1. Expecting the Expected? Documenting Nostalgia Effects on Baseball Card Prices. (2024). Gershenson, Seth ; Aquino, Michele J.
   In: Journal of Sports Economics.
   RePEc:sae:jospec:v:25:y:2024:i:6:p:683-706.

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2. Option pricing revisited: The role of price volatility and dynamics. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jean-Paul.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000715.

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3. The out-of-sample performance of carry trades. (2024). Li, Yan ; Wang, Zigan ; Taylor, Mark P ; Hsu, Po-Hsuan.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000299.

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4. Cryptocurrency anomalies and economic constraints. (2024). Zaremba, Adam ; Liedtke, Gerrit ; Fieberg, Christian.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001509.

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5. Betting on war? Oil prices, stock returns, and extreme geopolitical events. (2024). Sorensen, Lars Qvigstad ; Nygaard, Knut.
   In: Energy Economics.
   RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003670.

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6. What Determines Equity Returns in Emerging Markets?. (2024). Foye, James.
   In: CAFE Working Papers.
   RePEc:akf:cafewp:29.

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7. Impact of stock investment on economic performance: a comparative study of on developed & developing economies. (2023). Waheed, Nauman ; Maroof, Zaib ; Naz, Munazza ; Jawad, Muhammad ; Rashid, Tahani.
   In: Quality & Quantity: International Journal of Methodology.
   RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01447-0.

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8. Long-run Stock Return of IPO Firms in India: Examining Investment and Profitability Hypothesis. (2023). Shaw, Tara Shankar ; Shukla, Avdhesh Kumar.
   In: Vikalpa: The Journal for Decision Makers.
   RePEc:sae:vikjou:v:48:y:2023:i:1:p:21-38.

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9. Anomalies and Investor Sentiment: International Evidence and the Impact of Size Factor. (2023). Ekinci, Cumhur ; Salur, Bayram Veli.
   In: IJFS.
   RePEc:gam:jijfss:v:11:y:2023:i:1:p:49-:d:1102430.

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10. The disappearing profitability of volatility-managed equity factors. (2023). Angelidis, Timotheos ; Tessaromatis, Nikolaos.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000551.

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11. Americas decoupling from China: A perspective from stock markets. (2023). Liu, Kerry.
    In: Economic Affairs.
    RePEc:bla:ecaffa:v:43:y:2023:i:1:p:32-52.

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12. Physical Momentum in the Indian Stock Market. (2023). Das, Tulasi Narendra ; Devulapally, Naresh Kumar.
    In: Papers.
    RePEc:arx:papers:2302.13245.

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13. Size effect and the measurement of firm size. (2022). Liu, Yitong ; Yi, Kefu.
    In: Managerial and Decision Economics.
    RePEc:wly:mgtdec:v:43:y:2022:i:4:p:894-905.

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14. General Purpose Technologies as Systematic Risk in Global Stock Markets. (2022). Yang, Wei ; Wang, Huijun ; Hsu, Pohsuan.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:54:y:2022:i:5:p:1141-1173.

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15. “Beta†with “Size Premium†an Augmented Approach in the Frontier Equity Market: Evidence from Dhaka Stock Exchange. (2022). Zahidul, K M ; Khatun, Mahfuza.
    In: Journal of Applied Finance & Banking.
    RePEc:spt:apfiba:v:12:y:2022:i:1:f:12_1_5.

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16. Chinese stock anomalies and investor sentiment. (2022). Shi, Yongdong ; Han, Chunmao.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000348.

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17. Oil price explosivity and stock return: Do sector and firm size matter?. (2022). Budak, Hilal ; Aktekin, Emine Dilara ; Yagli, Ibrahim ; Haykir, Ozkan.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003373.

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18. Have risk premia vanished?. (2022). Timmermann, Allan ; Smith, Simon C.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:145:y:2022:i:2:p:553-576.

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19. Expected return, volume, and mispricing. (2022). Zhou, Guofu ; Huang, Dayong ; Han, Yufeng.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:143:y:2022:i:3:p:1295-1315.

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20. Stocks for the long run? Evidence from a broad sample of developed markets. (2022). Odoherty, Michael S ; Cederburg, Scott ; Anarkulova, Aizhan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:143:y:2022:i:1:p:409-433.

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21. Mutual fund flows and seasonalities in stock returns. (2022). Margaritis, Dimitris ; Lee, John Byong-Tek ; Wagner, Moritz.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:144:y:2022:i:c:s0378426622002035.

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22. The cash conversion cycle spread: International evidence. (2022). Tan, Yongxian ; Choy, Siu Kai ; Chen, Catherine Huirong.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:140:y:2022:i:c:s037842662200111x.

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23. Predictability of stock market returns: New evidence from developed and developing countries. (2022). Li, Bin ; Chen, Xiaoyue ; Shi, Kan ; Singh, Tarlok.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:54:y:2022:i:c:s1044028321000223.

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24. State-dependent psychological anchors and momentum. (2022). Yang, Nien-Tzu ; Ko, Kuan-Cheng ; Li, Cheng ; Ran, Rong.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004256.

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25. Are carry, momentum and value still there in currencies?. (2022). Sharma, Tripti ; O'Reilly, Philip ; O'Brien, John ; Kyziropoulos, Panagiotis E ; Hutchinson, Mark C.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002058.

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26. Twitter and market efficiency in energy markets: Evidence using LDA clustered topic extraction. (2022). Wang, Fang ; Polyzos, Efstathios.
    In: Energy Economics.
    RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004017.

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27. Recent evidence on the short-term and long-term performance persistence of emerging-market mutual fund returns. (2022). Boovi, Milo.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001231.

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28. Governance, information flow, and stock returns. (2022). Zakriya, Mohammed ; Dumitrescu, Ariadna.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:72:y:2022:i:c:s0929119922000116.

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29. .

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30. Are Prominent Equity Market Anomalies in India Fading Away?. (2021). Sehgal, Sanjay ; Subramaniam, Srividya ; Sharma, Gagan.
    In: Global Business Review.
    RePEc:sae:globus:v:22:y:2021:i:1:p:255-270.

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31. A reexamination of the tendering profit anomaly. (2021). Yildirim, Sinan ; Zhang, Hongxian ; Kadapakkam, Palani-Rajan.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:56:y:2021:i:4:d:10.1007_s11156-020-00935-4.

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32. A comprehensive investigation into style momentum strategies in China. (2021). Su, Chen.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:35:y:2021:i:1:d:10.1007_s11408-020-00375-z.

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33. A New Measure of Market Inefficiency. (2021). Gordillo, Jose Luis ; Benink, Harald A ; Stephens, Christopher R ; Pardo-Guerra, Juan Pablo.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:263-:d:572629.

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34. Further evidence on long-run abnormal returns after corporate events. (2021). Tuncez, Ahmet M ; Pynnonen, Seppo ; Kolari, James W.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:81:y:2021:i:c:p:421-439.

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35. False discoveries in the anomaly research: New insights from the Stock Exchange of Melbourne (1927–1987). (2021). Zaremba, Adam ; Pham, Nga ; Bianchi, Robert J ; Cakici, Nusret.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001827.

