Diese wissenschaftlichen Publikationen bringen Ihnen einen Vorteil an den Märkten:

A Valuation Study of Stock-Market Seasonality and Firm Size

The Pre-FOMC Announcement Drift

Study of investment performance of individuals trading in CFDs and forex in France

A monthly effect in stock returns

Winter Blues A SAD Stock Market Cycle

Trading patterns, bid‐ask spreads and estimated security returns the case of common stocks at calendar turning points

The Optimism Cycle Sell in May

A-valuation-study-of-stock-market-seasonality-and-firm-size

The January Effect

The Halloween Indicator, Sell in May and Go Away

The Halloween Effect in U.S. Sectors

The economic gains of trading stocks around holidays

The anomalous Stock Market Behavior of Small Firms in Januar

Size‐Related Anomalies and Stock Return Seasonalitiy

Short-selling and the Weekend Effect

Holiday Closings and Security Returns

From T‐bills to stocks Seasonal anomalies revisited

Friday the Thirteenth Tart VII’—A Note

Equity Returns at the Turn of the Month

Disentangling Equity Return Regularities New Insights and

Dangers of data mining The case of calendar effects in stock returns

Comparison of seasonal anomalies across major equity markets A note

Capital Gains Tax Rules, Tax-loss Trading,Calendar Anomalies Abnormal Returns at Calendar Turning

Are seasonal anomalies real