Results 31 to 40 of about 5,603 (270)
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
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
doaj +1 more source
Calendar Anomalies in Pakistans Stock Market [PDF]
, 2017 The aim of the study is to investigate the presence of calendar anomalies in the Karachi stock exchange of Pakistan. Anomalies are irregularities that cannot be defined by standard finance theories.
Qayum, Sobia +3 more
core +2 more sources
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
Evaluation of lithuanian stock market efficiency: seasonality and calendar anomalies. [PDF]
, 2022 The main objective of this study is to determine whether seasonality and calendar anomalies exist in the Lithuanian stock market due to inefficiencies. The work consists of three main parts.
Linauskaitė, Ditė,
core
Calendar Anomalies : Nordic Evidence [PDF]
, 2023 This research is constructed in order to further analyze calendar anomalies in the Nordic stock markets. Calendar anomalies are price movements that appear during particular times of the year. Since Fama (1965) introduced the efficient market hypothesis,
Keski-Kastari, Tommi
core
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
Advanced Materials Interfaces, EarlyView.Nonwoven textile architectures are emerging as versatile platforms for next‐generation energy storage, demonstrating how tailored materials and fabrication strategies enhance ion transport, conductivity, flexibility, and scalability for high‐performance sustainable devices.
Tarikul Islam +6 more
wiley +1 more source
Advanced Science, EarlyView.Conceptual illustration of a Global Ecosystem Methane Observing System (GEM‐OS) integrating satellites, aircraft, atmospheric networks, and ecosystem measurements to quantify methane emissions from anthropogenic and natural sources. The multi‐scale observing framework improves source attribution, reduces uncertainty in regional methane budgets, and ...
P. Ciais +32 more
wiley +1 more source