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36. Resurrecting the size effect in Japan: Firm size, profitability shocks, and expected stock returns. (2021). Zhong, Angel ; Chiah, Mardy ; Cheema, Muhammad A.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001487.

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37. Pervasive underreaction: Evidence from high-frequency data. (2021). Li, Sophia Zhengzi ; Jiang, Hao ; Wang, Hao.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:141:y:2021:i:2:p:573-599.

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38. The q5 model and its consistency with the intertemporal CAPM. (2021). Lin, QI.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:127:y:2021:i:c:s0378426621000546.

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39. Political uncertainty, COVID-19 pandemic and stock market volatility transmission. (2021). Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001025.

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40. Financial oligopolies and parallel exclusion in the credit default swap markets. (2021). Perrakis, Stylianos ; Zhong, Rui ; Kryzanowski, Lawrence.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:56:y:2021:i:c:s1386418120300756.

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41. Does it pay to follow anomalies research? Machine learning approach with international evidence. (2021). Hronec, Martin ; Tobek, Ondrej.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:56:y:2021:i:c:s1386418120300574.

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42. International stock return predictability. (2021). Smith, Simon C.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002805.

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43. Trading volume and stock returns: A meta-analysis. (2021). Bajzik, Josef.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002489.

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44. On the stability of stablecoins. (2021). Sapkota, Niranjan ; Kolari, James W ; Junttila, Juha ; Grobys, Klaus.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:64:y:2021:i:c:p:207-223.

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45. Nonlinear effect of sentiment on momentum. (2021). Li, Kai.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001883.

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46. The Ramadan effect: A standalone anomaly or just a compensation for low liquidity?. (2021). Yaghoubi, Mona ; Biakowski, Jdrzej.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000241.

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47. The Extended Holiday Effects on Bucharest Stock Exchange during Coronavirus Pandemic. (2021). Ramona, Dumitriu ; Razvan, Stefanescu.
    In: Risk in Contemporary Economy.
    RePEc:ddj:fserec:y:2021:p:293-303.

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48. Sport as a Behavioral Economics Lab. (2021). Chan, Ho Fai ; Torgler, Benno ; Savage, David A.
    In: CREMA Working Paper Series.
    RePEc:cra:wpaper:2021-20.

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49. Anomalies enhanced: A portfolio rebalancing approach. (2021). Zhou, Guofu ; Huang, Dayong ; Han, Yufeng.
    In: Financial Management.
    RePEc:bla:finmgt:v:50:y:2021:i:2:p:371-424.

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50. How to build a factor portfolio: Does the allocation strategy matter?. (2021). Wendt, Viktoriasophie ; Drobetz, Wolfgang ; Dichtl, Hubert.
    In: European Financial Management.
    RePEc:bla:eufman:v:27:y:2021:i:1:p:20-58.

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51. Trading stocks following sharp movements in the USDX, GBP/USD, and USD/CNY. (2020). Huang, Paoyu ; Day, Min-Yuh ; Ni, Yensen.
    In: Financial Innovation.
    RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00190-5.

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52. Expiration day effects on European trading volumes. (2020). Hesse, Christian W ; Batrinca, Bogdan ; Treleaven, Philip C.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-019-01627-2.

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53. Efectul Turn-of-the-Year pe piaţa valutară din România. (2020). Dumitriu, Ramona ; Stefanescu, Rzvan.
    In: MPRA Paper.
    RePEc:pra:mprapa:99365.

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54. Introducere în analiza anomaliilor calendaristice, Partea a doua. (2020). Dumitriu, Ramona ; Stefanescu, Rzvan.
    In: MPRA Paper.
    RePEc:pra:mprapa:97961.

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55. Selection bias and pseudo discoveries on the constancy of stock return anomalies. (2020). Smith, Geoffrey Peter ; Robins, Russell P.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:55:y:2020:i:4:d:10.1007_s11156-020-00878-w.

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56. Dominance of hybrid contratum strategies over momentum and contrarian strategies: half a century of evidence. (2020). Otchere, Isaac ; Abukari, Kobana.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:34:y:2020:i:4:d:10.1007_s11408-020-00363-3.

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57. THE SEASONAL EFFECT ON THE CHINESE GOLD MARKET USING AN EMPIRICAL ANALYSIS OF THE SHANGHAI GOLD EXCHANGE. (2020). Maillebuau, Philippe ; Xiao, Bing.
    In: Post-Print.
    RePEc:hal:journl:hal-02905216.

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58. Empirical Research on the Fama-French Three-Factor Model and a Sentiment-Related Four-Factor Model in the Chinese Blockchain Industry. (2020). Lan, Hao ; Chang, Victor ; Ji, Ziyang ; Valverde, Raul ; Hsu, Ching-Hsien Robert.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:12:p:5170-:d:375874.

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59. Zeroing in on the Expected Returns of Anomalies. (2020). Chen, Andrew ; Velikov, Mihail.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2020-39.

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60. Trading Volume and Stock Returns: A Meta-Analysis. (2020). Bajzik, Josef.
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2020_45.

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61. Turning alphas into betas: arbitrage and endogenous risk. (2020). Cho, Thummim.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:102085.

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62. Everybody likes shopping, including the US capital market. (2020). Cohen, Gil ; Aharon, David Y ; Qadan, Mahmoud.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120300224.

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63. Do sharp movements in oil prices matter for stock markets?. (2020). Huang, Paoyu ; Day, Min-Yuh ; Wu, Manhwa ; Ni, Yensen.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316280.

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64. Dissecting anomalies in Islamic stocks: Integrated or segmented pricing?. (2020). Czapkiewicz, Anna ; Maydybura, Alina ; Karathanasopoulos, Andreas ; Zaremba, Adam ; Bagheri, Noushin.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x17305899.

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65. Data analytics effects in major league baseball. (2020). Elitzur, Ramy .
    In: Omega.
    RePEc:eee:jomega:v:90:y:2020:i:c:s0305048318300215.

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66. Turning alphas into betas: Arbitrage and endogenous risk. (2020). Cho, Thummim.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:137:y:2020:i:2:p:550-570.

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67. Anomalies across the globe: Once public, no longer existent?. (2020). Jacobs, Heiko ; Muller, Sebastian.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:135:y:2020:i:1:p:213-230.

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68. Squaring venture capital valuations with reality. (2020). Gornall, Will ; Strebulaev, Ilya A.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:135:y:2020:i:1:p:120-143.

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69. Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns. (2020). Maydybura, Alina ; Umutlu, Mehmet ; Zaremba, Adam.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302284.

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70. Halloween Effect in developed stock markets: A historical perspective. (2020). Wohar, Mark ; Plastun, Alex ; GUPTA, RANGAN ; Sibande, Xolani.
    In: International Economics.
    RePEc:eee:inteco:v:161:y:2020:i:c:p:130-138.

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71. Investing in gold – Market timing or buy-and-hold?. (2020). Dichtl, Hubert ; Baur, Dirk G ; Wendt, Viktoria-Sophie ; Drobetz, Wolfgang.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306227.

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72. Testing moving average trading strategies on ETFs. (2020). Huang, Jingzhi.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:57:y:2020:i:c:p:16-32.

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73. Price gap anomaly in the US stock market: The whole story. (2020). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300747.

