Results 31 to 40 of about 3,327,692 (300)
The purpose of this study is to examined the anomalies on the efficient capital market. However, research that combines January Effect, the day of the week Effect, and size Effect of getting a complete and clear picture of the phenomenon on the market is
Ernie Hendrawaty +1 more
doaj +1 more source
An investigation into sleep patterns and the effect of time of day on performance in youth swimmers [PDF]
The purpose of this study was to investigate sleep patterns in competitive youth swimmers and to establish any time-of-day effect on physiological and psychological variables linked to swimming performance.
Glen, Jonathan, Grant, Marie Clare
core +2 more sources
The Day-of-the-Week Effect: Does Ownership Matter?
The aim of this study is to determine the main player behind the existence of the day-of-the-week effect on the Amman Stock Exchange (ASE) by analyzing the trading patterns for investors using the EGARCH model. The sample comprised all companies trading in the financial sector during the period from January 2, 2008, to December 31, 2019.
openaire +1 more source
THE DAY OF THE WEEK EFFECT IN SOUTH EASTERN EUROPE STOCK MARKETS [PDF]
The main aim of this research is to examine existence of day of the week effect on the stock market indices infive countries from South Eastern Europe (SEE): Bosnia and Herzegovina, Bulgaria, Croatia, Macedonia and Serbiain the most recent period which ...
MARTIN MIHAJLOV +2 more
doaj
Seasonality in equities traded on the Toronto Stock Exchange between 1980 and 2019. [PDF]
This study investigates the day-of-the-week and month-of-the-year effects for equities traded on the Toronto Stock Exchange (TSX) between January 1, 1980, and December 31, 2019. As a conduit for the average price of stocks traded on the exchange, the S&P/
Woollcombe, N.
doaj
DAY OF THE WEEK EFFECT IN LATIN AMERICAN STOCK MARKETS [PDF]
This article examines the Day of the Week Effect for the main stock markets in Latin America in Argentina, Brazil, Chile, Colombia, Mexico, and Peru, during the period, 1993-2007. I undertake three different analyses, including GARCH models for the returns and volatility of daily returns by day of the week for the major stock market indexes in the ...
openaire +3 more sources
Day-of-the-Week and Month-of-the-Year Effects in the Cryptocurrency Market
This study examines the day-of-the-week (DoW) and month-of-the-year (MoY) effects in the cryptocurrency market, with a focus on Bitcoin (BTC) and Ethereum (ETH). Due to the absence of a specific closing time in the cryptocurrency market, the closing time
İbrahim Korkmaz Kahraman, Dündar Kök
doaj +1 more source
This paper examines the relationship between daily returns and trading volumes using the Granger causality test and, additionally, the day-of-the-week effect in the main Latin American stock markets for the period 1998-2014.
Emilio Rojas, Werner Kristjanpoller
doaj +1 more source
Calendar Anomalies: A Case Study of the Vietnam’s Stock Market [PDF]
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
doaj
Day of the Week Effect Terhadap Return Dan Volume Perdagangan Saham Lq45 Dan Non Lq45 [PDF]
This research aimed to know: fi rst, day of the week effect that infl uence the return of LQ45and non LQ45 stocks. Second, to know day of the week effect that infl uenced the volume of commerceof LQ45 and non LQ45 stocks.
Bachtiar, Y. (Yanuar)
core

