Efeito dos feriados

Da Thinkfn

O Efeito dos feriados (em inglês, holiday effect) refere-se à tendência dos mercados subirem nos dias que antecedem feriados.

Referências

  • REDMAN, Arnold L., Herman MANAKYAN and Kartono LIANO, 1997. Real Estate Investment Trusts and Calendar Anomalies. Journal of Real Estate Research.
  • LIANO, K., P.H. MARCHAND and G.C. HUANG, 1992. The holiday effect in stock returns: Evidence from the OTC market. Review of Financial Economics.
  • TAKEI, A., et al., 2003. 'Drug holiday' effects of tandospirone in a patient with Machado-Joseph disease. Psychiatry and Clinical Neurosciences.
  • BROCKMAN, P., 1995. A review and analysis of the holiday effect. Financial Markets, Institutions & Instruments.
  • MERRILL, A.A., 1966. Behavior of Prices on Wall Street. Analysis Press.
  • CHENG, S.W., 1996. The Impact of Holidays on the Trading Pattern of Australian Share Price Index Futures. Honours Dissertation, Department of Accounting and Finance, ….
  • KAM, S.W., 1995. … of Daily Foreign Exchange Rates with Non-normal Assumption and Day-of-the-week and Holiday Effects. Dept. of Economics, University of Queensland.