[HTML][HTML] Holiday effect and stock returns: Evidence from stock exchanges of gulf cooperation council

P Pinto, S Bolar, IT Hawaldar, A George… - International Journal of …, 2022 - mdpi.com
One of the prominent types of calendar anomalies includes holiday effects, where stocks
show abnormally higher mean returns on the days prior to holidays in comparison to other …

[PDF][PDF] Seasonal patterns in Indian stock markets: an application of GARCH (1, 1) model

S Lodha, G Sora - American International Journal of Research in …, 2015 - researchgate.net
The stock market and ups and downs of index or stock prices always gain the attraction from
several sides. It is the matter of wonder how stock prices move and hence several attempts …

[КНИГА][B] Evidence for Seasonality and Changes in Seasonal Trends in Indian Stock Market

S Lodha, G Soral - 2017 - researchgate.net
In finance, a positive correlation is observed between risk and return—the higher the risk,
the greater is the return. The risk in stock markets is referred to as volatility of price …