Results 21 to 30 of about 81,154 (296)
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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Effects of Climate Change on Agricultural Calendar in the North of Iran [PDF]
Journal of Applied researches in Geographical Sciences, 2021 Abstract In this research, while studying climate conditions in the current period and analyzing changes in temperature, precipitation level, and the sunlight received, current conditions were also analyzed based on daily data from synoptic stations in the region, which had meteorological data recorded for at least 30 years.
mojtaba shahnazari +2 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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An anatomy of calendar effects in Thailand [PDF]
Investment Management and Financial Innovations, 2016 This paper aimed to study the interaction and profitability of the five most well-established calendar effects: Halloween effect, January effect, turn-of-the-month effect, weekend effect, and Thai holiday effect. The author found that turn-of-the-month effect (TOM) and weekend effect were the strongest and most profitable effects in Thai stock markets.
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Calendar Effects in the Market of Crude Oil
Zeszyty Naukowe SGGW w Warszawie - Problemy Rolnictwa Światowego, 2015 This paper investigates calendar effects in the crude oil market using daily data over the period January 4, 2000 to December 31, 2014 for two global oil pricing benchmarks: West Texas Intermediate (WTI) and Brent. Results of performing statistical tests of equality of two means and of equality of two variances reveal the presence of both day-of-the ...
Anna Górska, Monika Krawiec
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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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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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Identity Selection and the Social Construction of Birthdays
Frontiers in Psychology, 2021 We argue that rather than being a wholly random event, birthdays are sometimes selected by parents. We further argue that such effects have changed over time and are the result of important psychological processes. Long ago, U.S. American parents greatly
Brett W. Pelham +5 more
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Moon Phases, Mood and Stock Market Returns: International Evidence [PDF]
, 2013 We employ recent data from 59 international emerging and mature stock markets to provide new evidence of a lunar cycle (full and new moon) effect on their stock market returns.
Tan, Aaron Yong, Floros, Christos
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Calendar Anomalies: A Case Study of the Vietnam’s Stock Market [PDF]
International Journal of Management, Accounting and Economics, 2023 This study empirically investigated the existence of Calendar effects by using closing daily data for the Vietnam index (VN-index) before and during the Covid-19 pandemic.
Hoang Thi Du, Nguyen Xuan Tho
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