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New tests of calendar effects on equity and securitized real estate markets
International Journal of Strategic Property Management, 2018 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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Calendar Effects in the Stock Markets of Central European Countries
Acta Universitatis Lodziensis. Folia Oeconomica, 2020 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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Temenos, 2023 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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Ramadan Effect on Prices and Production: Case of Turkey [PDF]
Statistika: Statistics and Economy Journal, 2021 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
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A Study of Calendar Effect on Stocks in the BSE Sensex
International Journal of Management Studies, 2019 The primary objective of this research paper is to find whether calendar effect exists in the BSE Sensex. Calendar effect shows the disparities in stock prices in the stock market subsequent to certain trends based on various time periods of year ...
A. Saldanha, Rajendra G. Desai
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The significance of adopting the Islamic calendar in Islamic housing finance. Case study : Bank Muamalat Malaysia Berhad Parit Raja Branch [PDF]
, 2016 Malaysia is considered to be one of the most advance developed Muslim countries among Muslim countries that employ Islamic Banking system. In this context, Islamic Housing Finance has grown rapidly and becomes popular as a common solution for Muslims who
Dwidayati, Kunthi Herma
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A Novel Hybrid GSTARX-RNN Model for Forecasting Space-Time Data with Calendar Variation Effect
Journal of Physics: Conference Series, 2020 Recent development in space-time data forecasting includes a hybrid model. In this study, we propose a hybrid spatio-temporal model by combining Generalized Space-Time Autoregressive with exogenous variable and Recurrent Neural Network (GSTARX-RNN) for ...
Suhartono +4 more
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Calendar Effect and In-Sample Forecasting Applied to Mesothelioma Mortality Data
Mathematics, 2021 In this paper, we apply and further illustrate a recently developed extended continuous chain ladder model to forecast mesothelioma deaths. Making such a forecast has always been a challenge for insurance companies as exposure is difficult or impossible ...
Alex Isakson +3 more
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Note—Analysis of Time Series with Calendar Effects [PDF]
Management Science, 1980 Most national economic data and many marketing series are compiled monthly according to the Gregorian Calendar, but some of the ancient festivals or holidays, such as Easter, Jewish Passover, and Chinese New Year, are set by lunar calendar. Therefore the date of a holiday may vary between two adjacent months from year to year.
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Calendar Effects on the Real Estate Market [PDF]
remav, 2013 Abstract Social and economic phenomena that rely on "soft" factors to explain the market reality supply highly valuable observations. Behavioral elements should not be omitted in analyses of the real estate market because the latest developments in behavioral sciences significantly contribute to our understanding of this market.
Justyna Brzezicka, Radosław Wiśniewski
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