Results 241 to 250 of about 5,603 (270)

Calendar “anomalies” in the Portuguese stock market

Investment Analysts Journal, 2010
ABSTRACTIn 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 Stock Markets

2019
In 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

2005
Academics 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 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, Liew, Venus Khim-Sen, Syed Khalid Wafa, Syed Azizi Wafa   +2 more
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Calendar market anomalies

2015
Η υπόθεση των αποτελεσματικών αγορών αποτελεί την βασική θεωρία η οποία διέπει την λειτουργία και την απόδοση μιας σύγχρονης και καλά δομημένης χρηματοοικονομικής αγοράς. Σύμφωνα με αυτήν, οι τιμές αναπροσαρμόζονται άμεσα ανταποκρινόμενες σε οποιαδήποτε νέα πληροφορία (random walk) σύμφωνα με το οποίο υπάρχει άμεση προσαρμογή στην εμφάνιση κάθε νέας ...
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Calendar market anomalies

2006
Οι ανωμαλίες της αγοράς είναι ένα φαινόμενο που εμφανίζεται στις χρηματιστηριακές πράξεις και που επηρεάζει την ομαλή λειτουργία της αγοράς. Τα τελευταία είκοσι χρόνια το φαινόμενο αυτό έχει απασχολήσει πολλούς ερευνητές, οι οποίοι έχουν μελετήσει πολλές αγορές για μεγάλες χρονικές περιόδους και για διαφορετικά είδη χρηματιστηριακών προϊόντων.
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Anomaly within the calendar anomalies: a comparative study of the GFC and COVID-19

International Journal of Emerging Markets
Purpose In this paper, we examine the January effect (April effect in India), the turn-of-the month (TOM) effect and the day-of-the-week (DOW) effect in small-, medium- and large-stock indices in the Indian stock market using daily data from January 1, 2004, to December 29, 2023.
Satish Kumar, Nikhil Rastogi, Rajesh Pathak   +2 more
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Calendar anomalies in commodity markets for natural resources: Evidence from India

Resources Policy, 2022
Mohit Gupta
exaly  

Behavior of calendar anomalies and the adaptive market hypothesis: evidence from the Baltic stock markets

Journal of Baltic Studies, 2022
Vilija Aleknevičienė
exaly  

Calendar anomalies in stock market returns: Evidence from Middle East countries

International Review of Economics and Finance, 2023
Ali Shehadeh
exaly