Diferenças entre edições de "Efeito dos feriados"
Da Thinkfn
| (2 edições intermédias não estão a ser mostradas.) | |||
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| − | O ''' | + | O '''Efeito dos feriados''' (em inglês, holiday effect) refere-se à tendência dos mercados subirem nos dias que antecedem feriados. |
== Referências == | == Referências == | ||
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* LAKONISHOK, Josef and Seymour SMIDT, 1988. [http://calendar-effects.behaviouralfinance.net/holidays/LakonishokSmidt1988.pdf Are seasonal anomalies real? A ninety-year perspective], The Review of Financial Studies, Vol. 1, No. 4. (Winter, 1988), pp. 403-425. | * LAKONISHOK, Josef and Seymour SMIDT, 1988. [http://calendar-effects.behaviouralfinance.net/holidays/LakonishokSmidt1988.pdf Are seasonal anomalies real? A ninety-year perspective], The Review of Financial Studies, Vol. 1, No. 4. (Winter, 1988), pp. 403-425. | ||
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| − | [[Categoria: | + | [[Categoria:Finança comportamental]][[Categoria:Teorias]] |
Edição atual desde as 06h57min de 5 de outubro de 2008
O Efeito dos feriados (em inglês, holiday effect) refere-se à tendência dos mercados subirem nos dias que antecedem feriados.
Referências
- LAKONISHOK, Josef and Seymour SMIDT, 1988. Are seasonal anomalies real? A ninety-year perspective, The Review of Financial Studies, Vol. 1, No. 4. (Winter, 1988), pp. 403-425.
- ARIEL, R.A., 1990. High Stock Returns before Holidays: Existence and Evidence on Possible Causes, The Journal of Finance, Vol. 45, No. 5. (Dec., 1990), pp. 1611-1626.
- ARSAD, Zainudin and J. Andrew COUTTS. 1997. Security price anomalies in the London International Stock Exchange: a 60 year perspective, Applied Financial Economics, Volume 7, Number 5, 1 October 1997, pp. 455-464.
- MENEU, Vicente and Angel PARDO, 2004. Pre-holiday Effect, Large Trades and Small Investor Behaviour, Journal of Empirical Finance, Volume 11, Issue 2, March 2004, Pages 231-246.
- KIM, Chan-Wung and Jinwoo PARK, 1994. Holiday Effects and Stock Returns: Further Evidence, The Journal of Financial and Quantitative Analysis, Vol. 29, No. 1. (Mar., 1994), pp. 145-157.
- CADSBY, Charles Bram and Mitchell RATNER, 1992. Turn-of-month and pre-holiday effects on stock returns: Some international evidence, Journal of Banking & Finance, Volume 16, Issue 3, June 1992, Pages 497-509.
- LUCEY, B.M. and A. PARDO, 2005. Why investors should not be cautious about the academic approach to testing for stock market …. Applied Financial Economics 15(3) :165-171
- BROCKMAN, P., 1998. The persistent holiday effect: additional evidence. Applied Economics Letters.
- LIN, J.L. and T.S. LIU, 2002. Modeling Lunar Calendar Holiday Effects in Taiwan. Taiwan Economic Forecast and Policy.
- ECONOMICS, A.F., 2002. The anomalies that aren't there: the weekend, January and pre-holiday effects on the all gold index …. Applied Financial Economics.
- REDMAN, Arnold L., Herman MANAKYAN and Kartono LIANO, 1997. Real Estate Investment Trusts and Calendar Anomalies. Journal of Real Estate Research.
- VERGIN, Roger C. and John McGINNIS 1999. Revisiting the Holiday Effect: is it on holiday?. Applied Financial Economics.
- ZIEMBA, W.T., 1990. Japanese Security Market Regularities: Monthly, Turn of the Month and Year, Holiday and Golden Week …. ideas.repec.org.
- LIANO, K., P.H. MARCHAND and G.C. HUANG, 1992. The holiday effect in stock returns: Evidence from the OTC market. Review of Financial Economics.
- TAKEI, A., et al., 2003. 'Drug holiday' effects of tandospirone in a patient with Machado-Joseph disease. Psychiatry and Clinical Neurosciences.
- HELLSTR?M, Thomas and Kenneth HOLMSTR?M, 1998. Predictable patterns in stock returns. mdh.se.
- PEARCE, Douglas K., 1996. The Robustness of Calendar Anomalies in Daily Stock Returns. Journal of Economics and Finance.
- BROCKMAN, P., 1995. A review and analysis of the holiday effect. Financial Markets, Institutions & Instruments.
- MERRILL, A.A., 1966. Behavior of Prices on Wall Street. Analysis Press.
- CHENG, S.W., 1996. The Impact of Holidays on the Trading Pattern of Australian Share Price Index Futures. Honours Dissertation, Department of Accounting and Finance, ….
- FIELDS, M.J., 1934. Security prices and stock exchange holidays in relation to short selling, The Journal of Business of the University of Chicago, Vol. 7, No. 4. (Oct., 1934), pp. 328-338.
- LIANO, K. and L.R. WHITE, 1994. Business Cycles and the Pre-holiday Effect in Stock Returns. Applied Financial Economics.
- KAM, S.W., 1995. … of Daily Foreign Exchange Rates with Non-normal Assumption and Day-of-the-week and Holiday Effects. Dept. of Economics, University of Queensland.
- HIRAKI, Takato and Edwin D. MABERLY, An Analysis of Japanese Stock Return Dynamics Conditional on US Monday Holiday Closures. papers.ssrn.com.
