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 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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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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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
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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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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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Exploring the Effect of Fasting Month of Ramadan on Tehran Stock Exchange (TSE) [PDF]
تحقیقات مالی اسلامی (پیوسته), 2012 The purpose of this research is to examine the existence of seasonality in the stock market return, its volatility and trading amount associated with moving calendar events such as the holy month of Ramadan using a GARCH specification and data for the ...
Hasan Ali Sinaei, Sayyed Mahdi Mohammadi
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Medication nonadherence during the first 100 days after pediatric hematopoietic stem cell transplantation (HSCT) and during oncology treatment increases risk for complications. BMT4me is a caregiver‐facing mobile health (mHealth) application providing medication reminders, symptom tracking, and note‐taking features to support ...
Micah A. Skeens +4 more
wiley +1 more source
The Investigation of Seasonal Fluctuations Model in Tehran Stock Exchange [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2008 By studying the efficient market theory, the new financial management has confirmed the existence of calendar anomalies such as daily transaction effect, special monthly effect, holiday effect, etc as well as non calendar anomalies like initial public ...
Reza Raei, Saeed Shirzadi
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