Search Results

Anomalies and stock returns: Australian evidence

Authors: Gharghori, Philip; Lee, Ronald; Veeraraghavan, Madhu

Source: Accounting and Finance, Volume 49, Number 3, September 2009 , pp. 555-576(22)

Publisher: Blackwell Publishing

Stock returns, size, and book-to-market equity

Author: Simlai, Pradosh

Source: Studies in Economics and Finance, Volume 26, Number 3, 2009 , pp. 198-212(15)

Publisher: Emerald Group Publishing Limited

Efficient markets versus behavioral anomalies: the case of REITs

Authors: Joel-Carbonell, Alexander; Rottke, Nico B.

Source: Journal of Property Investment and Finance, Volume 27, Number 4, 2009 , pp. 413-424(12)

Publisher: Emerald Group Publishing Limited

The Nature and Persistence of Buyback Anomalies

Authors: Peyer, Urs; Vermaelen, Theo

Source: Review of Financial Studies, Volume 22, Number 4, 20 April 2009 , pp. 1693-1745(53)

Publisher: Oxford University Press

An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach

Authors: Asgharian, Hossein; Hansson, Bjorn

Source: Applied Economics Letters, Volume 16, Number 6, April 2009 , pp. 625-628(4)

Publisher: Routledge, part of the Taylor & Francis Group

Optimal trading range and firm value around the Asian financial crisis

Author: Nainggolan, Yunieta Anny

Source: Afro-Asian J. of Finance and Accounting, Volume 1, Number 3, 31 March 2009 , pp. 215-234(20)

Publisher: Inderscience Publishers

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

Size and Value Anomalies under Regime Shifts

Authors: Guidolin, Massimo; Timmermann, Allan

Source: Journal of Financial Econometrics, Volume 6, Number 1, 28 November 2008 , pp. 1-48(48)

Publisher: Oxford University Press

A new perspective on financial anomalies in emerging markets: the case of China

Authors: Zhang, Zhichao; Sun, Wai; Wang, Hua

Source: Applied Financial Economics, Volume 18, Number 21, December 2008 , pp. 1681-1695(15)

Publisher: Routledge, part of the Taylor & Francis Group

Firm-specific characteristics and the cross-section of Australian stock exchange returns

Authors: van Rensburg, Paul; Janari, Emile

Source: Journal of Asset Management, Volume 9, Number 3, September 2008 , pp. 193-214(22)

Publisher: Palgrave Macmillan

Size effect, methodological issues and 'risk-to-default': evidence from the UK stock market

Authors: Andrikopoulos, Panagiotis; Daynes, Arief; Latimer, David; Pagas, Paraskevas

Source: The European Journal of Finance, Volume 14, Number 4, June 2008 , pp. 299-314(16)

Publisher: Routledge, part of the Taylor & Francis Group

Real-Time Forecasting and Political Stock Market Anomalies: Evidence for the United States

Authors: Bohl, Martin T.; Döpke, Jörg; Pierdzioch, Christian

Source: The Financial Review, Volume 43, Number 3, August 2008 , pp. 323-335(13)

Publisher: Blackwell Publishing

Explaining the Cross-section of Stock Returns in France: Characteristics or Risk Factors?

Author: Lajili-Jarjir, Souad

Source: The European Journal of Finance, Volume 13, Number 2, February 2007 , pp. 145-158(14)

Publisher: Routledge, part of the Taylor & Francis Group

Is <IT>V</IT>/<IT>P</IT> a distinct anomaly?

Author: Xu, Le (Emily)

Source: Review of Accounting and Finance, Volume 6, Number 4, 2007 , pp. 404-418(15)

Publisher: Emerald Group Publishing Limited

MACROECONOMIC NEWS AND STOCK MARKET CALENDAR AND WEATHER ANOMALIES

Author: Gerlach, Jeffrey R.

Source: The Journal of Financial Research, Volume 30, Number 2, Summer 2007 , pp. 283-300(18)

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

25 Years of Dutch Ipos: An Examination of Frequently Cited Ipo Anomalies Within Main Sectors and During Hot- and Cold-Issue Periods

Authors: Doeswijk, R.; Hemmes, H.; Venekamp, R.

Source: De Economist, Volume 154, Number 3, September 2006 , pp. 405-427(23)

Publisher: Springer

The Extreme Future Stock Returns Following I/B/E/S Earnings Surprises

Authors: DOYLE, JEFFREY T.; LUNDHOLM, RUSSELL J.; SOLIMAN, MARK T.

Source: Journal of Accounting Research, Volume 44, Number 5, December 2006 , pp. 849-887(39)

Publisher: Blackwell Publishing

Investor overreaction to going concern audit opinion announcements

Author: Schaub, Mark

Source: Applied Financial Economics, Volume 16, Number 16, 1 November 2006 , pp. 1163-1170(8)

Publisher: Routledge, part of the Taylor & Francis Group

Seasonality in Fund Performance: An Examination of the Portfolio Holdings and Trades of Investment Managers

Authors: Gallagher, DavidR.; Pinnuck, Matt

Source: Journal of Business Finance & Accounting, Volume 33, Numbers 7-8, September/October 2006 , pp. 1240-1266(27)

Publisher: Blackwell Publishing