Nonsecular Regularities in Returns and Volume

By Laura Frieder, Avanidhar Subrahmanyam. 2004

136 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/ae53406005cccdd06773ecf3303115cad853acd1

How researchers see this paper

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

1. Lieven Baele
2. Steven R. G. Ongena
3. Moazzam Farooq
4. Hans Degryse
5. Geert Bekaert
6. Suk-Joong Kim
7. Allen N. Berger
8. Olivier De Jonghe

Citations in the corpus

• Of Religion and Redemption: Evidence from Default on Islamic Loans (2014, background): “Following Frieder and Subrahmanyam (2004), Bialkowski, Etebari and Wisniewski (2010) show that equity returns in 14 Muslim markets are substantially higher during Ramadan, while volatility is markedly lower (see also Bialkowski, Bohl, Kaufmann and Wisniewski (2013)).”