Have a personal or library account? Click to login
The Momentum Effect Exemplifies The Influence of Investors’ Irrational Behaviour on Changing Prices of Shares and Stocks: An Analysis of The Momentum Effect on The Warsaw Stock Exchange
Agrawal, A., Tandon K. (1994). Anomalies or Illusions? Evidence from Stock Markets in Eighteen Countries. Journal of International Money and Finance 13, no. 1: 83-106.10.1016/0261-5606(94)90026-4
Balaban, E. (1994). Day of The week effects: New Evidence from Emerging Stock Market, The Central Bank of The Republic of Turkey. Discussion Paper no. 9410, November 1994.
Banz, R.W. (1981). The Relationship between Return and Market Value of Common Stocks. Journal of Financial Economics 9, no. 1: 3-18.10.1016/0304-405X(81)90018-0
Bernard, V., Thomas, J. (1989.) Post-earnings-announcement Drift: Delayed Price Response or Risk Premium. Journal of Accounting Research 27: 1-36.10.2307/2491062
Capaul, C., Rowley, I., Sharpe, W. (1993). International Value and Growth Stock Returns. Financial Analysts Journal 49, no. 1: 27-36.10.2469/faj.v49.n1.27
Choudhry, T. (2000). Day of the Week Effect in Emerging Asian Stock Markets: Evidence from the GARCH Model. Applied Financial Economics 10, no. 3: 235-242.
Jegadeesh, N., Titman, S. (1993). Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. Journal of Finance 48, no. 1: 65-91.10.1111/j.1540-6261.1993.tb04702.x
Jegadeesh, N., Titman, S. (2001). Profitability of Momentum Strategies: an Evaluation of Alternative Explanations. The Journal of Finance 5,6 no. 2: 699-720.10.1111/0022-1082.00342
Keim, D., Stambaugh, R. (1984). A Further Investigation of the Weekend Effect in Stock Returns. Journal of Finance 39: 819-35.10.1111/j.1540-6261.1984.tb03675.x
Keong, L.B., Yat, D.N.C., Ling, C.H. (2010). Month-of-the-year effects in Asian Countries: A 20-year Study (1990-2009). African Journal of Business Management 4, no. 7: 1351-1362.
Latif, M., Arshad, S., Fatima, M., Farooq, S. (2011). Market Efficiency, Market Anomalies, Causes, Evidences, and Some Behavioral Aspects of Market Anomalies. Research Journal of Finance and Accounting 2, no. 9/10: 1-13.
Mehdian S, Perry M. (2001). The Reversal of the Monday Effect: New Evidence from US Equity Markets. Journal of Business Finance & Accounting 28, no. 7/8, 1043-1065.10.1111/1468-5957.00404
Michaely, R., Thaler, R.H., Womack, K.L. (1995). Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift? The Journal of Finance 50, no. 2: 573-608.10.1111/j.1540-6261.1995.tb04796.x
Richardson, S., Tuna, I., Wysocki, P. (2010). Accounting Anomalies and Fundamental Analysis: A Review of Recent Research Advances. Journal of Accounting and Economics, 50, no. 2/3: 410-454.
Rouwenhorst, G. (1999). European Equity Markets and the EMU. Financial Analysis Journal 55, no. 3, 57-64. Samuelson, P. (1965). Proof that Properly Anticipated Prices Fluctuate Randomly. Industrial Management Review 6:41-49.