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Volumn 35, Issue 8, 2003, Pages 959-971

Stock returns and the day-of-the-week effect in Istanbul Stock Exchange

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL MARKET; INVESTMENT; STOCK MARKET; TEMPORAL VARIATION;

EID: 0038007956     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/0003684032000050586     Document Type: Article
Times cited : (24)

References (15)
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  • 3
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    • The behaviour of stock market prices
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    • Fama, E.F.1
  • 4
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    • Stock returns and the weekend effect
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    • French, K.R.1
  • 5
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    • Day of the week effects and asset returns
    • Gibbons, M. R. and Hess, P. (1981) Day of the week effects and asset returns, Journal of Business, 54, 579-96.
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    • Gibbons, M.R.1    Hess, P.2
  • 6
    • 84920650577 scopus 로고
    • Stock market returns and inflation: Evidence from other countries
    • Gultekin, N. B. (1983) Stock market returns and inflation: evidence from other countries, Journal of Finance, 38, 49-65.
    • (1983) Journal of Finance , vol.38 , pp. 49-65
    • Gultekin, N.B.1
  • 7
    • 0013256393 scopus 로고
    • On the predictability of common stock returns: World-wide evidence
    • R. Jarrow, V. Maksimovic and W. T. Ziemba (Eds.) North-Holland, Amsterdam
    • Hawawini, G. and Keim, D. (1994) On the predictability of common stock returns: world-wide evidence, In: R. Jarrow, V. Maksimovic and W. T. Ziemba (Eds.) Finance, North-Holland, Amsterdam.
    • (1994) Finance
    • Hawawini, G.1    Keim, D.2
  • 8
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    • Weekly patterns in Japanese stock returns
    • Kato, K. (1990) Weekly patterns in Japanese stock returns, Management Science, 36, 1031-43.
    • (1990) Management Science , vol.36 , pp. 1031-1043
    • Kato, K.1
  • 9
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    • Size-related anomalies and stock return seasonality: Further empirical evidence
    • Keim, D. B. (1983) Size-related anomalies and stock return seasonality: further empirical evidence, Journal of Financial Economics, 12, 13-32.
    • (1983) Journal of Financial Economics , vol.12 , pp. 13-32
    • Keim, D.B.1
  • 10
    • 0010758121 scopus 로고
    • Daily returns and size-related premiums: One more time
    • Winter
    • Keim, D. B. (1987) Daily returns and size-related premiums: one more time, Journal of Portfolio Management, Winter, 41-7.
    • (1987) Journal of Portfolio Management , pp. 41-47
    • Keim, D.B.1
  • 11
    • 84944835445 scopus 로고
    • A further investigation of the weekend effect in stock returns
    • Keim, D. B. and Stambaugh, R. (1984) A further investigation of the weekend effect in stock returns, Journal of Finance, 39, 819-35.
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    • Keim, D.B.1    Stambaugh, R.2
  • 12
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    • The weekend effect: Trading patterns of individual and institutional investors
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    • Lakonishok, J.1    Maberly, E.2
  • 14
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    • Periodic structure in the Brownian motion of the stock market
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    • Osborne, M.F.M.1
  • 15


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.