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Calendar anomalies in Russian stocks and bonds
Managerial Finance, 2013Purpose– The paper aims to examine the Russian stock and bond markets for evidence of calendar anomalies in the first decade of the twenty-first century including a monthly seasonality, weekday seasonality, and a turn-of-the-month (TOM) seasonality. The study is motivated by interest in the Russian transition to a free market economy and provides an ...
William Compton +2 more
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Calendar Anomalies at Borsa Istanbul
2013The aim of the study is to find out the presence of abnormal day of the month return at Borsa Istanbul (BIST) and to make investors have higher returns from these anomalies. Daily percentage returns between January 4, 2000 and December 31, 2012 are used for the study.
AKKAYA, G. Cenk, CIMEN, Aysegul
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Calendar Anomalies in Stock Markets
2019In the non-investing world, an anomaly is a strange or unusual occurrence. In financial markets, anomalies refer to situations when a security or group of securities performs contrary to the notion of efficient markets, where security prices are said to reflect all available information at any point in time.
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Calendar Anomalies:Daylights Savings Effect
2005Academics and practioners analysed equity returns, trying to link anomalous returns with a recurring period of time, this bore a new research area: the so called calendar anomalies, where we should mean as an anomaly any such event that could not be explained using the efficient market theory, or any other ordinary theory prevailing in finance ...
BOIDO, CLAUDIO, FASANO A.
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Calendar “anomalies” in the Portuguese stock market
Investment Analysts Journal, 2010ABSTRACTIn this paper we search for calendar regularities in the Portuguese stock market. We did not find the Weekday or the January “anomalies” but other significant regularities were found which constitutes evidence against market efficiency. The significant “anomalies” were the Pre-holiday effect (where average returns are twelve times higher the ...
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Calendar anomalies in the Malaysian stock market [PDF]
, 2006 This study examines the calendar anomalies in the Malaysian stock market. Using various generalized autoregressive conditional heteroskedasticity models; this study reveals the different anomaly patterns in this market for before, during and after the Asian financial crisis periods.
Chia, Ricky Chee-Jiun +2 more
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Calendar Anomalies: Do REITs Behave Like Stocks? [PDF]
, 2015 This study addresses the unsettled question of whether REITs behave similarly to stocks with respect to calendar anomalies. We determine the magnitudes of several types of calendar anomalies for both the REIT and stock market index returns in 22 countries between 1990 and 2012.
Mehmet Akbulut +2 more
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Corrosion of lithium metal anodes during calendar ageing and its microscopic origins
Nature Energy, 2021David T Boyle +2 more
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