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Applied Economics Letters
Volumn 8, Issue 3, 2001, Pages 155-158
Seasonality in Southeast Asian stock markets: Some new evidence on day-of-the-week effects
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EID: 33745077889     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/13504850150504504     Document Type: Article
Times cited : (76)
References (8)
  • 1
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    • Stock returns and the weekend effect
    • French, K. R. (1980) Stock returns and the weekend effect, Journal of Financial Economics, 8, 55-69.
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    • French, K.R.1
  • 2
    • 0000334056 scopus 로고
    • Day of the week effects and asset returns
    • Gibbons, M. R. and Hess, P. J. (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.J.2
  • 3
    • 80051899787 scopus 로고
    • The weekend effect in common stock returns: The international evidence
    • Jaffe, J. R. and Westerfield, R. (1985) The weekend effect in common stock returns: the international evidence, Journal of Finance, 40, 432-54.
    • (1985) Journal of Finance , vol.40 , pp. 432-454
    • Jaffe, J.R.1    Westerfield, R.2
  • 4
    • 0001281632 scopus 로고
    • Some anomalous evidence regarding market efficiency
    • Jensen, M. C. (1978) Some anomalous evidence regarding market efficiency, Journal of Financial Economics, 6, 95-101.
    • (1978) Journal of Financial Economics , vol.6 , pp. 95-101
    • Jensen, M.C.1
  • 5
    • 84944835445 scopus 로고
    • A further investigation of the weekend effect in stock returns
    • Keim, D. B. and Stambaugh, R. F. (1984) A further investigation of the weekend effect in stock returns, Journal of Finance, 39, 819-40.
    • (1984) Journal of Finance , vol.39 , pp. 819-840
    • Keim, D.B.1    Stambaugh, R.F.2
  • 6
    • 0000706085 scopus 로고
    • A simple, positive semi-definite heteroscedasticity and autocorrelation-consistent covariance matrix
    • Newey, W. K. and West, K. D. (1987) A simple, positive semi-definite heteroscedasticity and autocorrelation-consistent covariance matrix, Econometrica, 55, 703-8.
    • (1987) Econometrica , vol.55 , pp. 703-708
    • Newey, W.K.1    West, K.D.2
  • 7
    • 38249036784 scopus 로고
    • The distribution of earnings news over time and seasonalitlites in aggregate stock returns
    • Penman, S. H. (1987) The distribution of earnings news over time and seasonalitlites in aggregate stock returns, Journal of Financial Economics, 18, 199-228.
    • (1987) Journal of Financial Economics , vol.18 , pp. 199-228
    • Penman, S.H.1
  • 8
    • 0000095552 scopus 로고
    • A heteroscedasticity-consitent covariance matrix estimator and a direct test for heteroscedasticity
    • White, H. (1980) A heteroscedasticity-consitent covariance matrix estimator and a direct test for heteroscedasticity, Econometrica, 48, 817-38.
    • (1980) Econometrica , vol.48 , pp. 817-838
    • White, H.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.