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74. Credit risk – Return puzzle: Evidence from India. (2020). Bhandari, Anup Kumar ; Nedumparambil, Elizabeth.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:92:y:2020:i:c:p:195-206.

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75. Changes of the Time Intervals Specific to Calendar Anomalies: the Case of TOQ Effect on Bucharest Stock Exchange. (2020). RAMONA, DUMITRIU ; Razvan, Stefanescu.
    In: Risk in Contemporary Economy.
    RePEc:ddj:fserec:y:2020:p:264-273.

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76. The Out-of-Sample Performance of Carry Trades. (2020). Taylor, Mark ; HSU, Po-Hsuan ; Wang, Zigan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15052.

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77. Information thermodynamics of financial markets: the Glosten-Milgrom model. (2020). Zagier, Don ; Marsili, Matteo ; Touzo, L'Eo.
    In: Papers.
    RePEc:arx:papers:2010.01905.

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78. Refined model of the covariance/correlation matrix between securities. (2020). Valeyre, Sebastien.
    In: Papers.
    RePEc:arx:papers:2001.08911.

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79. .

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80. The Impact of Dividend Events on Stock Returns: Findings on Companies Listed on the Bucharest Stock Exchange. (2019). Trifan, Ruxandra ; Yaseen, Hanaan.
    In: The Review of Finance and Banking.
    RePEc:rfb:journl:v:11:y:2019:i:2:p:59-78.

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81. The extended Friday the 13th Effect in the US stock returns. (2019). Stefanescu, Rzvan ; Dumitriu, Ramona.
    In: MPRA Paper.
    RePEc:pra:mprapa:95296.

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82. Stock Returns, weather, and air conditioning. (2019). Sun, Jingwei ; Shi, Wendong ; Hou, Jie.
    In: PLOS ONE.
    RePEc:plo:pone00:0219439.

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83. An alternative fundamental weighting scheme based on enterprise value multiple. (2019). Lin, Wenguang ; Sanger, Gary C.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:20:y:2019:i:2:d:10.1057_s41260-019-00112-w.

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84. Common risk factors in international stock markets. (2019). Schrimpf, Andreas ; von Arx, Urs ; Schmidt, Peter S ; Ziegler, Andreas ; Wagner, Alexander F.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:33:y:2019:i:3:d:10.1007_s11408-019-00334-3.

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85. Market Conditions and Calendar Anomalies in Japanese Stock Returns. (2019). Rabbani, Naheed ; Rahim, Mostafa Saidur.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:26:y:2019:i:2:d:10.1007_s10690-018-9263-4.

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86. Day-of-the-week and month-of-the-year effects on French Small-Cap Volatility: the role of asymmetry and long memory. (2019). Chikhi, Mohamed ; BENDOB, ALI ; Siagh, Ahmed Ramzi.
    In: Eastern Journal of European Studies.
    RePEc:jes:journl:y:2019:v:10:p:221-248.

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87. Stock Market Predictability and Industrial Metal Returns. (2019). Visaltanachoti, Nuttawat ; Marshall, Ben R ; Jacobsen, Ben.
    In: Management Science.
    RePEc:inm:ormnsc:v:65:y:2019:i:7:p:3026-3042.

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88. International Financial Markets. (2019). Saglio, Sophie ; Sanhaji, Bilel ; Guerreiro, David ; Goutte, Stéphane ; Chevallier, Julien.
    In: Post-Print.
    RePEc:hal:journl:halshs-02183053.

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89. Stock Investment and Excess Returns: A Critical Review in the Light of the Efficient Market Hypothesis. (2019). Ul, Qurat ; Yousaf, Tahir ; Ying, Qianwei ; Rasheed, Muhammad Shahid ; Akhtar, Yasmeen.
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90. Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature. (2019). Rastogi, Shailesh ; Patil, Ashok Chanabasangouda.
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91. Crowdsourced employer reviews and stock returns. (2019). Wen, Quan ; Huang, Ruoyan ; Green, Clifton T ; Zhou, Dexin.
    In: Journal of Financial Economics.
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92. A tug of war: Overnight versus intraday expected returns. (2019). Skouras, Spyros ; Polk, Christopher ; Lou, Dong.
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93. Have capital market anomalies worldwide attenuated in the recent era of high liquidity and trading activity?. (2019). Rottmann, Horst ; Auer, Benjamin R.
    In: Journal of Economics and Business.
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94. Why has the size effect disappeared?. (2019). Yoon, Bohyun ; Min, Byoung-Kyu ; Ahn, Dong-Hyun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:102:y:2019:i:c:p:256-276.

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95. The day of the week effect in the cryptocurrency market. (2019). Plastun, Alex ; Caporale, Guglielmo Maria.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318304240.

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96. Rise and fall of calendar anomalies over a century. (2019). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani.
    In: The North American Journal of Economics and Finance.
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97. Predatory cells and puzzling financial crises: Are toxic products good for the financial markets?. (2019). Racicot, François-Éric ; Mesly, Olivier ; Chkir, Imed.
    In: Economic Modelling.
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98. Effect of the anchoring and adjustment heuristic and optimism bias in stock market forecasts. (2019). Gomez-Mejia, Alina ; Pea, Victor Alberto .
    In: Revista Finanzas y Politica Economica.
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99. Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference. (2019). Pelger, Markus ; Xiong, Ruoxuan.
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100. Global Stock Market Prediction Based on Stock Chart Images Using Deep Q-Network. (2019). Kang, Jaewoo ; Koh, Yookyung ; Kim, Raehyun ; Lee, Jinho.
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101. .

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102. European trading volumes on cross‐market holidays. (2018). Batrinca, Bogdan ; Treleaven, Philip C ; Hesse, Christian W.
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103. Evidence for and Against the Validity of Efficient Market Hypothesis. (2018). Miljan, Lekovi.
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104. Time-Varying Economic Dominance Through Bistable Dynamics. (2018). He, Xuezhong ; Wang, Chuncheng ; Li, Kai.
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105. Time-varying economic dominance in financial markets: A bistable dynamics approach. (2018). He, Xuezhong ; Wang, Chuncheng ; Li, Kai.
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106. Are equity market anomalies disappearing? Evidence from the U.K.. (2018). cotter, john ; McGeever, Niall.
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107. Imperfect Financial Markets and Shareholder Incentives in Partial and General Equilibrium. (2018). Hellwig, Christian ; Tsyvinski, Aleh ; Albagli, Elias.
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108. Price-Based Investment Strategies. (2018). Shemer, Jacob Koby ; Zaremba, Adam.
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109. Day of the week effect and stock market volatility in Ghana and Nairobi stock exchanges. (2018). Peprah, James ; Gbeda, James Mark.
     In: Journal of Economics and Finance.
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110. Calendar effects in Latin American stock markets. (2018). Winkelried, Diego ; Iberico, Luis A.
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111. Changing Nature of the Value Premium in the Indian Stock Market. (2018). .
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112. The Turn of the Month Effect in Asia-Pacific Markets: New Evidence. (2018). Aziz, Tariq.
     In: Global Business Review.
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113. Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment. (2018). Hansen, Erwin ; Guidolin, Massimo ; Lozano-Banda, Martin.
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114. Predatory cells and puzzling financial crises: Are toxic products good for the financial markets?. (2018). Racicot, François-Éric ; Mesly, Olivier ; Chkir, Imed.
     In: Post-Print.
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115. Size, Value and Momentum in Pakistan Equity Market: Size and Liquidity Exposures. (2018). Bangash, Romana ; jabeen, Zohra ; Khan, Faisal.
     In: Global Social Sciences Review.
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116. Market Anomalies and Effect on Returns. (2018). Sawitri, N N ; Astuty, P.
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117. Turning alphas into betas: arbitrage and the cross-section of risk. (2018). Cho, Thummim.
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118. Is the turn of the month effect an “abnormal normality”? Controversial findings, new patterns and…hidden signs(?). (2018). Vasileiou, Evangelos.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:44:y:2018:i:c:p:153-175.

