-
1
-
-
0032779334
-
Inflation and asset returns
-
Barnes, M., Boyd, J. H. and Smith, B. D. (1999) Inflation and asset returns, European Economic Review, 43, 737-54.
-
(1999)
European Economic Review
, vol.43
, pp. 737-754
-
-
Barnes, M.1
Boyd, J.H.2
Smith, B.D.3
-
2
-
-
0002897891
-
The behaviour of stock prices on Friday and Monday
-
November/December
-
Cross, F. (1973) The behaviour of stock prices on Friday and Monday, Financial Analysts Journal, November/December, 67-9.
-
(1973)
Financial Analysts Journal
, pp. 67-69
-
-
Cross, F.1
-
3
-
-
0002528209
-
The behaviour of stock market prices
-
Fama, E. F. (1965) The behaviour of stock market prices. Journal of Business, 38, 34-105.
-
(1965)
Journal of Business
, vol.38
, pp. 34-105
-
-
Fama, E.F.1
-
4
-
-
49149143225
-
Stock returns and the weekend effect
-
French, K. R. (1980) Stock returns and the weekend effect, Journal of Financial Economics, 8, 55-69.
-
(1980)
Journal of Financial Economics
, vol.8
, pp. 55-69
-
-
French, K.R.1
-
5
-
-
0000334056
-
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.
-
(1981)
Journal of Business
, vol.54
, pp. 579-596
-
-
Gibbons, M.R.1
Hess, P.2
-
6
-
-
84920650577
-
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
-
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
-
-
0000419439
-
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
-
-
48749147730
-
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
-
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
-
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.
-
(1984)
Journal of Finance
, vol.39
, pp. 819-835
-
-
Keim, D.B.1
Stambaugh, R.2
-
12
-
-
84977733807
-
The weekend effect: Trading patterns of individual and institutional investors
-
Lakonishok, J. and Maberly, E. (1990) The weekend effect: trading patterns of individual and institutional investors, Journal of Finance, 45, 231-43.
-
(1990)
Journal of Finance
, vol.45
, pp. 231-243
-
-
Lakonishok, J.1
Maberly, E.2
-
14
-
-
0000661634
-
Periodic structure in the Brownian motion of the stock market
-
Osborne, M. F. M. (1962) Periodic structure in the Brownian motion of the stock market, Operations Research, 10, 345-79.
-
(1962)
Operations Research
, vol.10
, pp. 345-379
-
-
Osborne, M.F.M.1
-
15
-
-
0038283097
-
Comment on 'why a weekend effect?'
-
Winter
-
Ziemba, W. T. (1993) Comment on 'Why a weekend effect?', Journal of Portfolio Management, Winter, 93-9.
-
(1993)
Journal of Portfolio Management
, pp. 93-99
-
-
Ziemba, W.T.1
|