Results 11 to 20 of about 45,474 (275)
Another look at calendar anomalies [PDF]
The Quarterly Review of Economics and Finance, 2021 Abstract We employ daily aggregate and sectoral S&P500 data to shed further light on the day-of-the-week anomaly using GARCH and EGARCH models. We obtain the following results: First, there is strong evidence for day-of-the-week effects in all sectors, implying that these effects are part of a wide phenomenon affecting the entire market structure ...
Evanthia Chatzitzisi +2 more
openaire +1 more source
Analysing the Evolvement of the Presence of Calendar Anomalies in Borsa Istanbul Over Time
İstanbul Gelişim Üniversitesi Sosyal Bilimler Dergisi, 2023 The Efficient Market Hypothesis has become controversial in the finance literature for some time. It can be said that one of the reasons for these discussions is the findings reached from the research on calendar anomalies.
Erdinç Altay, Durmuş Fatih Aygün
doaj +1 more source
Calendar anomalies and market volatility in selected cryptocurrencies
Cogent Business & Management, 2023 This study examines the day-of-the-week and January effects on the top performing cryptocurrencies with the highest capitalization during the sample period.
Farah Naz +5 more
doaj +1 more source
Polityki Europejskie, Finanse i Marketing, 2023 Practice and empirical observations prove that achieving above-average returns on the stock market is possible. It is possible to achieve both higher and lower returns than those resulting from the fundamental value of the companies being valued.
Tomasz Pawlonka, Paweł Sypniewski
doaj +1 more source
Calendar Effects in the Stock Markets of Central European Countries
Acta Universitatis Lodziensis. Folia Oeconomica, 2020 The efficient market hypothesis suggests that there are no opportunities to gain above‑normal profits using available information, because it is all reflected in the prices.
Marek Szymański, Grzegorz Wojtalik
doaj +1 more source
IET Networks, EarlyView., 2022 Abstract 3D scanning is rapidly becoming a key maintenance tool. Aerospace was a pioneer in adopting 3D scanning technology because aircraft manufacture and maintenance require precision. Monitoring deterioration, removing components for maintenance, and verifying covert operations are not practical or helpful without technology.
T. Nanthakumaran Thulasy +4 more
wiley +1 more source
Quantitative Finance and Economics, 2020 This paper analyses the behaviour of stock returns and calendar anomalies over a ten year period: 2007–2016 on the London Stock Exchange, through two major indices, the FTSE100 and FTSE250.
Lucrezia Rosini, 10.3934/QFE.2020006
doaj +1 more source
Calendar anomalies in the Ukrainian stock market [PDF]
Investment Management and Financial Innovations, 2016 This paper is a comprehensive investigation of calendar anomalies in the Ukrainian stock market. It employs various statistical techniques (average analysis, Student’s t-test, ANOVA, the Kruskal-Wallis test, and regression analysis with dummy variables) and a trading simulation approach to test for the presence of the following anomalies: day-of-the ...
Guglielmo Maria Caporale, Alex Plastun
openaire +6 more sources
Testing the significance of calendar effects [PDF]
, 2005 This paper studies tests of calendar effects in equity returns. It is necessary to control for all possible calendar effects to avoid spurious results.
Hansen, Peter Reinhard +2 more
core +1 more source
Behavior of Calendar Anomalies, Market Conditions and Adaptive Market Hypothesis: Evidence from Pakistan Stock Exchange [PDF]
Pakistan Journal of Commerce and Social Sciences, 2017 The current study investigates Adaptive Market Hypothesis (AMH) via five different calendar effects in Pakistan stock market. For the purpose we examine daily returns of KSE-100 index. The sample comprises 24 years over the period from January 1992 to
Muhammad Naeem Shahid (Corresponding author)
doaj