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
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PENGUJIAN ANOMALI PASAR : DAY OF THE WEEK EFFECT PADA SAHAM LQ-45 DI BURSA EFEK INDONESIA [PDF]
E-Jurnal Manajemen, 2016 One of market anomaly that againsts the concept of efficient market is Day of The Week Effect, which is an anomaly where there are differences between stock returns on trading day. The purpose of this study is to determine the existence of the anomaly on
Margareta Maria Trisnadi +1 more
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The Day of the Week Effect in the Pakistani Equity Market: An Investigation [PDF]
Lahore Journal of EconomicsAn active area of investigation in finance literature is to explore the existence of a pattern in stock returns. A predictable pattern is evidence against market efficiency.
Fazal Husain
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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
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Day of the Week Effect in Stock Returns by using Bootstrapping GARCH [PDF]
پژوهشهای تجربی حسابداری, 2014 This paper propounds to examine the impact of the day week on the return of daily stock price using entire index, in Tehran Stock Exchange market during 1383 to 1388. In the literature review, a full explanation of the models and their shortcomings are
سولماز صفری +2 more
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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
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Day-of-the-week effect: Petroleum and petroleum products
Cogent Economics & Finance, 2023 This study tests for calendar anomalies in returns for petroleum and petroleum products via the futures market, specifically, the day-of-the-week (DOW) effect.
Andrew C. Meek, Seth A. Hoelscher
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STUDI TENTANG PENGARUH HARI PERDAGANGAN TERHADAP RETURN SAHAM PADA BEJ [PDF]
Jurnal Akuntansi dan Keuangan, 2006 The purpose of this research is to examine the day of the week effect on the stock return and Monday Effect Test in the Jakarta Stock Exchange. The sample is selected using Purposive Sampling Technique. The sample consist are thirty eight active stock in
Rr. Iramani, Ansyori Mahdi
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Day of the week effect on select scheduled commercial banks in India [PDF]
E3S Web of Conferences, 2023 The Day of the Week effect is a phenomenon observed in financial markets where the performance of securities or stocks varies based on the day of the week. This study investigates the presence of the Day of the Week effect in the financial performance of
Swetha M., Jegadeeswari S.
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DETECTION OF DAY ANOMALIES AND ITS EFFECT; AN APPLICATION IN BIST FOOD INDEX
Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2022 The market efficiency approach is a knowledge-based approach and assumes that if the market is efficient, the information entering the market is effective at the price level.
Murat Erdogan +2 more
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