| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A further investigation of the day‐of‐the‐week effect in the gold market: A comment |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
9 |
| An alternative methodology for measuring expiration day price effects at Friday's close: The expected price reversal—A note |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
| An analysis of trading and nontrading period returns for the value line composite index; spot versus futures: A note |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
8 |
| Are preholiday returns in Tokyo really anomalous? If so, why? |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
110 |
| Day-of-the-week mean spillover effects between New York and Tokyo: January 1976 to August 1992: A note |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
74 |
| Day-of-the-week mean spillover effects between New York and Tokyo: January 1976 to August 1992: A note |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
82 |
| EARLY EXERCISE OF AMERICAN INDEX OPTIONS |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
32 |
| Informed Trading around Stock Split Announcements: Evidence from the Option Market |
0 |
0 |
0 |
11 |
0 |
1 |
1 |
43 |
| Odd-Lot Transactions around the Turn of the Year and the January Effect |
0 |
0 |
0 |
27 |
0 |
1 |
2 |
93 |
| Stock Market Efficiency Withstands Another Challenge: Solving the "Sell in May/Buy after Halloween" Puzzle |
0 |
0 |
2 |
44 |
5 |
7 |
17 |
372 |
| Stock index futures, expiration day volatility, and the “special” friday opening: A note |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
17 |
| Testing futures market efficiency—A restatement |
0 |
0 |
0 |
6 |
0 |
2 |
2 |
28 |
| The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly |
0 |
0 |
2 |
80 |
0 |
1 |
8 |
592 |
| The January effect, arbitrage opportunities, and derivative securities: Has anything changed? |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
12 |
| The Pattern of Intraday Portfolio Management Decisions: A Case Study of Intraday Security Return Patterns |
0 |
0 |
0 |
53 |
0 |
2 |
2 |
181 |
| The Weekend Effect: Trading Patterns of Individual and Institutional Investors |
0 |
1 |
7 |
466 |
0 |
1 |
13 |
1,137 |
| The Weekly Pattern in Stock Index Futures: A Further Note |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
137 |
| The daily distribution of changes in the price of stock index futures |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
26 |
| The daily effect in the gold market: A reply |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
15 |
| The delivery period and daily price limits: A comment |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
7 |
| The informational role of end‐of‐the‐day returns in stock index futures |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
| The other friday “bull” effect: A chance occurrence or the harbinger of yet another puzzling anomaly? a note! |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
6 |
| The relationship between stock indices and stock index futures from 3:00–3:15: A note |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
| Threshold levels, strike price grid, and other market microstructure issues associated with exchange‐traded equity options |
0 |
0 |
1 |
3 |
0 |
0 |
1 |
17 |
| Total Journal Articles |
0 |
1 |
12 |
797 |
5 |
16 |
50 |
3,025 |
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