Results 101 to 110 of about 14,243,072 (340)
Calendar Effects in the Market of Crude Oil
Zeszyty Naukowe SGGW w Warszawie - Problemy Rolnictwa Światowego, 2015 This paper investigates calendar effects in the crude oil market using daily data over the period January 4, 2000 to December 31, 2014 for two global oil pricing benchmarks: West Texas Intermediate (WTI) and Brent. Results of performing statistical tests of equality of two means and of equality of two variances reveal the presence of both day-of-the ...
Górska, Anna +3 more
openaire +2 more sources
The calendar regularity of earnings and volatility distribution on the Ukrainian stock market [PDF]
The theoretical aspects of calendar effects and anomalies on the Ukrainian stock market and the empirical evidences of monthly returns and volatility of PFTS-index are examined. A strong evidence of a calendar effect i.e.
Petrushchak, Bohdan
core +1 more source
Advanced Science, EarlyView.The sodium hydride (NaH)‐mediated reduction of germanium dioxide yields distinct Ge structures depending on the amount of reductant, revealing the dual roles of NaH in the reduction pathways. The synthesized Ge under off‐stoichiometric conditions exhibits a porous morphology and reduced crystallinity, which effectively mitigates volume expansion during
Gijung Lee +12 more
wiley +1 more source
Intrinsic Mechanical Parameters and their Characterization in Solid‐State Lithium Batteries
Advanced Energy Materials, Volume 15, Issue 11, March 18, 2025.This review focuses on the intrinsic mechanical parameters and their associated characterization in solid‐state batteries. The physical significance of mechanics parameters is introduced with exhaustive classifications by elastic, plastic deformations and fracture in bulk, adhesion, friction at interfaces, and mechanical fatigue in cells ...
Shuai Hao +5 more
wiley +1 more source
Market Anomalies: January Effect and Weekend Effect on Stock Return
Jurnal Ilmu Keuangan dan PerbankanEvery investor will always expect a return from their investment and can take advantage of seasonal or calendar anomalies to get the expected return. Seasonal or calendar anomalies are measured using the January Effect and Weekend Effect to determine ...
Rosidatul Jannah, Nur Hidayat
doaj +1 more source
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
doaj +1 more source
Seasonal Predictability of Stock Market Returns [PDF]
This paper focuses on the seasonal predictability of stock market returns. we investigate the statistical significance of predicting stock returns from several calendar dummies. Our main findings, using monthly stock market returns from Belgium. Germany,
W. Marquering
core
Advanced Energy Materials, EarlyView.A weakly solvating ether solvent, 1,2‐dimethoxypropane (DMP), is proposed for use in localized high‐concentration electrolytes (LHCEs) for lithium metal batteries (LMBs). These DMP‐based LHCEs simultaneously suppress lithium metal corrosion and cathode degradation—two interrelated processes that accelerate calendar aging of LMBs.
Jisub Kim +14 more
wiley +1 more source
Demographic Research, 2007 In this paper we use calendar data from the 2000 Egyptian Demographic and Health Survey (DHS) to assess the determinants of birth interval length among women who are in union.
Andrew Hinde, Angela Baschieri
doaj
January effect on stock returns: Evidence from emerging Balkan equity markets [PDF]
Industrija, 2017 The motivation for testing anomalies in the selected financial markets in the region was primarily to help investors to devise a viable investment strategy.
Milošević-Avdalović Snežana +1 more
doaj