Results 301 to 310 of about 14,243,072 (340)

Inference for calendar effects in microstructure noise

Journal of Time Series Analysis
We develop a statistical inference procedure for the ubiquitous calendar effects in microstructure noise using high frequency data. This is, to the best of our knowledge, the first inference theory ever built for noise calendar effect under the general semi‐martingale‐plus‐noise setup for prices contaminated with non‐stationary, endogenous, and ...
Yingwen Tan, Zhiyuan Zhang
openaire   +2 more sources

Calendar Effects on Stock Returns Across Multiple States

SSRN Electronic Journal, 2011
We test calendar effects on stock returns considering business and presidential cycles and volatility regimes and show evidence for eight financial market states. We jointly consider four types of seasonality: the day-of-the-week effect (DWE), the macroeconomic announcement effect (MAE), the January effect (JE) and the macroeconomic announcement ...
Henry Aray, Betty Agnani
openaire   +1 more source

The effect of Chinese lunar calendar on individual investors' trading

Pacific-Basin Finance Journal, 2021
Yin-Siang Huang, J. Chiu, Chih-Yung Lin, Robin   +3 more
semanticscholar   +1 more source

Forecasting Demand With Support Vector Regression Technique Incorporating Feature Selection in the Presence of Calendar Effect

, 2018
Malek Sarhani, A. E. Afia
semanticscholar   +1 more source

Calendar effect and the role of seasonality in consumer comment behavior: A longitudinal study in the restaurant industry

, 2018
Jeffery C. Kreeger, H. Parsa, Scott J. Smith, Marketa Kubickova   +3 more
semanticscholar   +1 more source

Creating an effective social media content calendar

Journal of Education Advancement & Marketing
This paper explores the development and implementation of a comprehensive social media content calendar. A cohesive, organised and collaborative calendar will save social media managers time and energy while ensuring a well-balanced content mix, increasing collaboration and supporting institutional goals and communication efforts. This paper will guide
openaire   +1 more source

Forecasting Demand with Support Vector Regression Technique Combined with X13-ARIMA-SEATS Method in the Presence of Calendar Effect

International Journal of Applied Logistics, 2014
Malek Sarhani, A. E. Afia
semanticscholar   +1 more source

Survival outcomes used to generate version 9 American Joint Committee on Cancer staging system for anal cancer

Ca-A Cancer Journal for Clinicians, 2023
Elliot A Asare
exaly  

Calendar effects in emerging bond markets

2020
Tamara Teplova, Tatiana V. Sokolova, Qaiser Munir   +2 more
openaire   +1 more source

Lunar calendar effect: evidence of the Chinese Farmer's Calendar on the equity markets in East Asia

, 2013
Wei‐han Liu
semanticscholar   +1 more source