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119. Bitcoin technical trading with artificial neural network. (2018). Nakano, Masafumi ; Takahashi, Soichiro.
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:510:y:2018:i:c:p:587-609.

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120. Trading strategies in terms of continuous rising (falling) prices or continuous bullish (bearish) candlesticks emitted. (2018). Ni, Yensen ; Day, Min-Yuh ; Huang, Paoyu ; Cheng, Yirung.
     In: Physica A: Statistical Mechanics and its Applications.
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121. Day of the week and the cross-section of returns. (2018). Birru, Justin.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:130:y:2018:i:1:p:182-214.

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122. Size matters, if you control your junk. (2018). Asness, Clifford ; Pedersen, Lasse H ; Moskowitz, Tobias J ; Israel, Ronen ; Frazzini, Andrea.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:129:y:2018:i:3:p:479-509.

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123. Market intraday momentum. (2018). Gao, Lei ; Zhou, Guofu ; Li, Sophia Zhengzi ; Han, Yufeng.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:129:y:2018:i:2:p:394-414.

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124. Four centuries of return predictability. (2018). Golez, Benjamin ; Koudijs, Peter.
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     RePEc:eee:jfinec:v:127:y:2018:i:2:p:248-263.

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125. Stock prices and geographic proximity of information: Evidence from the Ebola outbreak. (2018). Ichev, Riste ; Marin, Matej .
     In: International Review of Financial Analysis.
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126. The “Sell in May” effect: A review and new empirical evidence. (2018). Degenhardt, Thomas ; Auer, Benjamin R.
     In: The North American Journal of Economics and Finance.
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127. Changes in the stocks prices behavior before and after the public holidays: case of Bucharest Stock Exchange. (2018). Stefanescu, Razvan ; Dumitriu, Ramona.
     In: Risk in Contemporary Economy.
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128. Pockets of Predictability. (2018). Farmer, Leland ; Timmermann, Allan G ; Schmidt, Lawrence .
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129. Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?. (2018). Rottmann, Horst ; Auer, Benjamin R.
     In: CESifo Working Paper Series.
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130. Mutual Fund Flows and Seasonalities in Stock Returns. (2018). Margaritis, Dimitris ; Lee, John Byong-Tek ; Wagner, Moritz.
     In: Working Papers in Economics.
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131. Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M.
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132. Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment. (2018). Hansen, Erwin ; Guidolin, Massimo ; Lozano-Banda, Martin.
     In: BAFFI CAREFIN Working Papers.
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133. An Empirical Evidence of Over Reaction Hypothesis on Karachi Stock Exchange (KSE). (2018). Chhapra, Imran ; Ahmed, Farhan ; Saad, Sanyah ; Kashif, Muhammad.
     In: Asian Economic and Financial Review.
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134. .

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135. Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
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136. Why do we examine calendar anomalies only in financial markets? Month effect evidence from the Greek banking industry. (2017). Evangelos, Vasileiou .
     In: Operational Research.
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137. Investing strategies as continuous rising (falling) share prices released. (2017). Ni, Yensen ; Huang, Paoyu ; Wu, Manhwa.
     In: Journal of Economics and Finance.
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138. Econophysics and Financial Economics: An Emerging Dialogue. (2017). Schinckus, Christophe ; Jovanovic, Franck .
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139. Investing in Disappearing Anomalies. (2017). Jones, Christopher S ; Pomorski, Lukasz .
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140. Imperfect Financial Markets and Shareholder Incentives in Partial and General Equilibrium. (2017). Tsyvinski, Aleh ; Hellwig, Christian ; Albagli, Elias.
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141. Replicating Anomalies. (2017). Zhang, Lu ; Xue, Chen ; Hou, Kewei.
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142. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
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143. Has momentum lost its momentum?. (2017). Sonaer, Gokhan ; Li, Wei-Hsien ; Bhattacharya, Debarati.
     In: Review of Quantitative Finance and Accounting.
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144. Trading strategies based on past returns: evidence from Germany. (2017). Schmidt, Martin H.
     In: Financial Markets and Portfolio Management.
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145. Cash to Price Ratio & Stock Returns: Evidence from Emerging Markets. (2017). Fatima, Nudrat ; Arif, Muhammad ; Fraz, Ahmad ; Hassan, Rameez ; Waqas, Muhammad .
     In: International Journal of Economics and Finance.
     RePEc:ibn:ijefaa:v:9:y:2017:i:11:p:153-162.

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146. Why have asset price properties changed so little in 200 years. (2017). Challet, Damien ; Bouchaud, Jean-Philippe.
     In: Post-Print.
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147. Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn.
     In: CAMA Working Papers.
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148. Cross-sectional factor dynamics and momentum returns. (2017). Avramov, Doron ; Hore, Satadru .
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:32:y:2017:i:c:p:69-96.

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149. Timescale betas and the cross section of equity returns: Framework, application, and implications for interpreting the Fama–French factors. (2017). Uk, Byoung ; Kim, Tong Suk ; In, Francis.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:42:y:2017:i:c:p:15-39.

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150. The Day of the Week Effect in the Crypto Currency Market. (2017). Plastun, Alex ; Caporale, Guglielmo Maria.
     In: Discussion Papers of DIW Berlin.
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151. The 52-Week High and Momentum Investing: Implications for Asset Pricing Models. (2017). Lobao, Julio ; Fernandes, Joao Meira.
     In: Annals of Economics and Finance.
     RePEc:cuf:journl:y:2017:v:18:i:2:lobao.

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152. The 52-Week High and Momentum Investing: Implications for Asset Pricing Models. (2017). Lobao, Julio ; Fernandes, Joao Meira.
     In: Annals of Economics and Finance.
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153. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
     In: CEPR Discussion Papers.
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154. Imperfect Financial Markets and Shareholder Incentives in Partial and General Equilibrium. (2017). Tsyvinski, Aleh ; Hellwig, Christian ; Albagli, Elias.
     In: CEPR Discussion Papers.
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155. The Day of the Week Effect in the Crypto Currency Market. (2017). Plastun, Alex ; Caporale, Guglielmo Maria.
     In: CESifo Working Paper Series.
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156. 25 Jahre Fama-French-Modell: Erklärungsgehalt, Anomalien und praktische Implikationen. (2017). Christoph, Kaserer ; Matthias, Hanauer .
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157. A REVIEW ON THE EVOLUTION OF CALENDAR ANOMALIES. (2017). Satish, Kumar .
     In: Studies in Business and Economics.
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158. Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
     In: BIS Working Papers.
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159. Role of Liquidity in Explaining Anomalous Returns: Evidence from Emerging Market. (2017). Sadaqat, Mohsin ; Butt, Hilal Anwar.
     In: Business & Economic Review.
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160. Mercury retrograde effect in capital markets: truth or illusion?. (2016). Murgea, Aurora .
     In: Timisoara Journal of Economics and Business.
     RePEc:wun:timjeb:tjeb:v09:y2016:i01:a04.

