Results 1 to 10 of about 1,235,543 (257)
A New Look at Calendar Anomalies: Multifractality and Day-of-the-Week Effect [PDF]
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
doaj +5 more sources
The evolution and cross-section of the day-of-the-week effect [PDF]
Financial Innovation, 2017 We study the day-of-the-week effect across size deciles and in three 18-year subperiods. The results show a decline in the magnitude of the day-of-the-week effect, but the effect did not vanish.
Shlomo Zilca
doaj +4 more sources
The day-of-the-week effects on the volatility: The role of the asymmetry [PDF]
European Journal of Operational Research, 2010 In this paper, we propose to evaluate whether asymmetry influences the day-of-the-week effects on volatility. We also investigate empirically the impact of the day-of-the-week effect in major international stock markets using GARCH family models from a forecast framework.
exaly +5 more sources
The day of the week effect and interest rates
Borsa Istanbul Review, 2020 The day of the week effect is one of the regularities observed in financial markets which suggests that Friday returns are higher than Monday returns.
Savas Gayaker +2 more
doaj +3 more sources
Day-of-the-week effects in financial contagion [PDF]
Finance Research Letters, 2019 Abstract We propose a new approach to test for financial contagion, which accounts for the existence of day-of-the-week effects in stock returns. For a set of European markets, we provide evidence that contagion effects from the U.S. during the 2007-9 financial crisis varied across days of the week.
Bartosz Gebka, Robert Anderson
exaly +3 more sources
Robust estimation of the time-dependent reproduction number in the presence of weekend reporting effects [PDF]
BMC Global and Public HealthBackground During infectious disease outbreaks, changes in pathogen transmissibility are assessed through real-time inference of metrics such as the time-dependent reproduction number (R t ), which can be estimated from disease incidence data.
Isaac Ogi-Gittins +4 more
doaj +2 more sources
Day-of-the-week effect on stock markets in the region [PDF]
Industrija, 2018 This research examines calendar anomalies (day-of-the-week effect) on stock exchanges in the region. The main objective of the study is to examine the effect of days of the week on stock exchanges in the region in the period from 2008 to 2014, and ...
Milošević-Avdalović Snežana
doaj +2 more sources
Day of the Week Effect dan Volatilitas Cryptocurrency Pada Masa Pandemi Covid-19
AFRE (Accounting and Financial Review), 2021 The cryptocurrency market is a market that attracts researchers and investors because it is open every day. This can be seen by the anomalies that occur in the cryptocurrency market. This research uses cryptocurrencies with the largest market cap in 2020,
Robiyanto Robiyanto +1 more
doaj +1 more source
Is There Still a Day-of-the-Week Effect in the Real Estate Sector? [PDF]
Облік і фінанси, 2023 This study contributes to the ongoing debate on the persistence of stock market anomalies in equity markets (McLean and Pontiff, 2016; Jacobs and Müller, 2020) and concentrates on the day-of-the-week effect in the European real estate sector.
Julius Marcus Reis +3 more
doaj +1 more source
Time-of-Day and Day-of-Week Effects on TV and OTT Media Choices: Evidence from South Korea
Journal of Theoretical and Applied Electronic Commerce Research, 2023 The objective of this manuscript is to investigate the determinants influencing the selection of over-the-top (OTT) platforms as opposed to traditional television mediums—cable, Internet protocol television (IPTV), and satellite broadcasting—for the ...
Yun-Woo Choi, Changjun Lee
doaj +1 more source