The anomalies that aren't there: the weekend, January and pre-holiday effects on the all gold index on the Johannesburg Stock Exchange 1987–1997

By Coutts J. Andrew   Sheikh Mohamed A.  

Applied Financial Economics, Vol. 12, Iss. 12, 2002-12 ,pp. : 863-871

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Does the introduction of stock index futures effectively reduce stock market volatility? Is the 'futures effect' immediate? Evidence from the Italian stock exchange using GARCH

By Bologna Pierluigi   Cavallo Laura  

Applied Financial Economics, Vol. 12, Iss. 3, 2002-03 ,pp. : 183-192

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The weekday effect on the Shanghai stock exchange

By Wong Kie Ann   Chen Renbao   Shang Xiaojun  

Applied Financial Economics, Vol. 9, Iss. 6, 1999-12 ,pp. : 551-565

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Determinants of the underpricing of new shares during the subscription period: empirical evidence from the Spanish stock exchange

By Riaño Consuelo   Ruiz Fco. Javier   Santamaría Rafael  

Applied Financial Economics, Vol. 17, Iss. 7, 2007-04 ,pp. : 521-540

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The day-of-the-week effect in the Athens Stock Exchange (ASE)

By Tsangarakis Nickolaos  

Applied Financial Economics, Vol. 17, Iss. 17, 2007-11 ,pp. : 1447-1454

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