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161. The market price of credit risk and economic states. (2016). Haga, Jesper ; Grobys, Klaus.
     In: Empirical Economics.
     RePEc:spr:empeco:v:50:y:2016:i:3:d:10.1007_s00181-015-0952-9.

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162. Particularitǎţi ale evoluţiei variabilelor financiare. (2016). Stefanescu, Razvan ; Dumitriu, Ramona.
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163. The Persistence of Long-Run Abnormal Returns Following Stock Repurchases and Offerings. (2016). Fu, Fangjian ; Huang, Sheng.
     In: Management Science.
     RePEc:inm:ormnsc:v:62:y:2016:i:4:p:964-984.

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164. The Efficient Market Hypothesis: Evidence from Turkey. (2016). BuÄŸan, Mehmet ; Kilic, Yunus .
     In: International Journal of Academic Research in Business and Social Sciences.
     RePEc:hur:ijarbs:v:6:y:2016:i:10:p:262-272.

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165. Debunking Two Myths of the Weekend Effect. (2016). Cheong, Foong Soon.
     In: IJFS.
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166. Is there momentum in equity anomalies? Evidence from the Polish emerging market. (2016). Zaremba, Adam ; Szyszka, Adam.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:38:y:2016:i:c:p:546-564.

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167. Cross-asset return predictability: Carry trades, stocks and commodities. (2016). Lu, Helen ; Jacobsen, Ben.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:64:y:2016:i:c:p:62-87.

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168. A trend factor: Any economic gains from using information over investment horizons?. (2016). Han, Yufeng ; Zhu, Yingzi ; Zhou, Guofu.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:122:y:2016:i:2:p:352-375.

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169. Market maturity and mispricing. (2016). Jacobs, Heiko.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:122:y:2016:i:2:p:270-287.

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170. Short interest and aggregate stock returns. (2016). Zhou, Guofu ; Ringgenberg, Matthew ; Rapach, David E.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:121:y:2016:i:1:p:46-65.

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171. Technical trading: Is it still beating the foreign exchange market?. (2016). Taylor, Mark ; HSU, Po-Hsuan ; Wang, Zigan.
     In: Journal of International Economics.
     RePEc:eee:inecon:v:102:y:2016:i:c:p:188-208.

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172. New findings on repurchase anomaly — The first-month effect. (2016). Li, Lingxiang.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:48:y:2016:i:c:p:331-349.

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173. Calendar Anomalies in the Ukrainian Stock Market. (2016). Plastun, Alex ; Caporale, Guglielmo Maria.
     In: Discussion Papers of DIW Berlin.
     RePEc:diw:diwwpp:dp1573.

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174. Calendar Anomalies in the Ukrainian Stock Market. (2016). Plastun, Alex ; Caporale, Guglielmo Maria.
     In: CESifo Working Paper Series.
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175. Why have asset price properties changed so little in 200 years. (2016). Challet, Damien ; Bouchaud, Jean-Philippe.
     In: Papers.
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176. Should employers pay their employees better? An asset pricing approach. (2016). Aboura, Sofiane ; Valeyre, Sebastien ; Bonnin, Francois ; Liu, Qian ; Grebenkov, Denis .
     In: Papers.
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177. On the interaction between momentum effect and size effect. (2015). Alhenawi, Yasser.
     In: Review of Financial Economics.
     RePEc:wly:revfec:v:26:y:2015:i:1:p:36-46.

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178. Essays in banking and international finance. (2015). Schafer, Larissa .
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179. The disappearance of momentum. (2015). Rubesam, Alexandre ; Hwang, Soosung.
     In: The European Journal of Finance.
     RePEc:taf:eurjfi:v:21:y:2015:i:7:p:584-607.

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180. A New Perspective on the Size, Value, and Momentum Effects: Broad Sample Evidence from Europe. (2015). Foye, James.
     In: Proceedings of International Academic Conferences.
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181. The Day-of-the-Week Effect is Weak: Evidence from the European Real Estate Sector. (2015). Panagiotidis, Theodore ; Fountas, Stilianos ; Bampinas, Georgios.
     In: Working Paper series.
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182. Calendar effects and market anomalies on the Johannesburg Stock Exchange. (2015). , Jessica ; Ocran, Matthew K.
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183. A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models. (2015). Muteba Mwamba, John Weirstrasd ; Bonga-Bonga, Lumengo.
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184. The day-of-the-week effect is weak: Evidence from the European Real Estate Sector. (2015). Panagiotidis, Theodore ; Fountas, Stilianos ; Bampinas, Georgios.
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185. A Model of Anomaly Discovery. (2015). Yan, Hongjun ; Sun, Bo ; Liu, QI ; Lu, Lei.
     In: International Finance Discussion Papers.
     RePEc:fip:fedgif:1128.

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186. Cross-Sectional Factor Dynamics and Momentum Returns. (2015). Hore, Satadru ; Avramov, Doron.
     In: Supervisory Research and Analysis Working Papers.
     RePEc:fip:fedbqu:rpa15-2.

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187. An Investigation of the Month-of-The-Year Effect for the Sudanese Stock Market. (2015). Suliman, Suliman Zakaria .
     In: Working Papers.
     RePEc:erg:wpaper:924.

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188. On the interaction between momentum effect and size effect. (2015). Alhenawi, Yasser.
     In: Review of Financial Economics.
     RePEc:eee:revfin:v:26:y:2015:i:c:p:36-46.

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189. What explains the dynamics of 100 anomalies?. (2015). Jacobs, Heiko.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:57:y:2015:i:c:p:65-85.

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190. Capital market seasonality: The curious case of large foreign stocks. (2015). Guan, Xian ; Saxena, Konark .
     In: Finance Research Letters.
     RePEc:eee:finlet:v:15:y:2015:i:c:p:85-92.

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191. The financial econometrics of price discovery and predictability. (2015). Smyth, Russell ; Narayan, Seema.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:42:y:2015:i:c:p:380-393.

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192. Sell in May and Go Away: Still good advice for investors?. (2015). Dichtl, Hubert ; Drobetz, Wolfgang.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:38:y:2015:i:c:p:29-43.

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193. Misunderstanding of the binomial distribution, market inefficiency, and learning behavior: Evidence from an exotic sports betting market. (2015). Hwang, Joon Ho ; Kim, Min-Su .
     In: European Journal of Operational Research.
     RePEc:eee:ejores:v:243:y:2015:i:1:p:333-344.

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194. Asset-pricing anomalies at the firm level. (2015). ODoherty, Michael S. ; Cederburg, Scott.
     In: Journal of Econometrics.
     RePEc:eee:econom:v:186:y:2015:i:1:p:113-128.

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195. The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market?. (2015). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria.
     In: Discussion Papers of DIW Berlin.
     RePEc:diw:diwwpp:dp1458.

