1. The performance of moving average rules in emerging stock markets. (2008). S. G. M. Fifield, ; Power, D. M. ; D. G. S. Knipe, .
   In: Applied Financial Economics.
   RePEc:taf:apfiec:v:18:y:2008:i:19:p:1515-1532.

   Full description at Econpapers || Download paper

1. Aggarwal, A., Tandom, K., 1994. Anomalies or Illusions Evidence of Stock Markets in 18 countries. Journal of International Money and finance 13 (1), 83-106.
   Paper not yet in RePEc: Add citation now
   

2. Aggarwal, R., Rivoli, P., 1989. Seasonal and Day-of-the-Week Effects In Four Emerging Stock Markets. Financial Review 24 (4), 541-550.

3. Allen, Franklin, and Risto Karajalainen, 1999, Using Genetic Algorithms to Find Technical Trading Rules, Journal of financial economics 51, 245-271.

4. Antoniou, Antonios; Ergul, Nuray; Holmes, Phil. Market Efficiency, Thin Trading and Non-linear Behavior: Evidence from an Emerging Market. European Financial Management. Vol. 3 (2). p 175-90. July 1997.

5. Bessembinder, H., Chan, K., 1995. The Profitability of Technical Trading Rules in the Asian Stock Markets. Pacific-Basin Finance Journal 3 (2/3), 257-284.

6. Blume, Lawrence, David Easley, and Maureen Oíhara, 1994, Market Statistics and Technical Analysis: The Role of Volume, Journal of Finance 49, 153-181.

7. Brock, W., Lakonishok, J., Lebaron, B., 1992. Simple Technical trading rules and the stochastic properties of stock returns. Journal of Finance 47, 1731-1764.

8. Brown, David, and Robert Jennings, 1989. On Technical Analysis, Review of Financial Studies 2, 527-551.
   Paper not yet in RePEc: Add citation now
   

9. Cadsby, C., Ratner, M., 1992. Turn-of-Month and Pre-Holiday Effects in Stock Returns: Some International Evidence. Journal of banking and finance 16, 497-510.

10. Chan, Louis, Narasihan Jegadeesh, and Jeseph Lakonishok, 1996, Momentum Strategies, Journal of Finance. 51, 1861-1713.

11. Chang, Kevin; Osler, Carol L. Evaluating Chart-Based Technical Analysis: The Head- and-Shoulders Pattern in Foreign Exchange Markets. Federal Reserve Bank of New York Research Paper. 9414. p 30. August 1994.

12. De Bondt, W.F.M., Thaler, R.H., 1985. Does The Stock Market Overreact, Journal of Finance 40, 793-805.

13. Ellinger, A.G. (1971) The Art of Investment, 3rd ed., Bowes and Bowes, London.
    Paper not yet in RePEc: Add citation now
    

14. Fama, E.F. (1970) Efficient Capital Markets: A Review of Theory and Empirical Work, Journal of Finance, 25, 383-417.

15. Frankel, J. A. and Froot, K. A. (1987) Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations, American Economic Review, 77, 133-53.

16. Gencay, R. (1996) Non-Linear Prediction of Security Returns with Moving Average Rules, Journal of Forecasting, 15, 165-74.
    Paper not yet in RePEc: Add citation now
    

17. Gencay, Ramazan; Stengos, Thanasis. ìTechnical Trading Rules and the Size of the Risk Premium in Security Returns.î Studies in Nonlinear Dynamics & Econometrics. Vol. 2 (2). p 23-34. July 1997.

18. Gencay, Ramazan. ìThe Predictability of Security Returns with Simple Technical Trading Rules.î Journal of Empirical Finance. Vol. 5 (4). p 347-59. October 1998.

19. Goodacre, Alan; Kohn-Speyer, Tessa. ìCRISMA Revisited.î Applied Financial Economics. Vol. 11 (2). p 221-30. April 2001.

20. Grundy, Bruce, and S. Martin, 1998, Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing, Working Paper, Wharton School, University of Pennsylvania.

21. Hodrick R. J. (1987) The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets, Harwood, London and New York.
    Paper not yet in RePEc: Add citation now
    

22. Isakov, D., Hollistein, M., 1998.Application of Simple Technical Trading Rules to Swiss Stock Prices: Is It Profitable? Working Paper. HEC, University of Geneva, Geneva.

