Results 111 to 120 of about 5,603 (270)
Market Anomalies: January Effect and Weekend Effect on Stock Return
Jurnal Ilmu Keuangan dan PerbankanEvery investor will always expect a return from their investment and can take advantage of seasonal or calendar anomalies to get the expected return. Seasonal or calendar anomalies are measured using the January Effect and Weekend Effect to determine ...
Rosidatul Jannah, Nur Hidayat
doaj +1 more source
The winter 2023/2024 floods in the UK: a hydrological appraisal
Weather, EarlyView.From October 2023 to March 2024, the UK saw a succession of named storms and low‐pressure weather systems, leading to widespread exceptional river flows throughout. Peak flow records were broken in several catchments, but this event was most notable for its duration and spatial footprint, which resulted in major impacts.
Eugene Magee +8 more
wiley +1 more source
World Journal of Surgery, EarlyView.Little is known about how patients with anorectal malformations (ARMs), their caregivers and healthcare providers perceive and experience transition from pediatric to adult care (transition of care) in low‐ and middle‐income countries. This study aimed to explore the perceptions and experiences of young adults, adolescents, their caregivers, and ...
Leila Hartford +3 more
wiley +1 more source
Artificial Intelligence for Engineering, EarlyView.Overall, the findings provide reliable evidence for block‐level disease early warning, inspection prioritisation, and spray decision‐making, helping to reduce unnecessary inputs, lower environmental burdens, and improve the resilience and sustainability of vineyard production systems.
Shu Liang +16 more
wiley +1 more source
Turn - of - the - month effect on the Bucharest stock exchange [PDF]
This paper explores the presence of the turn – of – the – month effect on Bucharest Stock Exchange. We employ daily values from 2002 to 2011 of the two important indices of the Romanian capital market: BET – C and RAQ – C, composed on the stock prices of
Stefanescu, Razvan, Dumitriu, Ramona
core +1 more source
Impact of Calendar Anomalies on Stock Exchange Markets: Intercountry Analysis [PDF]
, 2019 The Efficient Market Hypothesis would lead one to believe that stock markets are perfectly efficient and that abnormal/ deviant average returns are not possible. However, the existence of calendar anomalies empirically shows how specific periods during a
Aliyeva, Sevinj
core
CAAI Transactions on Intelligence Technology, EarlyView.ABSTRACT Accurately predicting line loss rates is crucial for effective management in distribution networks, particularly for short‐term multihorizon forecasts ranging from 1 hour to 1 week. In this study, we propose attention‐GCN–LSTM, a novel method that integrates graph convolutional networks (GCN), long short‐term memory (LSTM) and a three‐level ...
Jie Liu +4 more
wiley +1 more source
Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB [PDF]
This paper examines the well know day of the week effect on stock returns. Various approaches have been developed and applied in order to examine calendar effects in stock returns and to formulate appropriate financial and risk portfolios.
Giovanis, Eleftherios
core +1 more source
Calendar Anomalies: Daylight Savings Effects [PDF]
, 2005 Financial markets do not always adhere to the efficient market model, therefore investors can take advantage of market anomalies. In this paper we will analyse market imperfection related to particular dates or periods of the civil year. We will focus on
FASANO, ANTONIO, BOIDO C.
core
Pacific Economic Review, EarlyView.ABSTRACT This study investigates the impact of China's recent real estate crisis, stemming from Evergrande's struggles, on the return and risk profiles of US‐listed exchange traded funds (ETFs) tracking Chinese stock market indexes. Analysing 26 funds from February 2, 2018 to December 31, 2024, we first employ a VAR model to assess contagion and ...
Gerasimos Rompotis +2 more
wiley +1 more source