Results 51 to 60 of about 45,474 (275)
Should Investors in Commodity Markets Be Superstitious (Based on the Example of 29 Commodities)?
Acta Universitatis Lodziensis. Folia Oeconomica, 2018 The issue of efficiency of financial markets has always fascinated scientists. It is significant from the point of view of assessing portfolio management effectiveness and behavioural finance.
Krzysztof Borowski
doaj +1 more source
Holiday Effect and Stock Returns: Evidence from Stock Exchanges of Gulf Cooperation Council
International Journal of Financial Studies, 2022 One of the prominent types of calendar anomalies includes holiday effects, where stocks show abnormally higher mean returns on the days prior to holidays in comparison to other trading days. The current study investigates the existence of holiday effects
Prakash Pinto +4 more
doaj +1 more source
The time-varying nature of the overreaction effect: evidence from the UK [PDF]
, 2011 Previous studies on the overreaction effect in the UK show that prior losers consistently outperform prior winners in the period 1975 to 1990. This paper extends current knowledge by assessing the above phenomenon in the UK market for the period 1987 to ...
Andrikopoulos, P. +2 more
core +2 more sources
International Journal of Climatology, EarlyView.A 2‐h shift in the timing of evening observations in 1971 resulted in a discontinuity in the estimation of daily means of air temperature and humidity across all climate stations in Austria. This study employs hourly observations to, for the first time, comprehensively quantify and correct this break.
Johann Hiebl +2 more
wiley +1 more source
Calendar Anomalies, Market Regimes, and the Adaptive Market Hypothesis in African Stock Markets
Central European Management Journal, 2019 Purpose: This paper examines the changing behavior of two calendar anomalies in African stock returns – the month-of-the-year and the intra-month effects – and their implications for the adaptive market hypothesis (AMH).
Obalade Adefemi A. +1 more
doaj +1 more source
Information Model of Cloud App Scaling with Variable Load Peaks [PDF]
, 2016 The information model of cloud app was done. It is a formal description of cloud app infrastructure and possible transitions between them, and cloud app current working state classification criterion.
Kozachuk, A. (Andrii) +1 more
core +2 more sources
Islamic Calendar Anomalies: Evidence from Pakistan
Business & Economic Review, 2017 This study investigates Islamic calendar anomalies in Pakistan Stock Exchange (PSX), using KSE-100 Index data over the period 1991-2014. The findings show significant volatility of stock returns during Islamic months of Safar, Rabbi-ul-Awwal and Zil-hajj. However, there is no evidence of abnormal returns in any Islamic month.
Fatima Syed, Naimat U. Khan
openaire +1 more source
A Continental United States Climatology of Precipitation Whiplash Using a New Event‐Based Definition
International Journal of Climatology, EarlyView.Precipitation whiplash events have been increasingly studied over the recent decade, however, no studies have considered the spatial coherence of grid points in their examination. Therefore, we developed an algorithm that defines spatially coherent precipitation whiplash events on the subseasonal‐to‐seasonal timescale between 1915 and 2020 which can be
Bryony L. Puxley, Elinor R. Martin
wiley +1 more source
Month of the Year Effect Pada Beberapa Pasar Modal di Asia Tenggara dan Pasar Komoditas
Jurnal Ekonomi dan Bisnis, 2016 One of prominent phenomenon in capital market is month of the year effect which is the occurence of certain monthly pattern in capital market return during trading years.
Robiyanto Robiyanto
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Fuzzy postprocessing of seasonal climate forecasts for semiarid river basins
Quarterly Journal of the Royal Meteorological Society, EarlyView.Meteorological forecasts from AI‐based fuzzy rule‐based system (FRB) are compared to linear scaling (LS) and quantile mapping (QM). Seasonal forecasts from the Copernicus Climate Change Service (C3S) are considered. Results show that the highest skill is achieved for the FRB approach.
Dariana Isamel Avila‐Velasquez +2 more
wiley +1 more source