Results 21 to 30 of about 45,474 (275)
The benefits of combining seasonal anomalies and technical trading rules [PDF]
, 2015 Although many seasonal anomalies and technical trading rules have been shown to have predictive ability, investigations have focused only on them operating individually.
Atanasova, Christina V. +2 more
core +1 more source
Impact of Muslim Holy Days on Asian stock markets: An empirical evidence
Cogent Economics & Finance, 2017 This study investigated the impact of Muslim Holy Days on daily stock returns of Asian financial markets for a period of 2001–2014. These markets include Pakistan, Bahrain, Saudi Arabia, and Turkey.
Irfan Ali, Waheed Akhter, Namrah Ashraf
doaj +1 more source
Stock Market Returns before and after Brokerage Firms' Fiscal Year-End: The case of Tehran Stock Exchange [PDF]
Iranian Journal of Finance, 1999 Market efficiency paradigm and time patterns concerned, as "calendar anomalies" is a contradictory issue for researches. TSE's market participants have a negative understanding of the 6th and 12th month of the fiscal year and this issue is rooted in the ...
Mahmood Pakbaz +2 more
doaj +1 more source
Identifying and Modeling Tehran Stock Market Calendar Effects: Using ARCH and GARCH Models [PDF]
پژوهشهای اقتصادی, 2009 This paper examines the calendar anomalies in daily return of the Tehran stock market. ARCH and GARCH models are employed to capture the wide range of different calendar anomalies exist in the literature.
Reza Raei, Saeed Bajalan
doaj
Calendar Anomalies: A Case Study of the Vietnam’s Stock Market [PDF]
International Journal of Management, Accounting and Economics, 2023 This study empirically investigated the existence of Calendar effects by using closing daily data for the Vietnam index (VN-index) before and during the Covid-19 pandemic.
Hoang Thi Du, Nguyen Xuan Tho
doaj
The Investigation of Seasonal Fluctuations Model in Tehran Stock Exchange [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2008 By studying the efficient market theory, the new financial management has confirmed the existence of calendar anomalies such as daily transaction effect, special monthly effect, holiday effect, etc as well as non calendar anomalies like initial public ...
Reza Raei, Saeed Shirzadi
doaj
Al-Intaj, 2015 A market anomaly techniques that seems contradictory development strategies Market with efficient process. The market efficiently process the anomaly should not occur . In financial theory, known at least four kinds of anomalies in the market. The fourth
deni dwi sandi
doaj +1 more source
International Journal of Financial Studies, 2023 The Halloween effect predicts that stock markets in the winter months (November through April) generate significantly higher returns than in the summer months (May through October).
Júlio Lobão, Ana C. Costa
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Day of the week effect and Baltic stock exchanges
Przedsiębiorczość Międzynarodowa, 2018 Objective: There is an ongoing debate in the field of finance and economics on the existence of abnormal equity returns associated with calendar events.
Arvydas Jadevicius
doaj +2 more sources
Calendar Anomalies in African Stock Markets: Does the Effect of Covid-19 Pandemic Matter?
Organizations and Markets in Emerging EconomiesThe Covid-19 pandemic profoundly disrupted global economies and financial systems, altering investor behavior and challenging traditional market dynamics.
Fouzia Alloul, El Mehdi Ferrouhi
doaj +1 more source