23. Jegadeesh, Narasimhan, and Sheridan Titman, 1993, Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency, Journal of Finance 48, 65-91.

24. Jegadeesh, Narasimhan. Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation: Discussion. Journal of Finance. Vol. 55 (4). p 1765-70. August 2000.
    Paper not yet in RePEc: Add citation now
    

25. Lo, Andrew W; Mamaysky, Harry; Wang, Jiang. Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation. Journal of Finance. Vol. 55 (4). p 1705-65. August 2000.

26. Lo, Andrew W. and A. Craig MacKinlay, 1988, Stock Market Prices Do Not Follow Random Walks: Evidence from A Simple Specification Test, Review of Financial Studies, 1, 41-66.

27. Lo, Andrew W., A. Craig MacKinlay, 1999, A non-Random Walk down Wall Street Princeton University Press, Princeton, N.J.
    Paper not yet in RePEc: Add citation now
    

28. Lo, Andrew W., and A. Craig MacKinlay, 1997, Maximizing Predictability in the Stock and Bond Markets, Macroeconomic Dynamics 1, 102-134.

29. Lui, Yu-Hon; Mole, David. The Use of Fundamental and Technical Analyses by Foreign Exchange Dealers: Honk Kong Evidence. Journal of International Money & Finance. Vol. 17 (3). p 535-45. June 1998.
    Paper not yet in RePEc: Add citation now
    

30. Meese, R. A. and Rogoff, K. (1983b) Empirical Exchange Rate Models of the Seventies: Do They Fit Out of Sample, Journal of International Economics, 14, 3-24.

31. Mills T.C. (1992). Predicting the Unpredictable? Science and Guesswork in Financial Market Forecasting, Institute of Economic Affairs, Occasional Paper 87: London.
    Paper not yet in RePEc: Add citation now
    
32. Mills, T. C. (1998) Technical Analysis and the London Stock Exchange: Testing Trading Rules Using the FT30, International Journal of Finance and Economics, 3.
    Paper not yet in RePEc: Add citation now
    

33. Neely, Christopher J; Weller, Paul A. ìTechnical Trading Rules in the European Monetary System.î Journal of International Money and Finance. Vol. 18 (3). p 429-58. June 1999.

34. Neely, Christopher J. Technical Analysis and the Profitability of U.S. Foreign Exchange Intervention. Federal Reserve Bank of St. Louis Review. Vol. 80 (4). p 3-17. July-Aug. 1998.

35. Neely, Christopher; Weller, Paul; Dittmar, Rob. Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach. Journal of Financial & Quantitative Analysis. Vol. 32 (4). p 405-26. December 1997.

36. Ojah, Kalu; Karemera, David. ìRandom Walks and Market Efficiency Tests of Latin American Emerging Equity Markets: A Revisit.î Financial Review. Vol. 34 (2). p 57-72. May 1999.

37. Osler, Carol, and Kevin Chang, 1995, Head and Shoulders: Not Just A Flaky Pattern, Staff Report No. 4, Federal Reserve Bank of New York.

38. Pruitt, Stephen W; White, Richard E. Exchange-Traded Options and CRISMA Trading. Journal of Portfolio Management. Vol. 15 (4). p 55-56. Summer 1989.
    Paper not yet in RePEc: Add citation now
    
39. Raj, M. (1988) Dis-equilibrium of Futures Markets: An Intra-Day Investigation. Paper presented at the British Accounting Association Annual Conference, Manchester, April 1988.
    Paper not yet in RePEc: Add citation now
    

40. Ready, M., 1997. Profits from Technical Trading Rules, Working paper. University of Wisconsin-Madison, Madison, WI.

41. Rouwenhorst, Geert, 1998, International Momentum Strategies, Journal of Finance 53, 267-284.

42. Sweeney, R., 1988. Some New Filter Rule Tests: Methods and Results. Journal of Financial and Quantitative Analysis 23, 285-300.

43. Szakmary, Andrew; Davidson, Wallace N, III; Schwarz, Thomas V. ìFilter Tests in Nasdaq Stocks.î Financial Review. Vol. 34 (1). p 45-70. February 1999.

1. Month-of-the-Year Effect: Empirical Evidence from Indian Stock Market. (2022). Parayitam, Satyanarayana ; Elangovan, Rajesh ; Irudayasamy, Francis Gnanasekar.
   In: Asia-Pacific Financial Markets.
   RePEc:kap:apfinm:v:29:y:2022:i:3:d:10.1007_s10690-021-09356-2.