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196. The cross-section of stock returns in an early stock market. (2014). Turner, John ; Ye, Qing.
     In: QUCEH Working Paper Series.
     RePEc:zbw:qucehw:1405.

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197. Responsible investing : New insights into performance and tastes. (2014). Borgers, A. C. T., .
     In: Other publications TiSEM.
     RePEc:tiu:tiutis:587e777f-c242-4a44-968e-7cec85c307ae.

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198. Do Asset Pricing Models Explain Size, Value, Momentum and Liquidity Effects? The Case of an Emerging Stock Market. (2014). .
     In: Journal of Emerging Market Finance.
     RePEc:sae:emffin:v:13:y:2014:i:3:p:217-251.

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199. Predicting Stock Market Returns Based on the Content of Annual Report Narrative: A New Anomaly. (2014). Yekini, Liafisu Sina ; Wisniewski, Tomasz Piotr .
     In: MPRA Paper.
     RePEc:pra:mprapa:58107.

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200. On The Impact Of Firm Size On Risk And Return: Fresh Evidence From The American Stock Market Over The Recent Years. (2014). Chaibi, Anissa ; Xiao, Bing ; Alioui, Sabrina .
     In: Working Papers.
     RePEc:ipg:wpaper:2014-230.

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201. Competitor Orientation and the Evolution of Business Markets. (2014). Bendle, Neil ; Vandenbosch, Mark .
     In: Marketing Science.
     RePEc:inm:ormksc:v:33:y:2014:i:6:p:781-795.

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202. Tests of Equity Market Anomalies for Select Emerging Markets. (2014). Deisting, Florent ; Subramaniam, Srividya ; Sehgal, Sanjay.
     In: The International Journal of Business and Finance Research.
     RePEc:ibf:ijbfre:v:8:y:2014:i:3:p:27-46.

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203. The Halloween Effect Evidence from Romania. (2014). Oprea, Dragos Stefan.
     In: International Journal of Academic Research in Business and Social Sciences.
     RePEc:hur:ijarbs:v:4:y:2014:i:7:p:463-471.

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204. Tests Of Equity Market Anomalies For Select Emerging Markets. (2014). Deisting, Florent ; Subramaniam, Srividya ; Sehgal, Sanjay.
     In: Post-Print.
     RePEc:hal:journl:hal-01881907.

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205. Sentiment, irrationality and market efficiency: The case of the 2010 FIFA World Cup. (2014). Kaplanski, Guy ; Levy, Haim.
     In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
     RePEc:eee:soceco:v:49:y:2014:i:c:p:35-43.

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206. Institutions and the turn-of-the-year effect: Evidence from actual institutional trades. (2014). Lynch, Andrew ; Yan, Xuemin ; Puckett, Andy .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:49:y:2014:i:c:p:56-68.

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207. Have capital market anomalies attenuated in the recent era of high liquidity and trading activity?. (2014). Subrahmanyam, Avanidhar ; Chordia, Tarun ; Tong, Qing.
     In: Journal of Accounting and Economics.
     RePEc:eee:jaecon:v:58:y:2014:i:1:p:41-58.

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208. Stock market efficiency and international shipping-market information. (2014). Muradoglu, Yaz ; Alizadeh, Amir H..
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:33:y:2014:i:c:p:445-461.

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209. Are stock markets really so inefficient? The case of the “Halloween Indicator”. (2014). Dichtl, Hubert ; Drobetz, Wolfgang.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:11:y:2014:i:2:p:112-121.

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210. Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data. (2014). Urquhart, Andrew ; McGroarty, Frank.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:35:y:2014:i:c:p:154-166.

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211. The cross-section of stock returns in an early stock market. (2014). Turner, John ; Ye, Qing.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:34:y:2014:i:c:p:114-123.

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212. Cross-sectional predictability of stock returns, evidence from the 19th century Brussels Stock Exchange (1873–1914). (2014). Annaert, Jan ; Mensah, Lord.
     In: Explorations in Economic History.
     RePEc:eee:exehis:v:52:y:2014:i:c:p:22-43.

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213. Why don’t you trade only four days a year? An empirical study into the abnormal returns of quarters first trading day. (2014). cohen, gil.
     In: Economics Letters.
     RePEc:eee:ecolet:v:124:y:2014:i:3:p:335-337.

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214. The Weekend Effect: A Trading Robot and Fractional Integration Analysis. (2014). Plastun, Alex ; Makarenko, Inna ; Gil-Alana, Luis ; Caporale, Guglielmo Maria.
     In: Discussion Papers of DIW Berlin.
     RePEc:diw:diwwpp:dp1386.

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215. Intraday Anomalies and Market Efficiency: A Trading Robot Analysis. (2014). Plastun, Alex ; Makarenko, Inna ; Gil-Alana, Luis ; Caporale, Guglielmo Maria.
     In: Discussion Papers of DIW Berlin.
     RePEc:diw:diwwpp:dp1377.

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216. Forty Years, Thirty Currencies and 21,000 Trading Rules: A Large-scale, Data-Snooping Robust Analysis of Technical Trading in the Foreign Exchange Market. (2014). Taylor, Mark ; HSU, Po-Hsuan.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:10018.

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217. The Weekend Effect: A Trading Robot and Fractional Integration Analysis. (2014). Plastun, Alex ; Makarenko, Inna ; Gil-Alana, Luis ; Caporale, Guglielmo Maria.
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_4849.

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218. Intraday Anomalies and Market Efficiency: A Trading Robot Analysis. (2014). Plastun, Alex ; Makarenko, Inna ; Gil-Alana, Luis ; Caporale, Guglielmo Maria.
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_4752.

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219. Two centuries of trend following. (2014). Deremble, C. ; Y. Lemp'eri`ere, ; Seager, P. ; Potters, M. ; Bouchaud, J. P..
     In: Papers.
     RePEc:arx:papers:1404.3274.

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220. Detecting Positive Feedback Trading when Autocorrelation is Positive. (2013). Angelovska, Julijana.
     In: Zagreb International Review of Economics and Business.
     RePEc:zag:zirebs:v:16:y:2013:i:1:p:93-101.

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221. Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation. (2013). Zhou, Guofu ; Hong, Yongmiao ; Tu, Jun .
     In: Working Papers.
     RePEc:wyi:wpaper:001962.

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222. An Empirical Investigation of the Relationship between Net Stock Issues and Returns in India. (2013). .
     In: Management and Labour Studies.
     RePEc:sae:manlab:v:38:y:2013:i:4:p:505-515.

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223. Synergies or overpayment in European corporate M&A. (2013). Diaz, Belen Diaz ; Azofra, Sergio Sanfilippo ; Sanfilippoazofra, Sergio ; Gutierrez, Carlos Lopez ; Lopezgutierrez, Carlos .
     In: MPRA Paper.
     RePEc:pra:mprapa:51070.

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224. PARADOXES OF MODERN STOCK EXCHANGE MARKETS. (2013). SECHEL, Ioana Cristina ; Gheorghe, CIOBANU ; Cristina, SECHEL Ioana .
     In: Annals of Faculty of Economics.
     RePEc:ora:journl:v:1:y:2013:i:1:p:89-96.

