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Ambient temperature, clutch size, and daylight are the main drivers of incubation behavior in two neotropical swallows breeding 8,000 km apart

Diez-Méndez D, Liljeström M, Cooper CB, Ardia DR, Winkler D.   +4 more
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Investigation of the Calendar Effect

2021
This chapter aims to examine calendar anomaly in selected sample countries by using second-order stochastic dominance (SSD) approach. Day-of-the-week and month-of-the-year effects are analysed for a group of 5 developed and 5 developing country indexes to estimate efficient (inefficient) weekdays and months for the period between 1988 and 2016.
Murat Isiker, Umut Ugurlu, Oktay Tas
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An anatomy of calendar effects

Journal of Asset Management, 2010
This paper studies the interaction of the five most well-established calendar effects: the Halloween effect, January effect, turn-of-the-month effect, weekend effect and holiday effect. We find that Halloween and turn-of-the month (TOM) are the strongest effects fully diminishing the other three effects to zero.
Swinkels, Laurens, van Vliet, WN (Pim)
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Modeling lunar calendar effects in taiwan [PDF]

, 2003
The three most important Chinese holidays, Chinese New Year, the Dragon- boat Festival, and Mid-Autumn Holiday have dates determined by a lunar calendar and move between two solar months. Consumption, production, and other economic behavior in countries with large Chinese population including Taiwan are strongly affected by these holidays. For example,
Jin-Lung Lin, Tian- Syh Liu
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Calendar effects in Bitcoin returns and volatility

Finance Research Letters, 2021
Abstract We use a GARCH dummy model to study the influence of calendar effects on daily conditional returns and volatility of Bitcoin during the period 2013–2019. The Halloween, day-of-the-week (DOW), and month-of-the-year (MOY) effects are analyzed. Our results reveal no evidence of a Halloween calendar anomaly. A classical DOW effect is not present
Kinateder, Harald, Papavassiliou, Vassilios G.   +1 more
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Calendar Effects in Pakistani Stock Market

SSRN Electronic Journal, 2008
The paper investigates calendar anomalies in the Pakistani stock market by taking a data of stock returns of fifteen years from November 1991 to October 2006. The existence of calendar anomalies could endanger the assumption of Efficient Market Hypothesis. Using one Factor ANOVA the main hypotheses about equality in returns on daily, weekly and monthly
Shahid Ali, Muhammad Akbar
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Effect of calendar layout on calendar search

Ergonomics, 1989
Abstract Although the conventional calendar month is formatted as an arrangement of 7 days × 5 weeks, the weeks are sometimes configured as horizontal rows and sometimes as vertical columns, and the day which begins the week is sometimes Sunday and sometimes Monday.
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Calendar Effects and Real Estate Securities

The Journal of Real Estate Finance and Economics, 2013
This paper examines twenty-seven international real estate securities indices from twenty countries and regions for calendar effects. Two methodologies are employed. The first is the standard approach which detects statistically significant anomalies via linear regression of returns.
E. C. M. Hui, J. A. Wright, S. C. P. Yam
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DYNAMICAL ESTIMATION OF CALENDAR EFFECTS

Fluctuation and Noise Letters, 2006
The paper introduces a method for estimation and reduction of calendar effects from time series, which their fluctuations are governed by a nonlinear dynamical system and additive normal noise. Calendar effects can be considered deviations of the distribution(s) of particular group(s) of observations that have a common characteristic related to the ...
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