Results 281 to 290 of about 14,243,072 (340)

Hijri calendar effect in Borsa Istanbul gold market and Turkey’s foreign exchange market

Journal of Islamic Accounting and Business Research, 2019
Purpose This study aims to investigate the Hijri calendar effect in Borsa Istanbul (BIST) precious metal market and foreign exchange market (Dollar and Euro market) of Turkey.
Nasif Ozkan
semanticscholar   +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]

, 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

Calendar effects in Bitcoin returns and volatility

Finance Research Letters, 2021
Abstract We use a GARCH dummy model to study the influence of calendar effects on daily conditional returns and volatility of Bitcoin during the period 2013–2019. The Halloween, day-of-the-week (DOW), and month-of-the-year (MOY) effects are analyzed. Our results reveal no evidence of a Halloween calendar anomaly. A classical DOW effect is not present
Kinateder, Harald, Papavassiliou, Vassilios G.   +1 more
openaire   +2 more sources

Calendar Effects in Pakistani Stock Market

SSRN Electronic Journal, 2008
The paper investigates calendar anomalies in the Pakistani stock market by taking a data of stock returns of fifteen years from November 1991 to October 2006. The existence of calendar anomalies could endanger the assumption of Efficient Market Hypothesis. Using one Factor ANOVA the main hypotheses about equality in returns on daily, weekly and monthly
Shahid Ali, Muhammad Akbar
openaire   +1 more source

Deep learning based short‐term load forecasting incorporating calendar and weather information

Internet Technology Letters, 2022
Short‐term load forecasting has been an important approach for economical and sustainable power systems. Various methods have been proposed for obtaining an accurate forecasting result, among which deep learning models achieve state‐of‐the‐art ...
Weiwei Jiang
semanticscholar   +1 more source

Effect of calendar layout on calendar search

Ergonomics, 1989
Abstract Although the conventional calendar month is formatted as an arrangement of 7 days × 5 weeks, the weeks are sometimes configured as horizontal rows and sometimes as vertical columns, and the day which begins the week is sometimes Sunday and sometimes Monday.
openaire   +1 more source

Calendar Effects and Real Estate Securities

The Journal of Real Estate Finance and Economics, 2013
This paper examines twenty-seven international real estate securities indices from twenty countries and regions for calendar effects. Two methodologies are employed. The first is the standard approach which detects statistically significant anomalies via linear regression of returns.
E. C. M. Hui, J. A. Wright, S. C. P. Yam
openaire   +1 more source

Herd behaviour in an emerging market: an evidence of calendar and size effects

Journal of Asia Business Studies, 2022
Purpose This study aims to examine investors’ herd behaviour for various calendar events and size-based stock portfolios in Pakistan. The authors consider three calendar effects, crisis (COVID-19 and financial crisis 2018–19), announcement of political ...
Sana Tauseef
semanticscholar   +1 more source

Dynamic analysis of calendar anomalies in cryptocurrency markets: evidences of adaptive market hypothesis

Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad, 2022
This paper analyses the effects known as the day of the week and the month of the year in the cryptocurrency markets. The closing values of eleven cryptocurrencies have been considered.
Carmen López-Martín
semanticscholar   +1 more source