Results 31 to 40 of about 3,488 (262)
Analysing the Evolvement of the Presence of Calendar Anomalies in Borsa Istanbul Over Time
İstanbul Gelişim Üniversitesi Sosyal Bilimler Dergisi, 2023 The Efficient Market Hypothesis has become controversial in the finance literature for some time. It can be said that one of the reasons for these discussions is the findings reached from the research on calendar anomalies.
Erdinç Altay, Durmuş Fatih Aygün
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GONE FISHIN’ EFFECTS IN RETURNS [PDF]
Risk in Contemporary Economy, 2014 This paper approaches the presence of the Gone Fishin’ effects on returns from 32 advanced and emerging markets during two periods of time: a relative quiet one and a turbulent one. For the first period we found that calendar anomaly was more pregnant on
Ramona DUMITRIU, Razvan STEFANESCU
doaj
Spatiotemporal neural network with attention mechanism for El Niño forecasts
Scientific Reports, 2022 To learn spatiotemporal representations and anomaly predictions from geophysical data, we propose STANet, a spatiotemporal neural network with a trainable attention mechanism, and apply it to El Niño predictions for long-lead forecasts.
Jinah Kim +5 more
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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
Calendar anomalies in the Russian stock market [PDF]
Russian Journal of Economics, 2017 This research note investigates whether or not calendar anomalies (such as the January, day-of-the-week and turn-of-the-month effects) characterize the Russian stock market, which could be interpreted as evidence against market efficiency. Specifically, OLS, GARCH, EGARCH and TGARCH models are estimated using daily data for the MICEX market index over ...
Caporale, GM, Zakirova, V
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Calendar Anomalies in Islamic Frontier Markets
Sage Open, 2022 This study investigates calendar anomalies in eight Islamic frontier markets. Our sample consists of the daily closing prices of their stock indices for the period of January 2006 to September 2019. The data are categorized with respect to day-of-the-week and month-of-the-year according to both the Gregorian and Islamic calendars.
Faheem Aslam +4 more
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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
Advanced Energy Materials, EarlyView.Composite cathode degradation is not merely the sum of its particles. Kinetically mismatched populations develop state‐of‐charge differences that drive spontaneous internal Li‐ion transfer; the accompanying transient currents accelerate surface degradation.
Seheon Oh +5 more
wiley +1 more source
Advances in Climate Change Research, 2014 The snow-cover days over the middle and lower reaches of the Yangtze River (MLRYR) were extracted from Chinese historical documents for the winter of 1620, which includes the beginning of the tenth month of 1620 through the middle ten days of the second ...
Jun-Hui Yan +4 more
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Interpretable Short‐Term Electric Load Forecasting
Advanced Intelligent Systems, EarlyView.A temporal fusion transformer is implemented to generate day‐ahead forecasts of the hourly electrical load of a departmentbuilding at an Italian university. A forecasting performance improvement of more than 25% compared with established benchmark models and a provision of inherent robust interpretability insights reveal the potential of this model for
Alessandro Nicola +6 more
wiley +1 more source