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225. Financial Crises Explanations, Types, and Implications. (2013). Kose, Ayhan ; Claessens, Stijn.
     In: IMF Working Papers.
     RePEc:imf:imfwpa:2013/028.

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226. New Evidence on the Information and Predictive Content of the Baltic Dry Index. (2013). Payne, James ; Apergis, Nicholas.
     In: IJFS.
     RePEc:gam:jijfss:v:1:y:2013:i:3:p:62-80:d:27458.

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227. Financial Crises: Explanations, Types and Implications. (2013). Kose, Ayhan ; Claessens, Stijn.
     In: CAMA Working Papers.
     RePEc:een:camaaa:2013-06.

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228. The autumn effect of gold. (2013). Baur, Dirk.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:27:y:2013:i:1:p:1-11.

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229. The smallest firm effect: An international study. (2013). De Moor, Lieven ; Sercu, Piet.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:32:y:2013:i:c:p:129-155.

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230. Learning and the disappearing association between governance and returns. (2013). Cohen, Alma ; Wang, Charles C. Y., ; Bebchuk, Lucian A..
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:108:y:2013:i:2:p:323-348.

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231. The role of shorting, firm size, and time on market anomalies. (2013). Israel, Ronen ; Moskowitz, Tobias J..
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:108:y:2013:i:2:p:275-301.

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232. Stakeholder relations and stock returns: On errors in investors expectations and learning. (2013). Borgers, Arian ; Koedijk, Kees ; Derwall, Jeroen ; Horst, Jenke Ter .
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:22:y:2013:i:c:p:159-175.

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233. Do mutual fund managers exploit the Ramadan anomaly? Evidence from Turkey. (2013). Wisniewski, Tomasz ; Biakowski, Jdrzej ; Kaufmann, Philipp ; Bohl, Martin T..
     In: Emerging Markets Review.
     RePEc:eee:ememar:v:15:y:2013:i:c:p:211-232.

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234. Patterns in stock market movements tested as random number generators. (2013). Chen, Catherine H. ; Doyle, John R..
     In: European Journal of Operational Research.
     RePEc:eee:ejores:v:227:y:2013:i:1:p:122-132.

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235. Advances in Forecasting under Instability. (2013). Rossi, Barbara.
     In: Handbook of Economic Forecasting.
     RePEc:eee:ecofch:2-1203.

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236. Financial Crises: Explanations, Types, and Implications. (2013). Kose, Ayhan ; Claessens, Stijn.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:9329.

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237. The Impact of Institutional Ownership: A Study of the Australian Equity Market. (2012). Yeung, Danny .
     In: PhD Thesis.
     RePEc:uts:finphd:11.

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238. Data snooping and the global accrual anomaly. (2012). Lohre, Harald ; Leippold, Markus.
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:22:y:2012:i:7:p:509-535.

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239. Long-term reactions to large stock price declines and increases in the European stock market: a note on market efficiency. (2012). Zschoche, Moritz ; Simpson, Marc ; Schiereck, Dirk ; Himmelmann, Achim .
     In: Journal of Economics and Finance.
     RePEc:spr:jecfin:v:36:y:2012:i:2:p:400-423.

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240. Empirical Cross-Sectional Asset Pricing. (2012). Nagel, Stefan.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:18554.

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241. Pseudo-Predictability in Conditional Asset Pricing Tests: Explaining Anomaly Performance with Politics, the Weather, Global Warming, Sunspots, and the Stars. (2012). Novy-Marx, Robert.
     In: NBER Working Papers.
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242. The week-of-the-year effect: Evidence from around the globe. (2012). Yagil, Joseph ; Levy, Tamir .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:36:y:2012:i:7:p:1963-1974.

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243. Bounds on the autocorrelation of admissible stochastic discount factors. (2012). Chrtien, Stphane .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:36:y:2012:i:7:p:1943-1962.

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244. Asymmetric dynamics of stock price continuation. (2012). Huang, Alex Yihou .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:36:y:2012:i:6:p:1839-1855.

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245. A multidimensional classification of market anomalies: Evidence from 76 price indices. (2012). Chen, Catherine Huirong ; Doyle, John R..
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:22:y:2012:i:5:p:1237-1257.

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246. Empirical Cross-Sectional Asset Pricing. (2012). Nagel, Stefan.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:9227.

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247. VALUE PREMIUMS AND THE JANUARY EFFECT: INTERNATIONAL EVIDENCE. (2011). S P Uma Rao, ; Das, Praveen Kumar .
     In: The International Journal of Business and Finance Research.
     RePEc:ibf:ijbfre:v:5:y:2011:i:4:p:1-15.

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248. Are Betting Markets Efficient ? Evidence from European Football Championships. (2011). Direr, Alexis.
     In: Post-Print.
     RePEc:hal:journl:hal-00734531.

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249. Return behaviour in Africas emerging equity markets. (2011). ALAGIDEDE, PAUL.
     In: The Quarterly Review of Economics and Finance.
     RePEc:eee:quaeco:v:51:y:2011:i:2:p:133-140.

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250. Revisiting the expectations hypothesis of the term structure of interest rates. (2011). Nawosah, Vivekanand ; Harris, Richard ; Bulkley, George ; Harris, Richard D. F., .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:35:y:2011:i:5:p:1202-1212.

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251. Is size dead? A review of the size effect in equity returns. (2011). van Dijk, Mathijs.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:35:y:2011:i:12:p:3263-3274.

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252. Is trading on earnings surprises a profitable strategy? Canadian evidence. (2011). Truong, Cameron ; Chudek, Mark ; Veeraraghavan, Madhu.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:21:y:2011:i:5:p:832-850.

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253. Residual momentum. (2011). Blitz, David ; Martens, Martin ; Huij, Joop.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:18:y:2011:i:3:p:506-521.

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254. Do investors care about noise trader risk?. (2011). Beer, Francisca ; Zouaoui, Mohamed ; Watfa, Mohamad .
     In: Working Papers CREGO.
     RePEc:dij:wpfarg:1111201.

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255. Adaptive interactive expectations: dynamically modelling profit expectations. (2010). Bell, William.
     In: MPRA Paper.
     RePEc:pra:mprapa:38260.

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256. Learning and the Disappearing Association Between Governance and Returns. (2010). Cohen, Alma ; Bebchuk, Lucian ; Charles C. Y. Wang, .
     In: NBER Working Papers.
     RePEc:nbr:nberwo:15912.

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257. Investor Inattention and the Market Reaction to Merger Announcements. (2010). Sun, Amy ; Louis, Henock .
     In: Management Science.
     RePEc:inm:ormnsc:v:56:y:2010:i:10:p:1781-1793.

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258. Can diversification degree amplify momentum and contrarian anomalies?. (2010). Houda Ben Mhenni Haj Youssef, ; Sioud, Olfa Benouda ; Olfa Ben Ouda Sioud, ; El Moubarki, Lassad .
     In: Review of Accounting and Finance.
     RePEc:eme:rafpps:v:9:y:2010:i:1:p:50-64.

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259. Risk and the January effect. (2010). Sun, Qian ; Tong, Wilson H. S., .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:34:y:2010:i:5:p:965-974.

