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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Impact of Muslim Holy Days on Asian stock markets: An empirical evidence
Cogent Economics & Finance, 2017 This study investigated the impact of Muslim Holy Days on daily stock returns of Asian financial markets for a period of 2001–2014. These markets include Pakistan, Bahrain, Saudi Arabia, and Turkey.
Irfan Ali, Waheed Akhter, Namrah Ashraf
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Should Investors in Commodity Markets Be Superstitious (Based on the Example of 29 Commodities)?
Acta Universitatis Lodziensis. Folia Oeconomica, 2018 The issue of efficiency of financial markets has always fascinated scientists. It is significant from the point of view of assessing portfolio management effectiveness and behavioural finance.
Krzysztof Borowski
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Calendar Anomalies in Islamic Frontier Markets
SAGE Open, 2022 This study investigates calendar anomalies in eight Islamic frontier markets. Our sample consists of the daily closing prices of their stock indices for the period of January 2006 to September 2019.
Faheem Aslam +4 more
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Calendar effects in Chinese stock market [PDF]
Annals of Economics and Finance, 2005 Our paper examines the calendar effects in Chinese stock market, particularly monthly and daily effects. The Shanghai Stock Exchange exhibits significantly higher monthly returns in February and November. This can be explained by the fact that the Chinese year-end is in February.
Kling, Gerhard, Gao, Lei
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An Empirical Investigation of Islamic Calendar Effect in Global Islamic Equity Indices
, 2017 This study aims to explore the effect of Islamic Months specifically Ramadan and Zil-Haj on the stock returns and volatility of the Islamic Global Equity Indices.
Nida Shah, M. N. Qureshi, Yasra Aslam
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Calendar effects in Latin American stock markets [PDF]
Empirical Economics, 2017 One of the most well-documented empirical regularities in international finance is the presence of calendar effects in historical stock returns. The literature focuses mainly on developed countries, and in general, emerging markets have not received much attention on this issue.
Diego Winkelried, Luis A. Iberico
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Investigation of the An Empirical Analysis of Stock Market’s Fluctuations and Information Efficiency; A Case Study for Tehran Stock MarketDemand for Subsidized Food in Urban Areas of Iran, Using AIDS Model for Priority Subsidy Allocation (Text in Persian) [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2009 Stock markets are strong means of attracting savings and directing them to investors، but their rate of returns are subject to fluctuations much higher than other economic variables.
Saeed Rasekhy, Amir Khanalipour
doaj
January effect: 200 years of evolution in the us stock market [PDF]
Geopolitics under Globalization, 2018 This paper is a comprehensive investigation of the January Effect evolution in the US stock market over the period 1791–2015. It employs various statistical techniques (average analysis, Student’s t-test, ANOVA, Mann-Whitney test) and a trading ...
Alex Plastun, Vyacheslav Plastun
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Ramadan effect on stock market return and trade volume: Evidence from Dhaka Stock Exchange (DSE)
Cogent Economics & Finance, 2019 A predictable pattern of stock market return is the violation of the efficient market hypothesis (EMH). It is well studied and evident in financial literature that stock markets around the world have predictable patterns, e.g.
Md. Hashibul Hassan +1 more
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