Results 81 to 90 of about 45,474 (275)
Evidence of the weekday effect anomaly in the Chinese stock market [PDF]
, 2017 The weekday effect anomaly is considered as a market pricing anomaly which refers to some regularities in the rates of return during the week and thus, is a category of calendar anomalies.
Novotná, Martina, Zeng, Jin
core +1 more source
CAAI Transactions on Intelligence Technology, EarlyView.ABSTRACT Accurately predicting line loss rates is crucial for effective management in distribution networks, particularly for short‐term multihorizon forecasts ranging from 1 hour to 1 week. In this study, we propose attention‐GCN–LSTM, a novel method that integrates graph convolutional networks (GCN), long short‐term memory (LSTM) and a three‐level ...
Jie Liu +4 more
wiley +1 more source
El Niño ─ related precipitation variability in Perú [PDF]
Advances in Geosciences, 2008 The relationship between monthly mean sea surface temperature (SST) anomalies in the commonly used El Niño regions and precipitation for 44 stations in Perú is documented for 1950–2002.
E. Nickl +3 more
doaj
The Returns of US Capital Market in the First Days of Purchase Transactions Associated to the Halloween Strategies [PDF]
Annals of Dunarea de Jos University. Fascicle I : Economics and Applied InformaticsThe acquisitions of stocks implied by the Halloween Strategy could cause abnormal high returns in the first part of November. This paper approaches the behavior of the returns from United States capital markets in two time intervals: the first one from ...
Razvan Stefanescu, Ramona Dumitriu
doaj +1 more source
Stock Market Calendar Anomalies: Evidence from ASEAN-5 Stock Markets [PDF]
To challenge the appropriateness of the theory of the weak-form market efficiency, this study examines the day-of-the-week effect and the twist-of-the-Monday effect for the ASEAN – 5 stock markets for the period June 10, 2002 through August 21, 2009. Our
Ricky Chee-Jiun Chia, Shiok Ye Lim
core
Calendar anomalies in the Malaysian stock market [PDF]
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 ...
Chia, Ricky Chee-Jiun +2 more
core +1 more source
Informed Trade of Earnings Announcements
Journal of Accounting Research, EarlyView.ABSTRACT This paper examines how market participants trade on private information about firm fundamentals using the largest known case of informed trade of earnings announcements. From 2011 to 2015, a cartel of sophisticated traders illegally obtained early access to and traded on over 1,000 firm earnings announcements.
CHLOE XIE
wiley +1 more source
THE DAY OF THE WEEK EFFECT IN SOUTH EASTERN EUROPE STOCK MARKETS [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, 2012 The main aim of this research is to examine existence of day of the week effect on the stock market indices infive countries from South Eastern Europe (SEE): Bosnia and Herzegovina, Bulgaria, Croatia, Macedonia and Serbiain the most recent period which ...
MARTIN MIHAJLOV +2 more
doaj
Archaeometry, EarlyView.ABSTRACT Ten timbers from the spire scaffold of Salisbury Cathedral were dated using a combination of ring‐width dendrochronology, stable oxygen isotopic dendrochronology and radiocarbon dating. Seven timbers were coeval and assigned a combined empirical felling date range of 1352–1378, which was further refined to 1351–1359 (OxCal 95.4%).
Kutsi D. Akcicek +5 more
wiley +1 more source
Late Holocene moisture variability in Arctic Alaska from chitin δ18O
Boreas, EarlyView.Amplified warming in the Arctic has resulted in reduced sea‐ice extent, which can impact regional climate dynamics. Elucidating past moisture variability in response to changing temperatures and sea‐ice conditions can offer insight into how anthropogenic climate change may impact Arctic areas such as the Alaskan North Slope in the future. We contribute
Briana A. Edgerton, Melissa L. Chipman
wiley +1 more source