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260. The Other January Effect: Evidence against market efficiency?. (2010). Visaltanachoti, Nuttawat ; Marshall, Ben.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:34:y:2010:i:10:p:2413-2424.

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261. Accounting anomalies and fundamental analysis: A review of recent research advances. (2010). Wysocki, Peter ; Tuna, Irem ; Richardson, Scott.
     In: Journal of Accounting and Economics.
     RePEc:eee:jaecon:v:50:y:2010:i:2-3:p:410-454.

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

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263. The behaviour of small cap vs. large cap stocks in recessions and recoveries: Empirical evidence for the United States and Canada. (2010). Switzer, Lorne.
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:21:y:2010:i:3:p:332-346.

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264. On monetary policy and stock market anomalies. (2010). Kontonikas, Alexandros ; KOSTAKIS, ALEXANDROS.
     In: SIRE Discussion Papers.
     RePEc:edn:sirdps:233.

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265. The q‐Theory Approach to Understanding the Accrual Anomaly. (2010). Zhang, Lu ; Wu, Jin.
     In: Journal of Accounting Research.
     RePEc:bla:joares:v:48:y:2010:i:1:p:177-223.

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266. Markets are efficient if and only if P = NP. (2010). Maymin, Philip.
     In: Papers.
     RePEc:arx:papers:1002.2284.

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267. Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm. (2009). Hauser, Shmuel.
     In: Computational Economics.
     RePEc:kap:compec:v:33:y:2009:i:2:p:131-154.

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268. The persistence of the small firm/January effect: Is it consistent with investors learning and arbitrage efforts?. (2009). Stephan, Jens A. ; Sen, Pradyot K. ; Easterday, Kathryn E..
     In: The Quarterly Review of Economics and Finance.
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269. Momentum profits in the Australian equity market: A matched firm approach. (2009). Bettman, Jenni L. ; Sault, Stephen J. ; Maher, Thomas R. B., .
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:17:y:2009:i:5:p:565-579.

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270. Earnings surprise and sophisticated investor preferences in India. (2009). Sen, Kaustav.
     In: Journal of Contemporary Accounting and Economics.
     RePEc:eee:jocaae:v:5:y:2009:i:1:p:1-19.

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271. Cashflow risk, systematic earnings revisions, and the cross-section of stock returns. (2009). Warachka, Mitchell Craig ; Da, Zhi.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:94:y:2009:i:3:p:448-468.

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272. Technical analysis: An asset allocation perspective on the use of moving averages. (2009). Zhou, Guofu ; Zhu, Yingzi.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:92:y:2009:i:3:p:519-544.

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273. The other January effect: International, style, and subperiod evidence. (2009). Stivers, Chris ; Sun, Yong.
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:12:y:2009:i:3:p:521-546.

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274. The Other January Effect: International Evidence. (2009). Salm, Christian A. ; Bohl, Martin T..
     In: CQE Working Papers.
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275. The diminishing liquidity premium. (2008). Wohl, Avi ; Kadan, Ohad ; Ben-Rephael, Azi .
     In: CFS Working Paper Series.
     RePEc:zbw:cfswop:200852.

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276. Striking oil: Another puzzle?. (2008). Jacobsen, Ben ; Driesprong, Gerben ; Maat, Benjamin.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:89:y:2008:i:2:p:307-327.

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277. The expected value premium. (2008). Zhang, Lu ; Chen, Long ; Petkova, Ralitsa .
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:87:y:2008:i:2:p:269-280.

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278. Elusive return predictability. (2008). Timmermann, Allan.
     In: International Journal of Forecasting.
     RePEc:eee:intfor:v:24:y:2008:i:1:p:1-18.

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279. Updating expectations: An analysis of post-9/11 returns. (2008). Pasquariello, Paolo ; Liu, Crocker H. ; Kallberg, Jarl .
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280. Seasonality in outliers of daily stock returns: A tail that wags the dog?. (2008). Schreiber, Ben ; Kedar-Levy, Haim ; Galai, Dan.
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281. Transaction costs and value premium. (2007). Wang, Ling Ling ; Agarwal, Vikas.
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282. Enhancing the efficiency of securities markets in East Asia. (2007). Revilla, Ernesto ; Ghosh, Swati .
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283. Small caps in international equity portfolios: the effects of variance risk. (2007). Nicodano, Giovanna ; Guidolin, Massimo.
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284. Momentum, reversal, and the trading behaviors of institutions. (2007). Prinsky, Christo A. ; Gutierrez, Roberto Jr., .
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285. SEC Regulation Fair Disclosure, information, and the cost of capital. (2007). Madureira, Leonardo ; Gorton, Gary ; Gomes, Armando .
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286. Implications of IFRS for the European Insurance Industry—Insights From Capital Market Theory. (2007). Post, Thomas ; Gründl, Helmut ; Schmidl, Lisa ; Grundl, Helmut ; Dorfman, Mark S..
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287. WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?. (2007). Irwin, Scott ; Park, Cheol-Ho.
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288. IPO investment strategies and pseudo market timing. (2006). Trauten, Andreas ; Schulz, Roland C..
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289. Disappearing anomalies: a dynamic analysis of the persistence of anomalies. (2006). Nisser, Johan ; Marquering, Wessel ; Valla, Toni .
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290. Testing the q-Theory of Anomalies. (2006). Zhang, Lu ; Whited, Toni.
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291. Foreign exchange volatility is priced in equities. (2006). Neely, Christopher ; Guo, Hui.
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292. Predicting stock returns. (2006). Avramov, Doron ; Chordia, Tarun .
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293. The other January effect. (2006). Ovtchinnikov, Alexei ; Cooper, Michael J. ; McConnell, John J..
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294. Investing in mutual funds when returns are predictable. (2006). Avramov, Doron ; Wermers, Russ.
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295. Time-varying risk premia and the cross section of stock returns. (2006). Guo, Hui.
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296. Expected Returns, Yield Spreads, and Asset Pricing Tests. (2005). Zhang, Lu ; Chen, Long ; Campello, Murillo.
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297. Financial Markets and the Real Economy. (2005). Cochrane, John.
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298. Market Timing And Model Uncertainty: An Exploratory Study For The Swiss Stock Market. (2005). Rey, David.
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299. Weak-Form and Semi-Strong-Form Stock Return Predictability Revisited. (2005). Heuson, Andrea ; Ferson, Wayne E. ; Su, Tie .
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300. The Profitability of Technical Trading Rules in US Futures Markets: A Data Snooping Free Test. (2005). Irwin, Scott ; Park, Cheol-Ho.
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301. Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia. (2004). Kim, Tae-Hwan ; Tonchev, Dimitar.
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302. The Design of Financial Systems: Towards a Synthesis of Function and Structure. (2004). merton, robert ; Bodie, Zvi.
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303. SEC Regulation Fair Disclosure, Information, and the Cost of Capital. (2004). Madureira, Leonardo ; Gorton, Gary ; Gomes, Armando .
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304. What do we learn from two new accounting-based stock market anomalies?. (2004). Basu, Sudipta.
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305. Do IPOs Underperform in the Long-Run? New Evidence from the Canadian Stock Market. (2003). L'Her, Jean-Franois ; Kooli, Maher ; Suret, Jean-Marc.
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