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A New Look at Calendar Anomalies: Multifractality and Day-of-the-Week Effect
Entropy, 2022 Stock markets can become inefficient due to calendar anomalies known as the day-of-the-week effect. Calendar anomalies are well known in the financial literature, but the phenomena remain to be explored in econophysics.
Darko Stosic +4 more
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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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Optimal Adaptive Neuro-Fuzzy Inference System Architecture for Time Series Forecasting with Calendar Effect [PDF]
, 2022 This paper discusses a procedure for model selection in ANFIS for time series forecasting with a calendar effect. Calendar effect is different from the usual trend and seasonal effects.
Abdurakhman, Abdurakhman +3 more
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USING SOME PRINCIPLES OF TRIZ THEORY IN ISLAMIC RELIGION CURRICULUM FOR DEVELOPING THE THINKING SKILLS FOR SOLVING ENVIRONMENTAL PROBLEMS AMONG THE THIRD-GRADE PREPARATORY SCHOOL STUDENTS [PDF]
Journal of Environmental Science, 2022 The aim of the present study was to identify the effect of using the TRIZ theory to develop creative thinking skills in solving environmental problems among students of the third grade of preparatory.
Moheb El-Rafei +2 more
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Effects of Climate Change on Agricultural Calendar in the North of Iran [PDF]
Journal of Applied researches in Geographical Sciences, 2021 Abstract In this research, while studying climate conditions in the current period and analyzing changes in temperature, precipitation level, and the sunlight received, current conditions were also analyzed based on daily data from synoptic stations in the region, which had meteorological data recorded for at least 30 years.
mojtaba shahnazari +2 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 Anomalies, Market Regimes, and the Adaptive Market Hypothesis in African Stock Markets
Central European Management Journal, 2019 Purpose: This paper examines the changing behavior of two calendar anomalies in African stock returns – the month-of-the-year and the intra-month effects – and their implications for the adaptive market hypothesis (AMH).
Obalade Adefemi A. +1 more
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An anatomy of calendar effects in Thailand [PDF]
Investment Management and Financial Innovations, 2016 This paper aimed to study the interaction and profitability of the five most well-established calendar effects: Halloween effect, January effect, turn-of-the-month effect, weekend effect, and Thai holiday effect. The author found that turn-of-the-month effect (TOM) and weekend effect were the strongest and most profitable effects in Thai stock markets.
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Moon Phases, Mood and Stock Market Returns: International Evidence [PDF]
, 2013 We employ recent data from 59 international emerging and mature stock markets to provide new evidence of a lunar cycle (full and new moon) effect on their stock market returns.
Tan, Aaron Yong, Floros, Christos
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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 ...
Anna Górska, Monika Krawiec
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