Results 1 to 10 of about 14,242,973 (241)
Calendar effect and in-sample forecasting [PDF]
Insurance: Mathematics and Economics, 2021 The authors consider a generalization of the chain ladder methodology. Instead of the assumption $f(x,y) = h(x) g(y)$ the authors introduce an extended version based on the density $f(x,y) = h(x) g(y) k(x+y)$ with a so called calendar effect $k$. Two main examples are outstanding liabilities in insurance ($x$ time point of claims, $y$ time delay up to ...
Nielsen, J. P. +3 more
openaire +4 more sources
A New Look at Calendar Anomalies: Multifractality and Day-of-the-Week Effect [PDF]
Entropy, 2022 Stock markets can become inefficient due to calendar anomalies known as the day-of-the-week effect. Calendar anomalies are well known in the financial literature, but the phenomena remain to be explored in econophysics.
Darko Stosic +4 more
doaj +2 more sources
Calendar Effect in The Chinese Securities Market
BCP Business & Management, 2023 The existence of the calendar effect as a market anomaly problem proves that there are loopholes in the Efficient Market Hypothesis (EMH). By studying the calendar effect, scholars can gradually identify and solve the problems of regulatory loopholes and information asymmetry in the financial market.
Yiwen Fan
openaire +2 more sources
Calendar anomalies and market volatility in selected cryptocurrencies
Cogent Business & Management, 2023 This study examines the day-of-the-week and January effects on the top performing cryptocurrencies with the highest capitalization during the sample period.
Farah Naz +5 more
doaj +2 more sources
Testing the significance of calendar effects [PDF]
SSRN Electronic Journal, 2005 This paper studies tests of calendar effects in equity returns. It is necessary to control for all possible calendar effects to avoid spurious results.
Hansen, Peter Reinhard +2 more
core +5 more sources
Calendar Aging Effect on the Open Circuit Voltage of Lithium-Ion Battery
Energies, 2023 In recent years, lithium-ion batteries (LiBs) have gained a lot of importance due to the increasing use of renewable energy sources and electric vehicles.
Simone Barcellona +3 more
doaj +2 more sources
Sustainability Indices and the Calendar Effect
Финансы: теория и практикаThe investing landscape has undergone a significant shift. Investors are interested in stocks that not only increase shareholder wealth but also give high priority to environmental, social, and governance issues. The purpose of the study is to
K. Kalimuthu, S. Shaik
doaj +2 more sources
Javanese lunar calendar effect (Primbon) on abnormal return [PDF]
Proceedings of the 15th International Symposium on Management (INSYMA 2018), 2018 The purpose of this study is to examine Javanese lunar calendar (Primbon) effect to abnormal return on Indonesian Stock Market. Type of this study is conclusive descriptive using intraday trading data. The research observed and tested cultural phenomena called Primbon as a calendar effect on abnormal return.
Putu Anom Mahadwartha, Sidarta Hermin
openaire +2 more sources
Impact of Lithium‐Free Borate Additives on the Cycle Life and Calendar Aging of Silicon‐Based Lithium‐Ion Batteries [PDF]
Small ScienceSilicon‐anode lithium‐ion batteries (LIBs) suffer from limited cycle life and poor calendar life, constraining their large‐scale commercialization. Integrating additives into electrolytes is a simple and cost‐effective strategy to improve these aspects ...
Defu Li +6 more
doaj +2 more sources
A year’s memories: The calendar effect in autobiographical recall [PDF]
Memory & Cognition, 1998 When asked to recall autobiographical events from the past year, students tend to recall more incidents from the beginning and the end of school terms than from other periods. We investigated this calendar effect in Experiment 1 by comparing free recall at schools with different academic calendars.
M A, Kurbat, S K, Shevell, L J, Rips
openaire +3 more sources