Results 21 to 30 of about 3,488 (262)
Rise and Fall of Calendar Anomalies over a Century [PDF]
SSRN Electronic Journal, 2019 In this paper, we conduct a comprehensive investigation of calendar anomaly evolution in the US stock market (given by the Dow Jones Industrial Average) for the 1900 to 2018 period. We employ various statistical techniques (average analysis, Student’s t-test, ANOVA, the Kruskal-Wallis and Mann-Whitney tests) and the trading simulation approach to ...
Plastun, Alex +3 more
openaire +2 more sources
Exploring the Effect of Fasting Month of Ramadan on Tehran Stock Exchange (TSE) [PDF]
تحقیقات مالی اسلامی (پیوسته), 2012 The purpose of this research is to examine the existence of seasonality in the stock market return, its volatility and trading amount associated with moving calendar events such as the holy month of Ramadan using a GARCH specification and data for the ...
Hasan Ali Sinaei, Sayyed Mahdi Mohammadi
doaj
A Study on Calendar Anomalies in the Cryptocurrency Market
, 2020 Cryptocurrencies are sub-classes of digital currencies. Trading of these currencies have gained momentum during the past few years and have become new investment avenues for investors. An understanding on the market anomalies, which are patterns in asset prices would help the investors to adopt suitable strategies while trading in this asset class ...
D. Susana +2 more
openaire +2 more sources
The SAD Cycle for the Bucharest Stock Exchange [PDF]
Risk in Contemporary Economy, 2011 The SAD effect is a calendar anomaly linked to the few length of the daylight during the autumn and the winter. In this paper we investigate the presence of this seasonal effect on the Romanian capital market.
Razvan STEFANESCU, Ramona DUMITRIU
doaj
Ramadan effect on stock market return and trade volume: Evidence from Dhaka Stock Exchange (DSE)
Cogent Economics & Finance, 2019 A predictable pattern of stock market return is the violation of the efficient market hypothesis (EMH). It is well studied and evident in financial literature that stock markets around the world have predictable patterns, e.g.
Md. Hashibul Hassan +1 more
doaj +1 more source
Earth and Space Science, 2020 Forecast skill of three subseasonal‐to‐seasonal models and their ensemble mean outputs are evaluated in predicting the surface minimum and maximum temperatures at subseasonal timescales over South Africa.
Steven Phakula +3 more
doaj +1 more source
Changes of the Time Intervals Specific to Calendar Anomalies: the Case of TOQ Effect on Bucharest Stock Exchange [PDF]
Risk in Contemporary Economy, 2020 The Turn-of-the-quarter (TOQ) Effect is a calendar anomaly consisting in abnormal returns occurring in a specific time interval, that starts in the mth last trading day of a quarter (BQ-m) and ends in the nth last trading day of a quarter (BQ+n). As many
Stefanescu Razvan, Dumitriu Ramona
doaj
Climatic variation in Africa and Europe has combined effects on timing of spring migration in a long-distance migrant Willow Warbler Phylloscopus trochilus [PDF]
PeerJ, 2020 Background The arrival of many species of migrant passerine in the European spring has shifted earlier over recent decades, attributed to climate change and rising temperatures in Europe and west Africa.
Magdalena Remisiewicz, Les G. Underhill
doaj +2 more sources
Analysis of the January Effect in Time Series of Mexican Stock Market Indexes
Mercados y Negocios, 2019 The current article has the research objective to search for empirical evidence of the January effect within the time series of the IPC and the sector indexes of the Mexican stock market using econometric GARCH analysis.
Mariana Garay Alvarado, Michael Demmler
doaj +3 more sources
IET Networks, EarlyView., 2022 Abstract 3D scanning is rapidly becoming a key maintenance tool. Aerospace was a pioneer in adopting 3D scanning technology because aircraft manufacture and maintenance require precision. Monitoring deterioration, removing components for maintenance, and verifying covert operations are not practical or helpful without technology.
T. Nanthakumaran Thulasy +4 more
wiley +1 more source