   Full description at Econpapers || Download paper

2. Seasonal anomalies in advanced emerging stock markets. (2017). Shamsuddin, Abul ; Docherty, Paul ; Seif, Mostafa.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:66:y:2017:i:c:p:169-181.

   Full description at Econpapers || Download paper

3. Day of the Week Effect in biotechnology stocks: An Application of the GARCH processes. (2017). Chatterjee, Swarnankur.
   In: Papers.
   RePEc:arx:papers:1701.07175.

   Full description at Econpapers || Download paper

4. DAY-OF-THE-WEEK EFFECT IN US BIOTECHNOLOGY STOCKS — DO POLICY CHANGES AND ECONOMIC CYCLES MATTER?. (2016). Chatterjee, Swarnankur ; Hubble, Amy.
   In: Annals of Financial Economics (AFE).
   RePEc:wsi:afexxx:v:11:y:2016:i:02:n:s2010495216500081.

   Full description at Econpapers || Download paper

5. Day-of-the-week effect on the Tunisian stock market return and volatility. (2016). Hallara, Slaheddine ; McMillan, David ; Derbali, Abdelkader.
   In: Cogent Business & Management.
   RePEc:taf:oabmxx:v:3:y:2016:i:1:p:1147111.

   Full description at Econpapers || Download paper

6. Short sales and the weekend effect—Evidence from a natural experiment. (2015). Ma, Tongshu ; Gao, Pengjie ; Hao, Jia ; Kalcheva, Ivalina.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:26:y:2015:i:c:p:85-102.

   Full description at Econpapers || Download paper

7. The day-of-the-week effect revisited: international evidence. (2014). Dicle, Mehmet ; Levendis, John.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:38:y:2014:i:3:p:407-437.

   Full description at Econpapers || Download paper

8. The Day of the Week effect on stock market returns and volatility: Evidence from Nigeria and South Africa.. (2013). Ndako, Umar.
   In: MPRA Paper.
   RePEc:pra:mprapa:48076.

   Full description at Econpapers || Download paper

9. Price limit bands, asymmetric volatility and stock market anomalies: Evidence from emerging markets. (2013). Farag, Hisham.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:24:y:2013:i:1:p:85-97.

   Full description at Econpapers || Download paper

10. Day-of-the-week effect on the VIX. A parsimonious representation. (2013). Guerrero, David ; Gonzalez-Perez, Maria T..
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:25:y:2013:i:c:p:243-260.

    Full description at Econpapers || Download paper

11. WTO membership, ownership deregulation, and market efficiency: evidence from China. (2012). Turk Ariss, Rima ; Mehdian, Seyed M. ; Rezvanian, Rasoul.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:22:y:2012:i:3:p:177-195.

    Full description at Econpapers || Download paper

12. Calendar Effects in the Stock Market and a Practice Relatedn to the Istanbul Stock Exchange Market (ISEM). (2012). Uner, Taylan Ozgur ; Eken, Mehmet Hasan.
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2012:i:45:p:59-95.

    Full description at Econpapers || Download paper

13. The Effect of the Transparency Level of the ISE-Listed Banks on Liquidity. (2012). Kaymaz, Onder ; Alp, Ali ; A. R. Zafer Sayar, .
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2012:i:45:p:27-58.

    Full description at Econpapers || Download paper

14. The Effects of Free Float Ratios on Market Performance: An Empirical Study on the Istanbul Stock Exchange. (2012). Kilic, Saim ; Bostanci, Faruk.
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2012:i:45:p:1-26.

    Full description at Econpapers || Download paper

15. Does the day-of-the-week effect on volatility improve the volatility forecasts?. (2010). CHARLES, Amelie.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:17:y:2010:i:3:p:257-262.

    Full description at Econpapers || Download paper

16. Cross-cultural differences in seasonality. (2010). Saad, Mohsen ; Bley, Jorg.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:4:p:306-312.

    Full description at Econpapers || Download paper

17. The impact of daily return limit and segmented clientele on stock returns in China. (2010). Yu, Xiaoyan ; Ben-Zion, Uri ; Kedar-Levy, Haim ; Kamesaka, Akiko.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:4:p:223-236.

