Calendar Anomalies, reality or an illusion? KSE-Pakistan

Article Properties
Refrences
Title Journal Journal Categories Citations Publication Date
The Efficient Market Hypothesis and Its Critics

Journal of Economic Perspectives
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Economic theory. Demography: Economics as a science
852 2003
Zafar N, Shah SZA, Urooj F (2009). Calendar Anomalies: Case of Karachi Stock Exchange. Res. J. Int. Stud. 9:88-99.
Poshakwale S (1996). Evidence on weak form efficiency and Day of the week effect in Indian Stock Market. Finance India. View
Penman S H (1987). The Distribution of Earnings News Over Time And Seasonalities in Aggregate Stock Returns. Journal of Financial Economics. 18(2):199-228.
Ogden A, Joseph P (1990). Turn-of-month evaluations of liquid profits and stock returns. A common explanation for the monthly and January effects. Journal of Finance. 45:1259-1272.