Search Results

Calendar anomolies and stock market volatility in selected Arab stock exchanges

Authors: Kamaly, Ahmed; Tooma, Eskandar

Source: Applied Financial Economics, Volume 19, Number 11, June 2009 , pp. 881-892(12)

Publisher: Routledge, part of the Taylor & Francis Group

The impact of smoke on respiratory hospital outcomes during the 2002-2003 bushfire season, Victoria, Australia

Authors: THAM, Rachel; ERBAS, Bircan; AKRAM, Muhammad; DENNEKAMP, Martine; ABRAMSON, MichaelJ.

Source: Respirology, Volume 14, Number 1, January 2009 , pp. 69-75(7)

Publisher: Blackwell Publishing

American depository receipts and calendar anomalies

Authors: Bouges, Janie Casello; Jain, Ravi; Puri, Yash

Source: Applied Financial Economics, Volume 19, Number 1, January 2009 , pp. 17-25(9)

Publisher: Routledge, part of the Taylor & Francis Group

Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US

Authors: Osborn, Denise R.; Savva, Christos S.; Gill, Len

Source: Journal of Financial Econometrics, Volume 6, Number 3, 8 May 2008 , pp. 307-325(19)

Publisher: Oxford University Press

The impact of thin trading on day-of-the-week effect: Evidence from the United Arab Emirates

Author: Al-Khazali, Osamah M.

Source: Review of Accounting and Finance, Volume 7, Number 3, 2008 , pp. 270-284(15)

Publisher: Emerald Group Publishing Limited

Estimating stock market volatility using asymmetric GARCH models

Authors: Alberg, Dima; Shalit, Haim; Yosef, Rami

Source: Applied Financial Economics, Volume 18, Number 15, August 2008 , pp. 1201-1208(8)

Publisher: Routledge, part of the Taylor & Francis Group

The day-of-the-week effect in the Athens Stock Exchange (ASE)

Author: Tsangarakis, Nickolaos

Source: Applied Financial Economics, Volume 17, Number 17, November 2007 , pp. 1447-1454(8)

Publisher: Routledge, part of the Taylor & Francis Group

Do levels of airborne grass pollen influence asthma hospital admissions?

Authors: Erbas, B.; Chang, J.-H.; Dharmage, S.; Ong, E. K.; Hyndman, R.; Newbigin, E.; Abramson, M.

Source: Clinical & Experimental Allergy, Volume 37, Number 11, November 2007 , pp. 1641-1647(7)

Publisher: Blackwell Publishing

Day-of-the-week and other market anomalies in the Indian stock market

Authors: Raj, Mahendra; Kumari, Damini

Source: International Journal of Emerging Markets, Volume 1, Number 3, 2006 , pp. 235-246(12)

Publisher: Emerald Group Publishing Limited

Nonlinear forecast of financial time series through dynamical calendar correction

Authors: Leontitsis, Alexandros; Siriopoulos, Costas

Source: Applied Financial Economics Letters, Volume 2, Number 5, September 2006 , pp. 337-340(4)

Publisher: Routledge, part of the Taylor & Francis Group

Day-of-the-week effects in emerging stock markets

Authors: Basher, Syed A.; Sadorsky, Perry

Source: Applied Economics Letters, Volume 13, Number 10, 15 August 2006 , pp. 621-628(8)

Publisher: Routledge, part of the Taylor & Francis Group

The Friday Effect in European Securitized Real Estate Index Returns

Authors: Lenkkeri, Veera; Marquering, Wessel; Strunkmann-Meister, Ben

Source: The Journal of Real Estate Finance and Economics, Volume 33, Number 1, August 2006 , pp. 31-50(20)

Publisher: Springer

Seasonality in the Asia Pacific stock markets

Authors: Yakob, Noor Azuddin; Beal, Diana; Delpachitra, Sarath

Source: Journal of Asset Management, Volume 6, Number 4, 1 December 2005 , pp. 298-318(21)

Publisher: Palgrave Macmillan

A re-examination of the holiday effect in stock returns: the case of Hong Kong

Author: McGuinness, Paul B.

Source: Applied Financial Economics, Volume 15, Number 16, Number 16/1 November 2005 , pp. 1107-1123(17)

Publisher: Routledge, part of the Taylor & Francis Group

Day-of-the-Week Effect in High Moments

Authors: Galai, Dan; Kedar-Levy, Haim

Source: Financial Markets, Institutions & Instruments, Volume 14, Number 3, August 2005 , pp. 169-186(18)

Publisher: Blackwell Publishing

Day-of-the-week effects in the pre-holiday returns of the Standard & Poor's 500 stock index

Authors: Stephen P. Keef; Melvin L. Roush

Source: Applied Financial Economics, Volume 15, Number 2, January 15, 2005 , pp. 107-119(13)

Publisher: Routledge, part of the Taylor & Francis Group

Day-of-the-week effects: New Zealand bank bills, 1985-2000

Authors: Stephen P. Keef; Melvin L. Roush

Source: Applied Financial Economics, Volume 14, Number 12, August 1, 2004 , pp. 859-873(15)

Publisher: Routledge, part of the Taylor & Francis Group

The disappearing day-of-the-week effect in the world's largest equity markets

Authors: G. Kohers; N. Kohers; V. Pandey; T. Kohers

Source: Applied Economics Letters, Volume 11, Number 3, 20 February 2004 , pp. 167-171(5)

Publisher: Routledge, part of the Taylor & Francis Group

The impact of the Asian crisis on the behavior of US and international petroleum prices

Authors: Hammoudeh S.; Li H.

Source: Energy Economics, Volume 26, Number 1, January 2004 , pp. 135-160(26)

Publisher: Elsevier

A note on shuffled financial surrogates

Author: Leontitsis A.

Source: Mathematical and Computer Modelling, Volume 38, Number 1, July 2003 , pp. 33-40(8)

Publisher: Elsevier