    Full description at Econpapers || Download paper

18. Calendar Effects in the Stock Market and a Practice Relatedn to the Istanbul Stock Exchange Market (ISEM). (2010). Uner, Taylan Ozgur ; Eken, Mehmet Hasan.
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2010:i:45:p:59-95.

    Full description at Econpapers || Download paper

19. The Effect of the Transparency Level of the ISE-Listed Banks on Liquidity. (2010). Kaymaz, Onder ; Alp, Ali ; A. R. Zafer Sayar, .
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2010:i:45:p:27-58.

    Full description at Econpapers || Download paper

20. The Effects of Free Float Ratios on Market Performance: An Empirical Study on the Istanbul Stock Exchange. (2010). Kilic, Saim ; Bostanci, Faruk.
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2010:i:45:p:1-26.

    Full description at Econpapers || Download paper

21. Market Timing the Trading of International Mutual Funds: Weekend, Weekday and Serial Correlation Strategies. (2010). Varela, Oscar A. ; Mazumder, Imtiaz M. ; Miller, Edward M..
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:37:y:2010-07:i:7-8:p:979-1007.

    Full description at Econpapers || Download paper

22. EMPIRICAL EVIDENCE FOR DAY OF THE WEEK EFFECT IN AN EMERGING MARKET: THE TURKISH CASE. (2009). Kaya, Huseyin ; Elik, Sadullah.
    In: 2009 Meeting Papers.
    RePEc:red:sed009:219.

    Full description at Econpapers || Download paper

23. Calendar Effects and Seasonality on Returns and Volatility. (2009). Giovanis, Eleftherios.
    In: MPRA Paper.
    RePEc:pra:mprapa:64404.

    Full description at Econpapers || Download paper

24. The dynamics of the Monday effect in international stock indices. (2009). Khaled, Mohammed ; Keef, Stephen ; Zhu, Hui.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:18:y:2009:i:3:p:125-133.

    Full description at Econpapers || Download paper

25. International day-of-the-week effects: An empirical examination of iShares. (2008). Mazumder, M. Imtiaz ; Chu, Ting-Heng ; Prather, Larry J. ; Miller, Edward M..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:17:y:2008:i:4:p:699-715.

    Full description at Econpapers || Download paper

26. Day-of-the-Week Effect on the Bursa (Bourse) Malaysia: Further Evidence from Robust Estimations.. (2007). MAHMOOD, WAN MANSOR ; Zainal Abidin, Shahida Nadia, ; Wan Mahmood, Wan Mansor, .
    In: MPRA Paper.
    RePEc:pra:mprapa:13326.

    Full description at Econpapers || Download paper

27. Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach. (2007). Wong, Wing-Keung ; Smyth, Russell ; Lean, Hooi Hooi.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:17:y:2007:i:2:p:125-141.

    Full description at Econpapers || Download paper

28. The Disappearing Calendar Anomalies in the Singapore Stock Market. (2006). Wong, Wing-Keung ; Agarwal, Aman.
    In: Lahore Journal of Economics.
    RePEc:lje:journl:v:11:y:2006:i:2:p:123-139.

    Full description at Econpapers || Download paper

29. Seasonalities in Chinas Stock Markets: Cultural or Structural?. (2006). Long, LI ; Mitchell, Jason D.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2006/004.

    Full description at Econpapers || Download paper

30. The Reversing Weekend Effect: Evidence from the U.S. Equity Markets. (2004). Gu, Anthony Yanxiang.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:22:y:2004:i:1:p:5-14.

    Full description at Econpapers || Download paper

31. The day-of-the-week effect in foreign exchange markets: multi-currency evidence. (2004). Yamori, Nobuyoshi ; Kurihara, Yutaka.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:18:y:2004:i:1:p:51-57.

    Full description at Econpapers || Download paper

32. Do bears and bulls swim across oceans? Market information transmission between greater China and the rest of the world. (2004). Wang, Steven Shuye ; Firth, Michael.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:14:y:2004:i:3:p:235-254.

    Full description at Econpapers || Download paper

33. Land Inequality and the Origin of Divergence and Overtaking in the Growth Process: Theory and Evidence. (2004). Vollrath, Dietrich ; Moav, Omer ; Galor, Oded.
    In: Working Papers.
    RePEc:bro:econwp:2003-04.

