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Applied Economics Letters Volume 16, 2009 - Issue 17
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Original Articles

An empirical note on the holiday effect in the Australian stock market, 1996–2006

George J. Marrett University of Wollongong, Wollongong NSW, Australia
&
Andrew C. Worthington Department of Accounting, Finance and Economics, Griffith University, Nathan Campus 170 Kessels Road, NATHAN QLD, 4111, AustraliaCorrespondence[email protected]
Pages 1769-1772 | Published online: 15 May 2008

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Vilija Aleknevičienė, Vaida Klasauskaitė & Eglė Aleknevičiūtė. (2022) Behavior of calendar anomalies and the adaptive market hypothesis: evidence from the Baltic stock markets. Journal of Baltic Studies 53:2, pages 187-210.
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Chia-Ning Chiu. (2020) Holiday effects on stock prices of the restaurant industry. Current Issues in Tourism 23:9, pages 1109-1121.
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PauloM. Gama & ElisabeteF. S. Vieira. (2013) Another look at the holiday effect. Applied Financial Economics 23:20, pages 1623-1633.
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Durmuş Fatih AYGÜN & Erdinç ALTAY. (2023) Borsa İstanbul’da Takvim Anomalilerinin Varlığının Zaman İçindeki Gelişiminin AnaliziAnalysing the Evolvement of the Presence of Calendar Anomalies in Borsa Istanbul Over Time. İstanbul Gelişim Üniversitesi Sosyal Bilimler Dergisi 10:1, pages 33-72.
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John W. Goodell, Satish Kumar, Purnima Rao & Shubhangi Verma. (2023) Emotions and stock market anomalies: A systematic review. Journal of Behavioral and Experimental Finance 37, pages 100722.
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Damini Chhabra & Mohit Gupta. (2022) Calendar anomalies in commodity markets for natural resources: Evidence from India. Resources Policy 79, pages 103019.
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Daniel Stempel. (2022) Household Inflation Inequality in the United States and Europe. Credit and Capital Markets – Kredit und Kapital 55:3, pages 325-347.
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Carl R. Chen & Qizhi Tao. (2022) The Chinese Financial System and China’s Role in the Financial World. Credit and Capital Markets – Kredit und Kapital 55:2, pages 149-151.
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Md. Bokhtiar Hasan, M. Kabir Hassan, Md. Mamunur Rashid, Md. Sumon Ali & Md. Naiem Hossain. (2021) Calendar anomalies in the stock markets: conventional vs Islamic stock indices. Managerial Finance 48:2, pages 258-276.
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Darya Lapitskaya, Hakan Eratalay & Rajesh Sharma. 2022. Advances in Econometrics, Operational Research, Data Science and Actuarial Studies. Advances in Econometrics, Operational Research, Data Science and Actuarial Studies 453 464 .
Meher Shiva TadepalliRavi Kumar JainBhimaraya Metri. (2021) An Inquiry into the Persistence of Holiday Effect on Stock Markets in India: Insights and Perspectives on a Seasonal Anomaly. FIIB Business Review, pages 231971452110168.
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Matteo Foglia & Eliana Angelini. (2020) A Riskmas Carol. Global Business Review, pages 097215092097073.
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Khanh Pham Dan, Thanh Dat Pham & Nhuong Bui Huy. (2020) A Re-examination of the Holiday Effect in Stock Returns: The Case of Vietnam. Edelweiss Applied Science and Technology, pages 51-54.
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Ashraf S. Hijazi & Mosab I. Tabash. (2020) The Impact of Ramadan month on market stock returns anomalies: an empirical investigation of Palestine Exchange (PEX). Investment Management and Financial Innovations 17:1, pages 253-265.
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Dinesh Jaisinghani, Muskan Kaur & Mohd Merajuddin Inamdar. (2019) Analyzing seasonal anomalies for Israel: evidence from pre- and post-global financial crisis. Managerial Finance 46:3, pages 435-450.
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Harit Satt, Sarah Nechbaoui, M. Kabir Hassan & Selma Izadi. (2019) Ramadan’s impact on the optimism of analysts’ recommendations. International Journal of Islamic and Middle Eastern Finance and Management 12:5, pages 727-742.
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Eni Sumarminingsih, Setiawan, Agus Suharsono & Budi Nurani Ruchjana. (2019) Modeling Inflation and Money Supply using Spatial Vector Autoregressive Model with Calendar Variation: Restricted vs Non-restricted Coefficient. IOP Conference Series: Materials Science and Engineering 546:5, pages 052075.
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Cheng-Yong Liu, Shih-Yung Wei & Xiu-Wen Ye. 2019. Wireless Internet. Wireless Internet 295 306 .
Meher Shiva Tadepalli & Ravi Kumar Jain. (2018) Persistence of calendar anomalies: insights and perspectives from literature. American Journal of Business 33:1/2, pages 18-60.
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Adam Zaremba & Jacob "Koby" ShemerAdam Zaremba & Jacob “Koby” Shemer. 2018. Price-Based Investment Strategies. Price-Based Investment Strategies 195 212 .
Mostafa Seif, Paul Docherty & Abul Shamsuddin. (2017) Seasonal anomalies in advanced emerging stock markets. The Quarterly Review of Economics and Finance 66, pages 169-181.
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Laura Birg & Anna Goeddeke. (2016) CHRISTMAS ECONOMICS-A SLEIGH RIDE. Economic Inquiry 54:4, pages 1980-1984.
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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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RICKY CHEE JIUN CHIA, SHIOK YE LIM, PUI KHUAN ONG & SIEW FONG TEH. (2015) PRE AND POST CHINESE NEW YEAR HOLIDAY EFFECTS: EVIDENCE FROM HONG KONG STOCK MARKET. The Singapore Economic Review 60:04, pages 1550023.
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Tian Yuan & Rakesh Gupta. (2014) Chinese Lunar New Year effect in Asian stock markets, 1999–2012. The Quarterly Review of Economics and Finance 54:4, pages 529-537.
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Damini Chhabra & Mohit Gupta. (2022) Calendar Anomalies in Commodity Markets for Natural Resources: Evidence from India. SSRN Electronic Journal.
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Razvan Stefanescu & Ramona Dumitriu. (2018) Changes in the Stocks Prices Behavior Before and After the Public Holidays: Case of Bucharest Stock Exchange. SSRN Electronic Journal.
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Laura Birg & Anna Goeddeke. (2014) Christmas Economics - A Sleigh Ride. SSRN Electronic Journal.
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Ramona Dumitriu, Razvan Stefanescu & Costel Nistor. (2011) Holiday Effects on the Romanian Stock Market. SSRN Electronic Journal.
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Mitesh Mistry, Andrew C. Worthington, Dionigi Gerace & Chandra Gulati. (2008) The Impact of Trading-Restricted, Business Days and Trading, Non-Business Days on Australian Small-Cap, Large-Cap and Market Returns. SSRN Electronic Journal.
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