Results 11 to 20 of about 493,048 (304)
Calendar Effects in the Stock Markets of Central European Countries
Acta Universitatis Lodziensis. Folia Oeconomica, 2020 The efficient market hypothesis suggests that there are no opportunities to gain above‑normal profits using available information, because it is all reflected in the prices.
Marek Szymański, Grzegorz Wojtalik
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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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REVISITING CALENDAR ANOMALIES IN BRICS COUNTRIES
Buletin Ekonomi Moneter dan Perbankan, 2019 We use a GARCH-dummy approach to analyze the influence of calendar anomalies on conditional daily returns and risk for BRICS countries’ stock markets during 1996 to 2018.
Harald Kinateder +2 more
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Polityki Europejskie, Finanse i Marketing, 2023 Practice and empirical observations prove that achieving above-average returns on the stock market is possible. It is possible to achieve both higher and lower returns than those resulting from the fundamental value of the companies being valued.
Tomasz Pawlonka, Paweł Sypniewski
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Calendar anomalies in the Russian stock market
Russian Journal of Economics, 2017 This research note investigates whether or not calendar anomalies (such as the January, day-of-the-week and turn-of-the-month effects) characterize the Russian stock market, which could be interpreted as evidence against market efficiency.
Guglielmo Maria Caporale +1 more
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Adjusting for calendar effects of real retail trade turnover time series
Croatian Operational Research Review, 2015 Fluctuations in economic activity are often influenced by calendar-based various factors. Such factors are non-working (non-trading) days, leap years, public holidays and the like.
Josip Arnerić +2 more
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STOCK MARKET ANOMALIES: A CASE OF CALENDAR EFFECTS ON THE MALAYSIAN STOCK MARKET [PDF]
Malaysian Journal of Computing, 2021 The existence of market anomalies for the return reveals the inefficiency in the market that could affect investor investment strategy, portfolio selection, and profit management.
Nurul Sima Mohamad Shariff +1 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 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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Behavior of Calendar Anomalies, Market Conditions and Adaptive Market Hypothesis: Evidence from Pakistan Stock Exchange [PDF]
Pakistan Journal of Commerce and Social Sciences, 2017 The current study investigates Adaptive Market Hypothesis (AMH) via five different calendar effects in Pakistan stock market. For the purpose we examine daily returns of KSE-100 index. The sample comprises 24 years over the period from January 1992 to
Muhammad Naeem Shahid (Corresponding author)
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