Seasonality in stock returns and volatility: The Ramadan effect

By F. J. Seyyed, A. Abraham, Mohsen Al-Hajji. 2005

163 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/164a41f3787bce78f682821fbb3d08221df01d73

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Ioannis Tsalavoutas
2. Vasileios Kallinterakis
3. K. Gavriilidis
4. Tomasz Piotr Wisniewski
5. J. Białkowski
6. Ahmad Etebari

In Economics and Econometrics

1. Ioannis Tsalavoutas
2. Vasileios Kallinterakis
3. K. Gavriilidis
4. Tomasz Piotr Wisniewski
5. J. Białkowski
6. Ahmad Etebari

In Finance

1. Ioannis Tsalavoutas
2. Vasileios Kallinterakis
3. K. Gavriilidis
4. Tomasz Piotr Wisniewski
5. J. Białkowski
6. Ahmad Etebari

Citations in the corpus

• Investor mood, herding and the Ramadan effect (2016, background): “Seyyed et al. (2005) show that the trading volume in Saudi Arabia decreases during Ramadan.”
• Fast profits: Investor sentiment and stock returns during Ramadan (2012, background): “Seyyed et al. (2005) examine the behavior of the Saudi Arabian stock market in Ramadan during the period of 1985–2000.”