Testing the significance of calendar effects [PDF]
SSRN Electronic Journal, 2005 This paper studies tests of calendar effects in equity returns. It is necessary to control for all possible calendar effects to avoid spurious results.
Hansen, Peter Reinhard +2 more
core +5 more sources
Managerial Economics, 2012 This paper examines the relationship between results of the analysis of the price momentum effect and data mining. Especially, the issue of the day of portfolio formation is considered.
Tomasz Wojtowicz
doaj +3 more sources
Impact of Lithium‐Free Borate Additives on the Cycle Life and Calendar Aging of Silicon‐Based Lithium‐Ion Batteries [PDF]
Small ScienceSilicon‐anode lithium‐ion batteries (LIBs) suffer from limited cycle life and poor calendar life, constraining their large‐scale commercialization. Integrating additives into electrolytes is a simple and cost‐effective strategy to improve these aspects ...
Defu Li +6 more
doaj +2 more sources
Calendar Effects in Daily ATM Withdrawals [PDF]
Economics Bulletin, 2010 This paper analyses the calendar effects present in Automated Teller Machines (ATM) withdrawals of residents, using daily data for Portugal for the period from January 1st 2001 to December 31st 2008.
Paulo M.M. Rodrigues +1 more
core +4 more sources
Measuring the asymmetry information risk of trading symbols of insurance companies in the Tehran Stock Exchange based on the probability of informed trading (PIN) criteria and survey the calendar effects and fixed firm’s effects on information asymmetry indices [PDF]
فصلنامه بورس اوراق بهادار, 2021 The objective of this research are to measure risk of information asymmetry between market participants in trading active symbols of insurance companies in Tehran-Stock-Exchange through probability of informed trading (PIN) criteria per trading day, and ...
Mohammad Mirbagherijam +1 more
doaj +1 more source
Calendar effects on surface air temperature and precipitation based on model-ensemble equilibrium and transient simulations from PMIP4 and PACMEDY [PDF]
Climate of the Past, 2022 Numerical modeling enables a comprehensive understanding not only of the Earth's system today, but also of the past. To date, a significant amount of time and effort has been devoted to paleoclimate modeling and analysis, which involves the latest and ...
X. Shi +22 more
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Calendar effect and in-sample forecasting [PDF]
Insurance: Mathematics and Economics, 2021 The authors consider a generalization of the chain ladder methodology. Instead of the assumption $f(x,y) = h(x) g(y)$ the authors introduce an extended version based on the density $f(x,y) = h(x) g(y) k(x+y)$ with a so called calendar effect $k$. Two main examples are outstanding liabilities in insurance ($x$ time point of claims, $y$ time delay up to ...
Nielsen, J. P. +3 more
openaire +3 more sources
Apartment Rental Market in Rzeszów and Lublin at the Turn of 2021-2022
Real Estate Management and Valuation, 2023 The paper presents the impact of market characteristics on the rental rate of apartments and compares the levels of the offered rental rate in two selected cities: Rzeszów and Lublin.
Hełdak Maria +2 more
doaj +1 more source
Predicting Housing Price Trends in Poland: Online Social Engagement - Google Trends
Real Estate Management and Valuation, 2023 Various research methods can be used to collect housing market data and predict housing prices. The online search activity of Internet users is a novel and highly interesting measure of social behavior.
Bełej Mirosław
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Brain Sciences, 2021 Subjective cognitive decline is a symptom that may appear in the early stages of Alzheimer’s disease. This study examined the effects of smartphone-based calendar training and walking exercise regimen on postmenopausal women experiencing subjective ...
Yanghee Pang, Oksoo Kim
doaj +1 more source