Results 11 to 20 of about 84,584 (304)
Calendar anomalies in African stock markets [PDF]
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.
El Mehdi Ferrouhi +3 more
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CALENDAR YEAR EFFECT MODELING FOR CLAIMS RESERVING IN HGLM [PDF]
AbstractClaims reserving models are usually based on data recorded in run-off tables, according to the origin and the development years of the payments. The amounts on the same diagonal are paid in the same calendar year and are influenced by some common effects, for example, claims inflation, that can induce dependence among payments.
Gigante, Patrizia +2 more
openaire +4 more sources
Calendar anomalies and market volatility in selected cryptocurrencies
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
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Practice and empirical observations prove that achieving above-average returns on the stock market is possible. It is possible to achieve both higher and lower returns than those resulting from the fundamental value of the companies being valued.
Tomasz Pawlonka, Paweł Sypniewski
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New tests of calendar effects on equity and securitized real estate markets
We construct two new tests of calendar effects, apply them on 12 stock indices during 1996–2016, and compare the results with that using Hui and Chan (2016)’s method.
Eddie C. M. Hui, Ka Kwan Kevin Chan
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A year’s memories: The calendar effect in autobiographical recall [PDF]
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
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Calendar Effects in the Stock Markets of Central European Countries
The efficient market hypothesis suggests that there are no opportunities to gain above‑normal profits using available information, because it is all reflected in the prices.
Marek Szymański, Grzegorz Wojtalik
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Changes to the trading calendar and the day of the week effect in returns and volatility of the Saudi Stock Exchange [PDF]
Until June 29, 2013, the trading days of the Saudi Stock Exchange (TADAWUL) were from Sunday to Wednesday. From June 29, 2013, TADAWUL changed trading days and started trading from Sunday to Thursday.
Alsayari, Abdulelah +1 more
core +1 more source
Ramadan Effect on Prices and Production: Case of Turkey [PDF]
The detection of seasonal effects is essential in economic forecasting. However, the lack of indicators produced referencing calendars other than the Gregorian system makes it hard to observe the impact of the cultural, national, and religious days that ...
Cem Eyerci +2 more
doaj
This article explores how Christian heritage is engaged with, strengthened, and contested in and through Swedish newspapers and in the annual Swedish Christmas calendar.
Evelina Lundmark
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