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Applied Economics Letters Volume 9, 2002 - Issue 10
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Original Articles

Market direction and moment seasonality: evidence from Irish equities

Brian M. Lucey
Pages 657-664 | Published online: 06 Oct 2010

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Read on this site (1)

Benjamin R. Auer. (2015) Superstitious seasonality in precious metals markets? Evidence from GARCH models with time-varying skewness and kurtosis. Applied Economics 47:27, pages 2844-2859.
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Articles from other publishers (3)

Evanthia Chatzitzisi, Stilianos Fountas & Theodore Panagiotidis. (2021) Another look at calendar anomalies. The Quarterly Review of Economics and Finance 80, pages 823-840.
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Benjamin R. Auer. (2014) Daily seasonality in crude oil returns and volatilities. Energy Economics 43, pages 82-88.
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Laurence E. Blose & Vijay Gondhalekar. (2013) Weekend gold returns in bull and bear markets. Accounting & Finance 53:3, pages 609-622.
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