WEEKLY PATTERNS IN JAPANESE STOCK RETURNS

被引：32

|

作者：

KATO, K

机构：

来源：

MANAGEMENT SCIENCE | 1990年 / 36卷 / 09期

关键词：

D O I：

10.1287/mnsc.36.9.1031

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

收藏

页码：1031 / 1043

页数：13

相关论文

共 50 条

[1] A TRANSACTION DATA STUDY OF WEEKLY AND INTRADAILY PATTERNS IN STOCK RETURNS
HARRIS, L
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1986, 16 (01) : 99 - 117
[2] Reversal and momentum patterns in weekly stock returns: European evidence
Huehn, Hannah Lea
Scholz, Hendrik
[J]. REVIEW OF FINANCIAL ECONOMICS, 2019, 37 (02) : 272 - 296
[3] Seasonal patterns in Japanese ADR returns and the US stock market influence
Fatemi, AM
Park, J
[J]. JAPAN AND THE WORLD ECONOMY, 1996, 8 (01) : 65 - 79
[4] A note on the methods of constructing weekly stock market returns
Baumoehl, Eduard
Lyocsa, Stefan
Vyrost, Tomas
[J]. MATHEMATICAL METHODS IN ECONOMICS 2013, PTS I AND II, 2013, : 19 - 24
[5] PATTERNS IN JAPANESE COMMON-STOCK RETURNS - DAY OF THE WEEK AND TURN OF THE YEAR EFFECTS
JAFFE, J
WESTERFIELD, R
[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1985, 20 (02) : 261 - 272
[6] Testing Gaussianity and Linearity of Japanese Stock Returns
Nobuhiko Terui
Takeaki Kariya
[J]. Financial Engineering and the Japanese Markets, 1997, 4 (3) : 203 - 232
[7] Macroeconomic Influences On Japanese Hotel Stock Returns
Chen, Ming-Hsiang
Agrusa, Jerome
Krumwiede, Dennis
Lu, Hsin-Jung
[J]. JOURNAL OF HOSPITALITY MARKETING & MANAGEMENT, 2012, 21 (01) : 81 - 99
[8] A weekly sentiment index and the cross-section of stock returns
Xu, Hai-Chuan
Zhou, Wei-Xing
[J]. FINANCE RESEARCH LETTERS, 2018, 27 : 135 - 139
[9] THE WEEKLY PATTERN IN STOCK RETURNS - CASH VERSUS FUTURES - A NOTE
CORNELL, B
[J]. JOURNAL OF FINANCE, 1985, 40 (02): : 583 - 588
[10] Abnormal trading volume and autoregressive behavior in weekly stock returns in the Saudi stock market
Alsubaie, Abdullah
Najand, Mohammad
[J]. EMERGING MARKETS REVIEW, 2009, 10 (03) : 207 - 225

← 1 2 3 4 5 →