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Seasonality in the Asia Pacific stock markets

https://doi.org/10.1057/palgrave.jam.2240183
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/bf01733814openalex-snapshot
Seasonality and cultural influences on four Asian stock markets
inferredcites →https://doi.org/10.1016/0304-405x(87)90066-3openalex-snapshot
A monthly effect in stock returns
inferredcites →https://doi.org/10.1016/0304-405x(89)90097-4openalex-snapshot
Trading patterns, bid-ask spreads, and estimated security returns
inferredcites →https://doi.org/10.1016/0304-4076(86)90063-1openalex-snapshot
Generalized autoregressive conditional heteroskedasticity
inferredcites →https://doi.org/10.1016/s0378-4266(00)00167-9openalex-snapshot
A note on information seasonality and the disappearance of the weekend effect in the UK stock market
inferredcites →https://doi.org/10.1080/07474939208800229openalex-snapshot
Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
inferredcites →https://doi.org/10.1080/09603100010000839openalex-snapshot
Emerging stock markets return seasonalities: the January effect and the tax-loss selling hypothesis
inferredcites →https://doi.org/10.1080/096031000331653openalex-snapshot
Day of the week effect in emerging Asian stock markets: evidence from the GARCH model
inferredcites →https://doi.org/10.1080/096031000331761openalex-snapshot
Seasonality in the Athens stock exchange
inferredcites →https://doi.org/10.1080/096031000416442openalex-snapshot
Security price anomalies in an emerging market: the case of the Athens Stock Exchange
inferredcites →https://doi.org/10.1080/096031001300314009openalex-snapshot
Modelling the volatility in East European emerging stock markets: evidence on Hungary and Poland
inferredcites →https://doi.org/10.1080/0960310021000020924openalex-snapshot
Stability of the day of the week effect in return and in volatility at the Indian capital market: a GARCH approach with proper mean specification
inferredcites →https://doi.org/10.1080/096031098333096openalex-snapshot
The diminishing calendar anomalies in the stock exchange of Singapore
inferredcites →https://doi.org/10.1080/096031099332014openalex-snapshot
The weekday effect on the Shanghai stock exchange
inferredcites →https://doi.org/10.1080/135048500415923openalex-snapshot
Anomalous daily seasonality in Ireland?
inferredcites →https://doi.org/10.1080/13504850150504504openalex-snapshot
Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects
inferredcites →https://doi.org/10.1080/135048501750104051openalex-snapshot
Stock returns, seasonality and asymmetric conditional volatility in world equity markets
inferredcites →https://doi.org/10.1080/1350485022000041041openalex-snapshot
Monthly seasonality of the returns and volatility of the IBEX-35 index and its futures contract
inferredcites →https://doi.org/10.1080/758527670openalex-snapshot
Day of the week effect on the Greek stock market
inferredcites →https://doi.org/10.1086/232221openalex-snapshot
Stock Prices: A Problem in Verification
inferredcites →https://doi.org/10.1086/295930openalex-snapshot
A Tax Loss Trading Rule
inferredcites →https://doi.org/10.1086/296147openalex-snapshot
Day of the Week Effects and Asset Returns
inferredcites →https://doi.org/10.1093/biomet/65.2.297openalex-snapshot
On a Measure of Lack of Fit in Time Series Models
inferredcites →https://doi.org/10.1093/rfs/2.4.607openalex-snapshot
The Weekend Effect in Information Releases: A Study of Earnings and Dividend Announcements
inferredcites →https://doi.org/10.1111/j.1475-6803.1989.tb00101.xopenalex-snapshot
HOLIDAY CLOSINGS AND SECURITY RETURNS
inferredcites →https://doi.org/10.1111/j.1475-6803.2000.tb00757.xopenalex-snapshot
INTERNATIONAL EVIDENCE ON WEEKEND ANOMALIES
inferredcites →https://doi.org/10.1111/j.1540-6261.1977.tb03250.xopenalex-snapshot
CAPITAL GAINS TAXATION AND YEAR‐END STOCK MARKET BEHAVIOR
inferredcites →https://doi.org/10.1111/j.1540-6261.1985.tb05004.xopenalex-snapshot
Does the Stock Market Overreact?
