Citations (21)
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Shiok Ye Lim, Chong Mun Ho & Brian Dollery. (2010) An empirical analysis of calendar anomalies in the Malaysian stock market. Applied Financial Economics 20:3, pages 255-264.
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Edward Hope & Brian M. Lucey. (2007) Daily seasonality in 19th century stocks -- some evidence from the Dublin stock exchange. Applied Economics Letters 14:4, pages 277-282.
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Brian M. Lucey & Edel Tully. (2006) Seasonality, risk and return in daily COMEX gold and silver data 1982–2002. Applied Financial Economics 16:4, pages 319-333.
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Brian M. Lucey. (2005) Are local or international influences responsible for the pre-holiday behaviour of Irish equities?. Applied Financial Economics 15:6, pages 381-389.
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Brian M. Lucey. (2004) Robust estimates of daily seasonality in the Irish equity market. Applied Financial Economics 14:7, pages 517-523.
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Brian M. Lucey & Shane Whelan. (2004) Monthly and semi-annual seasonality in the Irish equity market 1934–2000. Applied Financial Economics 14:3, pages 203-208.
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Brian M. Lucey. (2002) Market direction and moment seasonality: evidence from Irish equities. Applied Economics Letters 9:10, pages 657-664.
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Brian M. Lucey. (2001) Friday the 13th: international evidence. Applied Economics Letters 8:9, pages 577-579.
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Articles from other publishers (13)
Meltem KESKİN KÖYLÜ & Ahmet YÜCEL. (2019) Amerikan Merkez Bankası Faiz Kararları İle BIST 100 Endeksi Arasındaki İlişkinin Belirlenmesi. Muhasebe ve Finansman Dergisi:84, pages 165-176.
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Ercan Balaban, Tolga Ozgen & Socrates Karidis. (2018) Intraday and interday distribution of stock returns and their asymmetric conditional volatility: Firm-level evidence. Physica A: Statistical Mechanics and its Applications 503, pages 905-915.
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Tian Yuan, Rakesh Gupta & Robert J. Bianchi. (2015) The Pre-Holiday Effect in China: Abnormal Returns or Compensation for Risk?. Review of Pacific Basin Financial Markets and Policies 18:03, pages 1550014.
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Samveg A. Patel & M. Mallikarjun. (2014) Settlement cycle and day of the week anomaly: empirical evidence from Indian stock market. DECISION 41:3, pages 327-337.
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Rayenda Brahmana & Muath Asmar. (2011) Does Integration Occur on a Certain Day? The Case of the Lithuanian Stock Market. South East European Journal of Economics and Business 6:2.
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Brian M. Lucey. (2006) Investigating the determinants of the Wednesday seasonal in Irish Equities. Research in International Business and Finance 20:1, pages 62-76.
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Brian M. Lucey & Edel Tully. (2005) Seasonality, Risk And Return In Daily COMEX Gold And Silver Data 1982-2002. SSRN Electronic Journal.
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Brian M. Lucey. (2005) Investigating the Determinants of the Wednesday Seasonal in Irish Equities. SSRN Electronic Journal.
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Ed Hope & Brian M. Lucey. (2004) Daily Seasonality in 19th Century Stocks - Some Evidence from the Dublin Stock Exchange. SSRN Electronic Journal.
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Brian M. Lucey. (2002) How Robust is the Daily Seasonal in Irish Equities?. SSRN Electronic Journal.
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Brian M. Lucey. (2001) Market Direction and Moment Seasonality: Evidence from Irish Equities. SSRN Electronic Journal.
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Brian M. Lucey. (2001) Preholiday Behaviour of Irish Stock Exchange Indices. SSRN Electronic Journal.
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Gagari Chakrabarti & Chitrakalpa Sen. (2008) November Effect: An Example of Calender Anomaly in Indian Stock Market. SSRN Electronic Journal.
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