Results 11 to 20 of about 3,488 (262)
Calendar anomalies in the Ukrainian stock market [PDF]
Investment Management and Financial Innovations, 2016 This paper is a comprehensive investigation of calendar anomalies in the Ukrainian stock market. It employs various statistical techniques (average analysis, Student’s t-test, ANOVA, the Kruskal-Wallis test, and regression analysis with dummy variables) and a trading simulation approach to test for the presence of the following anomalies: day-of-the ...
Guglielmo Maria Caporale, Alex Plastun
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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
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Islamic calendar anomalies: Pakistani practitioners’ perspective [PDF]
Qualitative Research in Financial Markets, 2018 Purpose Studies on Islamic calendar anomalies in financial markets tend to apply quantitative analysis to historic share prices. Surprisingly, there is a lack of research investigating whether the participants of such markets are aware of these anomalies and whether these anomalies affect their investment practice.
Halari, A +3 more
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Calendar anomalies in African stock markets [PDF]
Cogent Economics & Finance, 2021 In this paper, we investigate the day of the week and the month of the year effects in African stock markets, both in the Gregorian and the Hijri calendars. Specifically, we investigate Monday effect, Friday effect, January effect and Ramadan effect, from January 2009 to December 2019, using OLS regression with robust standard errors.
El Mehdi Ferrouhi +3 more
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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
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The Turn of the Month Effect on CEE Stock Markets
International Journal of Financial Studies, 2019 The Turn of the month effect is one of the better-known calendar anomalies. If a stock market is affected by the Turn of the month effect, it records significantly higher returns during a relatively short time period around the end of the old month and ...
Peter Arendas, Jana Kotlebova
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The Holy Months Impact of Islam Toward Stock Price in Jakarta Islamic Index (JII)
Maliki Islamic Economics Journal, 2022 The purpose of this research is to determine the effect of anomaly calendar towards stock price in haram months (Muharam, Rajab, Zulkaidah, and Zulhijjah) in Jakarta Islamic Index (JII).
Yusri Rahma Yanti +2 more
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Climate in Africa sequentially shapes spring passage of Willow Warbler Phylloscopus trochilus across the Baltic coast [PDF]
PeerJ, 2022 Background Many migrant birds have been returning to Europe earlier in spring since the 1980s. This has been attributed mostly to an earlier onset of spring in Europe, but we found the timing of Willow Warblers’ passage to be influenced by climate ...
Magdalena Remisiewicz, Les G. Underhill
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A Closer Look at the Halloween Effect: The Case of the Dow Jones Industrial Average
International Journal of Financial Studies, 2018 The Halloween effect is one of the most famous calendar anomalies. It is based on the observation that stock returns tend to perform much better over the winter half of the year (November–April) than over the summer half of the year (May–October).
Peter Arendas +2 more
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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
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