    Full description at Econpapers || Download paper

34. The day of the week effect on stock market volatility and volume: International evidence. (2003). Berument, Hakan ; Kiymaz, Halil.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:12:y:2003:i:4:p:363-380.

    Full description at Econpapers || Download paper

35. The reverse weekend effect: the U.S. market versus international markets. (2003). Liu, PU ; Brusa, Jorge ; Schulman, Craig.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:12:y:2003:i:3:p:267-286.

    Full description at Econpapers || Download paper

36. The turn-of-the-month effect still lives: the international evidence. (2003). Compton, William S. ; Beyer, Scott ; Kunkel, Robert A..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:12:y:2003:i:2:p:207-221.

    Full description at Econpapers || Download paper

37. Testing the Significance of Calendar Effects. (2003). .
    In: Working Papers.
    RePEc:bro:econwp:2003-03.

    Full description at Econpapers || Download paper

38. Day of the Week Effects : Recent Evidence from Nineteen Stock Markets. (2002). Kan, Ozgur Berk ; Bayar, Asli .
    In: Central Bank Review.
    RePEc:tcb:cebare:v:2:y:2002:i:2:p:77-90.

    Full description at Econpapers || Download paper

39. Is There Seasonality in the Sensex Monthly Returns?. (2002). Pandey, Indra ; Pandey I M, .
    In: IIMA Working Papers.
    RePEc:iim:iimawp:wp00038.

    Full description at Econpapers || Download paper

40. Return and volatility behavior of dually-traded stocks: the case of Hong Kong. (2002). Rui, Oliver ; Wang, Steven Shuye ; Firth, Michael.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:21:y:2002:i:2:p:265-293.

    Full description at Econpapers || Download paper

41. Stock returns, seasonality and asymmetric conditional volatility in world equity markets. (2001). Balaban, Ercan ; Bayar, Asli .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:8:y:2001:i:4:p:263-268.

    Full description at Econpapers || Download paper

42. The day-of-the-week regularity in the stock markets of China. (2001). Rui, Oliver ; Kwok, Chuck C. Y., ; Chen, Gongmeng.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:11:y:2001:i:2:p:139-163.

    Full description at Econpapers || Download paper

43. A Moving Average Comparison of the Tel-Aviv 25 and S&P 500 Stock Indices. (2001). Shachmurove, Yochanan ; Benzion, Uri ; Klein, Paul ; Yagil, Joseph.
    In: Penn CARESS Working Papers.
    RePEc:cla:penntw:4731f3394c43bebf4d3191c81d15e9f0.

    Full description at Econpapers || Download paper

44. An empirical test of individual and institutional trading patterns in Japan, Hong Kong, and Taiwan. (2000). Wang, Yung-Jang ; Walker, M..
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:24:y:2000:i:2:p:178-194.

    Full description at Econpapers || Download paper

45. Tests of technical trading strategies in the emerging equity markets of Latin America and Asia. (1999). Ratner, Mitchell ; Leal, Ricardo P. C., .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:23:y:1999:i:12:p:1887-1905.

    Full description at Econpapers || Download paper

46. Return distributions and the day-of-the-week effects in the stock exchange of Thailand. (1998). Chakornpipat, Rinjai ; Kamath, Ravindra ; Chatrath, Arjun.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:22:y:1998:i:2:p:97-107.

    Full description at Econpapers || Download paper

47. Weekly Pattern of Exchange Rate Risks: Evidence from Ten Asian-Pacific Currencies. (1998). .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:5:y:1998:i:3:p:261-274.

    Full description at Econpapers || Download paper

48. Testing for seasonal patterns in conditional return volatility: evidence from Asia-Pacific markets. (1997). Garrett, Ian ; Jones, Greg ; Clare, Andrew.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:7:y:1997:i:5:p:517-523.

    Full description at Econpapers || Download paper

49. Day of the week effect in international portfolio diversification: January vs non-January. (1997). Tang, G. Y. N., ; Kwok, K-h., .
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:9:y:1997:i:3:p:335-352.

    Full description at Econpapers || Download paper

50. Day-of-the-week effect on skewness and kurtosis: a direct test and portfolio effect. (1996). GORDON Y. N. TANG, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:2:y:1996:i:4:p:333-351.

    Full description at Econpapers || Download paper

Report date: 2025-09-29 07:43:25 || Missing content? Let us know