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Projecting future mortality risk of pleural mesothelioma in Italy (2020-2034): Bayesian age-period-cohort analysis over 40 years of death registration. [PDF]

open access: yesFront Public Health
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Investigation of the Calendar Effect

2021
This chapter aims to examine calendar anomaly in selected sample countries by using second-order stochastic dominance (SSD) approach. Day-of-the-week and month-of-the-year effects are analysed for a group of 5 developed and 5 developing country indexes to estimate efficient (inefficient) weekdays and months for the period between 1988 and 2016.
Murat Isiker, Umut Ugurlu, Oktay Tas
openaire   +1 more source

An anatomy of calendar effects

Journal of Asset Management, 2010
This paper studies the interaction of the five most well-established calendar effects: the Halloween effect, January effect, turn-of-the-month effect, weekend effect and holiday effect. We find that Halloween and turn-of-the month (TOM) are the strongest effects fully diminishing the other three effects to zero.
Swinkels, Laurens, van Vliet, WN (Pim)
openaire   +1 more source

Modeling lunar calendar effects in taiwan [PDF]

open access: possible, 2003
The three most important Chinese holidays, Chinese New Year, the Dragon- boat Festival, and Mid-Autumn Holiday have dates determined by a lunar calendar and move between two solar months. Consumption, production, and other economic behavior in countries with large Chinese population including Taiwan are strongly affected by these holidays. For example,
Jin-Lung Lin, Tian- Syh Liu
openaire   +1 more source

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