Calendar effect (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Calendar effect" in English language version.

refsWebsite

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3sciencedirect.com

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2semanticscholar.org

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1fisherinvestments.com

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doi.org

Vasileiou, Evangelos (April 2018). "Is the turn of the month effect an "abnormal normality"? Controversial findings, new patterns and…hidden signs(?)". Research in International Business and Finance. 44: 153–175. doi:10.1016/j.ribaf.2017.07.057. ISSN 0275-5319. S2CID 157633009.
Sullivan, Ryan; Timmermann, Allan; White, Halbert (November 2001), "Dangers of data mining: The case of calendar effects in stock returns", Journal of Econometrics, 105: 249–286, doi:10.1016/S0304-4076(01)00077-X
Vasileiou, Evangelos (2015). "Long Live Day of the Week Patterns and the Financial Trends' Role. Evidence from the Greek Stock Market during the Euro Era (2002-12)". Investment Management and Financial Innovations. 12 (3). doi:10.2139/ssrn.2338430. ISSN 1556-5068. S2CID 154992237. SSRN 2338430.

fisherinvestments.com

"September Is Just a Month". September 2, 2013.

nar.realtor

Evangelou, Nadia (January 2, 2019). "Seasonality in the Housing Market". National Association of Realtors.

oup.com

academic.oup.com

Singal, Vijay (December 2003). "3". Beyond the Random Walk - The Weekend Effect.

sciencedirect.com

Ewald, Christian-Oliver; Haugom, Erik; Lien, Gudbrand; Størdal, Ståle; Wu, Yuexiang (November 2022). "Trading time seasonality in commodity futures: An opportunity for arbitrage in the natural gas and crude oil markets?" – via ScienceDirect.
Schwert, G. William (2003), "Chapter 15 Anomalies and market efficiency", Handbook of the Economics of Finance, Elsevier, pp. 939–974, ISBN 9780444513632
Sullivan, Ryan; Timmermann, Allan; White, Halbert (November 2001), "Dangers of data mining: The case of calendar effects in stock returns", Journal of Econometrics, 105: 249–286, doi:10.1016/S0304-4076(01)00077-X

semanticscholar.org

api.semanticscholar.org

Vasileiou, Evangelos (April 2018). "Is the turn of the month effect an "abnormal normality"? Controversial findings, new patterns and…hidden signs(?)". Research in International Business and Finance. 44: 153–175. doi:10.1016/j.ribaf.2017.07.057. ISSN 0275-5319. S2CID 157633009.
Vasileiou, Evangelos (2015). "Long Live Day of the Week Patterns and the Financial Trends' Role. Evidence from the Greek Stock Market during the Euro Era (2002-12)". Investment Management and Financial Innovations. 12 (3). doi:10.2139/ssrn.2338430. ISSN 1556-5068. S2CID 154992237. SSRN 2338430.

springer.com

link.springer.com

"Day-of-the-week effect: a meta-analysis". 25 September 2024 – via Springer Science+Business Media.

ssrn.com

papers.ssrn.com

Vasileiou, Evangelos (2015). "Long Live Day of the Week Patterns and the Financial Trends' Role. Evidence from the Greek Stock Market during the Euro Era (2002-12)". Investment Management and Financial Innovations. 12 (3). doi:10.2139/ssrn.2338430. ISSN 1556-5068. S2CID 154992237. SSRN 2338430.

worldcat.org

search.worldcat.org

Vasileiou, Evangelos (April 2018). "Is the turn of the month effect an "abnormal normality"? Controversial findings, new patterns and…hidden signs(?)". Research in International Business and Finance. 44: 153–175. doi:10.1016/j.ribaf.2017.07.057. ISSN 0275-5319. S2CID 157633009.
Vasileiou, Evangelos (2015). "Long Live Day of the Week Patterns and the Financial Trends' Role. Evidence from the Greek Stock Market during the Euro Era (2002-12)". Investment Management and Financial Innovations. 12 (3). doi:10.2139/ssrn.2338430. ISSN 1556-5068. S2CID 154992237. SSRN 2338430.