576
Views
21
CrossRef citations to date
0
Altmetric
Research Papers

The holiday and Yom Kippur War sentiment effects: the Tel Aviv Stock Exchange (TASE)

&
Pages 1283-1298 | Received 27 Aug 2009, Accepted 17 Jun 2010, Published online: 13 Dec 2010

References

  • Ariel , RA . 1990 . High stock returns before holidays: Existence and evidence on possible causes . J. Finance , 45 : 1611 – 1626 .
  • Baker , M and Wurgler , J . 2006 . Investor sentiment and the cross-section of stock returns . J. Finance , 61 : 1645 – 1680 .
  • Baker , M and Wurgler , J . 2007 . Investor sentiment in stock market . J. Econ. Perspect. , 21 : 129 – 151 .
  • Barberis , N , Shleifer , A and Vishny , RW . 1998 . A Model of investor sentiment . J. Financial Econ. , 49 : 307 – 343 .
  • Bernstein , K , Ahern , J , Tracy , M , Boscarino , JA , Vlahov , D and Galea , S . 2007 . Television watching and the risk of incident probable posttraumatic stress disorder: A prospective evaluation . J. Nerv. Ment. Disease , 195 : 41 – 47 .
  • Brown , S and Warner , J . 1985 . Using daily stock returns: The case of event studies . J. Financial Econ. , 14 : 3 – 31 .
  • Chien , C and Chen , TC . 2008 . Can the January anomaly in Taiwan's stock market be explained by the prospect theory? . Quant. Finance , 8 : 335 – 339 .
  • Cho , YH , Linton , O and Whang , YJ . 2007 . Are there Monday effects in stock markets? A stochastic dominance approach . J. Empir. Finance , 14 : 736 – 755 .
  • Collimore , KC , McCabe , RE , Carleton , RN and Asmundsona , GJG . 2008 . Media exposure and dimensions of anxiety sensitivity: Differential associations with PTSD symptom clusters . J. Anxiety Disord. , 22 : 1021 – 1028 .
  • De Long , JB , Shleifer , A , Summers , LH and Waldmann , RJ . 1990 . Noise trader risk in financial markets . J. Polit. Econ. , 98 : 703 – 738 .
  • Edmans , A , García , D and Norli , Ø . 2007 . Sports sentiment and stock returns . J. Finance , 62 : 1967 – 1998 .
  • Etzioni , A . 1988 . Normative-affective factors: Towards a new decision-making model . J. Econ. Psychol. , 9 : 125 – 150 .
  • French , KR . 1980 . Stock returns and the weekend effect . J. Financial Econ. , 8 : 55 – 69 .
  • Frieder , L and Subrahmanyam , A . 2004 . Nonsecular regularities in returns and volume . Financial Anal. J. , 60 : 29 – 34 .
  • Hanock , Y . 2002 . ‘Neither an angel nor an ant’: Emotion as an aid to bounded rationality . J. Econ. Psychol. , 23 : 1 – 25 .
  • Hirshleifer , D and Shumway , T . 2003 . Good day sunshine: Stock returns and the weather . J. Finance , 58 : 1009 – 1032 .
  • Kamstra , MJ , Kramer , LA and Levi , MD . 2003 . Winter blues: A SAD stock market cycle . Am. Econ. Rev. , 93 : 324 – 343 .
  • Kaplanski , G and Levy , H . 2010a . Exploitable predictable irrationality: The FIFA World Cup effect on the U.S. stock market . J. Financial Quant. Anal. , 45 : 535 – 553 .
  • Kaplanski , G and Levy , H . 2010b . Sentiment and stock prices: The case of aviation disasters . J. Financial Econ. , 95 : 174 – 201 .
  • Kim , CW and Park , J . 1994 . Holiday effects and stock returns: Further evidence . J. Financial Quant. Anal. , 29 : 145 – 157 .
  • Lakonishok , J and Smidt , S . 1988 . Are seasonal anomalies real? A ninety-year perspective . Rev. Financial Stud. , : 403 – 425 .
  • Mehra , R and Sah , R . 2002 . Mood fluctuations, projection bias and volatility of equity prices . J. Econ. Dynam. Control , 26 : 869 – 887 .
  • Mitchell , RLC and Phillips , LH . 2007 . The psychological, neurochemical and functional neuroanatomical mediators of the effects of positive and negative mood on executive functions . Neuropsychologia , 45 : 617 – 629 .
  • Pettengill , GN . 1989 . Holiday closing and security returns . J. Financial Res. , 12 : 57 – 67 .
  • Saunders , EM . 1993 . Stock prices and Wall Street weather . Am. Econ. Rev. , 83 : 1337 – 1345 .
  • Schwert , GW . 1990 . Indexes of United States stock prices from 1802 to 1987 . J. Business , 63 : 399 – 426 .
  • Schwert , GW . 2003 . “ Anomalies and market efficiency ” . In Handbook of the Economics of Finance , Edited by: Constantinides , G , Harris , M and Stulz , RM . 937 – 972 . Amsterdam : North-Holland .
  • Shleifer , A and Summers , LH . 1990 . The noise trader approach to finance . J. Econ. Perspect. , 4 : 19 – 33 .
  • Shleifer , A and Vishny , RW . 1997 . The limits of arbitrage . J. Finance , 52 : 35 – 55 .
  • Yuan , K , Zheng , L and Zhu , Q . 2006 . Are investors moonstruck? Lunar phases and stock returns . J. Empir. Finance , 13 : 1 – 23 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.