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

DOI10.1007/S10690-005-4240-0MaRDI QIDQ2575428zbMATH OpenOpenAlexFDO

Authors Edwin D. Maberly, Raylene M. Pierce

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

bull versus bear marketsefficient marketsJapanese stock marketmarket anomaliesmoney flowstrading rules

Mathematics Subject Classification ID

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

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
• scientific article; zbMATH DE number 1935517
• The Asian crisis and calendar effects on stock returns in Thailand

Cited in

(3)

• Does the momentum strategy work universally? Evidence from the Japanese stock market
• Market conditions and calendar anomalies in Japanese stock returns
• Stock returns seasonality in emerging Asian markets

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)