inferredcites →https://doi.org/10.1111/j.1540-6261.1987.tb04569.xopenalex-snapshot
Further Evidence On Investor Overreaction and Stock Market Seasonality
inferredcites →https://doi.org/10.1111/j.1540-6261.1990.tb05089.xopenalex-snapshot
The Weekend Effect: Trading Patterns of Individual and Institutional Investors
inferredcites →https://doi.org/10.1142/s0219091504000032openalex-snapshot
Another Look at the Tuesday Effect in Australia
inferredcites →https://doi.org/10.1142/s0219091599000205openalex-snapshot
Short-Term Seasonalities on the Jakarta Stock Exchange
inferredcites →https://doi.org/10.1177/0256090920040303openalex-snapshot
Stock Market Seasonality in an Emerging Market
inferredcites →https://doi.org/10.1177/0256090920040403openalex-snapshot
Time Varying Volatility in the Indian Stock Market
inferredcites →https://doi.org/10.1177/056943450404800206openalex-snapshot
The Monthly Effect in Stock Returns and Conditional Heteroscedasticity
inferredcites →https://doi.org/10.2307/1912773openalex-snapshot
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
inferredcites →https://doi.org/10.2307/1913242openalex-snapshot
Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model
inferredcites →https://doi.org/10.2469/faj.v44.n3.83openalex-snapshot
A Possible Explanation of the Weekend Effect

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.1597031openalex-extracted
Do Information Transmissions among Stock Markets of Greater China Become Stronger? A Nonlinear Perspective
inferred← citeshttps://doi.org/10.2139/ssrn.2908662openalex-extracted
An Investigation into the Role of Short-Selling and Its Impact on the Weekend Effect – Evidence from Australian Market
inferred← citeshttps://doi.org/10.2139/ssrn.4107830openalex-extracted
Behavioural Finance: A Synthetic Review of Literature and Future Development
inferred← citeshttps://doi.org/10.1007/978-3-030-98012-2_20openalex-snapshot
Seasonality Analysis of US Stock Market
inferred← citeshttps://doi.org/10.1007/s40622-014-0050-4openalex-snapshot
Settlement cycle and day of the week anomaly: empirical evidence from Indian stock market
inferred← citeshttps://doi.org/10.1016/s0196-3821(07)00207-9openalex-snapshot
Overreaction and seasonality in Asian stock indices: Evidence from Korea, Hong Kong and Japan
inferred← citeshttps://doi.org/10.1017/bap.2024.11openalex-snapshot
Happy Holidays? Evidence from Chinese Stock Exchanges
inferred← citeshttps://doi.org/10.1080/00036846.2015.1071469openalex-snapshot
The Saturday effect: an interesting anomaly in the Saudi stock market
inferred← citeshttps://doi.org/10.1080/09603100802167296openalex-snapshot
Seasonality tests on the Shanghai and Shenzhen stock exchanges: an empirical analysis
inferred← citeshttps://doi.org/10.1080/09603107.2010.548782openalex-snapshot
Comparison of the ‘turn-of-the-month’ and lunar new year return effects in three Chinese markets: Hong Kong, Shanghai and Shenzhen
inferred← citeshttps://doi.org/10.1080/09603107.2011.577007openalex-snapshot
Granger causal relations among Greater China stock markets: a nonlinear perspective
inferred← citeshttps://doi.org/10.1080/09603107.2014.925054openalex-snapshot
Volatility transmission across currencies and stock markets: GIIPS in crisis
inferred← citeshttps://doi.org/10.1080/13504851.2011.572838openalex-snapshot
Day-of-the-week effect on the return and conditional variance of the H-shares index in Hong Kong
inferred← citeshttps://doi.org/10.1108/14757700810898258openalex-snapshot
The impact of thin trading on day‐of‐the‐week effect
inferred← citeshttps://doi.org/10.1108/17468801011032819openalex-snapshot
The Saturday effect in emerging stock markets: a stochastic dominance approach
inferred← citeshttps://doi.org/10.1108/ajar-03-2020-0019openalex-snapshot
Spillover effects in the financial year cycle for Indian markets
inferred← citeshttps://doi.org/10.1142/s0219091515500149openalex-snapshot
The Pre-Holiday Effect in China: Abnormal Returns or Compensation for Risk?
inferred← citeshttps://doi.org/10.14457/nida.the.2013.5openalex-snapshot
Stock market bubbles, investment risk and the role of monetary policy in Thailand
inferred← citeshttps://doi.org/10.17492/mudra.v4i01.9780openalex-snapshot
Seasonality in the Indian Stock Markets: A Study of Calendar Effects
inferred← citeshttps://doi.org/10.19030/iber.v7i3.3234openalex-snapshot
Calendar Effects In The Indian Stock Market
inferred← citeshttps://doi.org/10.21098/bemp.v22i2.1092openalex-snapshot
REVISITING CALENDAR ANOMALIES IN BRICS COUNTRIES
inferred← citeshttps://doi.org/10.21511/imfi.19(4).2022.13openalex-snapshot
Changes to the trading calendar and the day of the week effect in returns and volatility of the Saudi Stock Exchange
inferred← citeshttps://doi.org/10.24843/matrik:jmbk.2021.v15.i02.p12openalex-snapshot
Testing of January Effect on the Indonesian Capital Market: Sectoral Analysis of GARCH Models
inferred← citeshttps://doi.org/10.31384/jisrmsse/2019.17.1.10openalex-snapshot
Impact of firm size on the Weekend effect: The Australian Stock Exchange evidence
inferred← citeshttps://doi.org/10.31578/.v5i1.101openalex-snapshot
DOES DAY-OF-THE-WEEK ANOMALY INFLUENCE BRICS STOCK MARKETS? A UNIT ROOT TESTING APPROACH
inferred← citeshttps://doi.org/10.34260/jbt.v1i1.7openalex-snapshot
National Holiday Anomaly in Pakistani Stock market: Evidence from Karachi Stock Exchange KSE 100 Index
inferred← citeshttps://doi.org/10.4018/978-1-7998-5083-0.ch003openalex-snapshot
Investigation of the Calendar Effect
inferred← citeshttps://doi.org/10.53555/eijbms.v7i2.118openalex-snapshot
EXPLORING BEHAVIORAL ASPECTS OF MARKET EFFICIENCY AND ANOMALIES
inferred← citeshttps://doi.org/10.5539/ijbm.v11n2p274openalex-snapshot
Effects of Holidays on the Malaysian Stock Exchange
inferred← citeshttps://doi.org/10.9790/487x-15010020231-36openalex-snapshot
An Examination of Stock Market Anomalies: A Study in the Context of Make in India Movement
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