The Halloween effect and Japanese equity prices: myth or exploitable anomaly

DOI10.1007/S10690-005-4240-0zbMATH Open1075.91550OpenAlexW1994116731MaRDI QIDQ2575428FDOQ2575428

Raylene M. Pierce, Edwin D. Maberly

Publication date: 9 December 2005

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10690-005-4240-0

zbMATH Keywords

efficient marketsJapanese stock markettrading rulesbull versus bear marketsmarket anomaliesmoney flows

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Cited In (2)

• Stock returns seasonality in emerging Asian markets
• Market conditions and calendar anomalies in Japanese stock returns

   Recommendations

• Market conditions and calendar anomalies in Japanese stock returns 👍 👎
• Stock returns seasonality in emerging Asian markets 👍 👎
• Does the momentum strategy work universally? Evidence from the Japanese stock market 👍 👎
• Title not available (Why is that?) 👍 👎
• The Asian crisis and calendar effects on stock returns in Thailand 👍 👎

This page was built for publication: The Halloween effect and Japanese equity prices: myth or exploitable anomaly

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2575428)