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References from Dangers of data mining: The case of calendar effects in stock returns. Local targets link to admitted publications; unresolved targets remain external evidence.
Tests for parameter instability and structural change with unknown change point
10.2307/2951764 · 1993 · External reference
A monthly effect in stock returns
10.1016/0304-405x(87)90066-3 · 1987 · External reference
Daily seasonals in equity and fixed-interest returns: Australian evidence and tests of plausible hypotheses.
1988 · External reference
Simple technical trading rules and the stochastic properties of stock returns
10.2307/2328994 · 1992 · External reference
Unresolved reference
1997 · External reference
Novel confirmation
10.1093/bjps/34.4.315 · 1983 · External reference
Searching for a break in GNP
10.2307/1391540 · 1992 · External reference
The behavior of stock prices on Fridays and Mondays
10.2469/faj.v29.n6.67 · 1973 · External reference
Testing structural stability with endogenous break point: a size comparison of analytic and bootstrap procedures
10.1016/0304-4076(94)01690-9 · 1996 · External reference
Comparing predictive accuracy
10.2307/1392185 · 1995 · External reference
Unresolved reference
1988 · External reference
10.1086/232221
10.1086/232221 · External reference
Security prices and stock exchange holidays in relation to short selling
1934 · External reference
10.1111/j.1540-6261.1988.tb03948.x
10.1111/j.1540-6261.1988.tb03948.x · External reference
Assessing goodness-of-fit of asset pricing models: the distribution of the maximal R2
10.2307/2329491 · 1997 · External reference
Stock returns and the weekend effect
10.1016/0304-405x(80)90021-5 · 1980 · External reference
Day of the week effects and asset returns
10.1086/296147 · 1981 · External reference
Unresolved reference
External reference
Unresolved reference
1988 · External reference
Investment results from exploiting turn-of-the-month effects
10.3905/jpm.1996.409556 · 1996 · External reference
The week-end effect in common stock returns: the international evidence
10.2307/2327894 · 1985 · External reference
Some anomalous evidence regarding market efficiency
10.1016/0304-405x(78)90025-9 · 1978 · External reference
Can tax-loss selling explain the January effect? A note
10.2307/2328262 · 1987 · External reference
The positive economics of methodology
10.1006/jeth.1996.0004 · 1996 · External reference
Size-related anomalies and stock return seasonality: further empirical evidence
10.1016/0304-405x(83)90025-9 · 1983 · External reference
A further investigation of the weekend effect in stock returns
10.2307/2327945 · 1984 · External reference
Weekend effects on stock returns
10.2307/2327716 · 1982 · External reference
The weekend effect: trading patterns of individual and institutional investors
10.2307/2328818 · 1990 · External reference
Volume and turn-of-the-year behavior
10.1016/0304-405x(84)90008-4 · 1984 · External reference
Are seasonal anomalies real? A ninety-year perspective
10.1093/rfs/1.4.403 · 1988 · External reference
Unresolved reference
1978 · External reference
Risk aversion and the martingale property of stock prices
10.2307/2525932 · 1973 · External reference
Weekend effects in stock market returns: an overview.
1988 · External reference
Data-mining biases in tests of financial asset pricing models
10.1093/rfs/3.3.431 · 1990 · External reference
Asset prices in an exchange economy
10.2307/1913837 · 1978 · External reference
On the state of the efficient market hypothesis in financial economics.
1987 · External reference
The great crash, the oil price shock, and the unit root hypothesis
10.2307/1913712 · 1989 · External reference
The stationary bootstrap
10.2307/2290993 · 1994 · External reference
The anomalous stock market behavior of small firms in January: empirical tests for tax-loss selling effects
10.1016/0304-405x(83)90029-6 · 1983 · External reference
Portfolio rebalancing and the turn of the year effect
10.2307/2328280 · 1989 · External reference
New findings regarding day-of-the-week returns over trading and nontrading periods: a note
10.2307/2327747 · 1984 · External reference
Vas ist Das? The turn-of-the-year effects and the return premia of small firms
10.3905/jpm.1983.18 · 1983 · External reference
Capital market seasonality: the case of stock returns
10.1016/0304-405x(76)90028-3 · 1976 · External reference
Proof that properly anticipated prices fluctuate randomly
1965 · External reference
10.1016/s1573-4412(84)02006-7
10.1016/s1573-4412(84)02006-7 · External reference
Day of the week and intraday effects in stock returns
10.1016/0304-405x(86)90011-5 · 1986 · External reference
Data-mining, technical trading rule performance, and the bootstrap
10.1111/0022-1082.00163 · 1999 · External reference
Anomalies: the January effect
10.1257/jep.1.1.197 · 1987 · External reference
Anomalies: weekend, holiday, turn of the month, and intraday effects
10.1257/jep.1.2.169 · 1987 · External reference
Unresolved reference
External reference
A new look at the Monday effect
10.2307/2329480 · 1997 · External reference
Asymptotic inference about predictive ability
10.2307/2171956 · 1996 · External reference
10.1111/1468-0262.00152
10.1111/1468-0262.00152 · External reference
