitable price patterns: Evidence from US interest rates. (1996). Moorthy, Vivek .
    In: Economics Letters.
    RePEc:eee:ecolet:v:51:y:1996:i:1:p:101-107.

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  50. Some Empirics of the Turkish Stock Market. (1995). Balaban, Ercan.
    In: Discussion Papers.
    RePEc:tcb:dpaper:9508.

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