Results 11 to 20 of about 3,328,184 (337)
Day-of-the-week effect: a meta-analysis [PDF]
Eurasian Economic ReviewThis study conducts a meta-analysis on the day-of-the-week effect to shed more light on the replication crisis of this stock market anomaly. The findings confirm that Mondays and Tuesdays provide, on average, lower daily returns.
Leonard Grebe, Dirk Schiereck
semanticscholar +3 more sources
Stock Market Return and Volatility: Day-of-the-week Effect [PDF]
Journal of Economics and Finance, 2012 Cataloged from PDF version of article.This paper examines the stock market returns and volatility relationship using US daily returns from May 26, 1952 to September 29, 2006.
Berument, H., Dogan, N.
core +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 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 +4 more sources
Day of the week effect and Baltic stock exchanges
Przedsiębiorczość Międzynarodowa, 2018 Objective: There is an ongoing debate in the field of finance and economics on the existence of abnormal equity returns associated with calendar events.
Arvydas Jadevicius
doaj +4 more sources
THE EXISTENCE OF THE DAY-OF-THE-WEEK EFFECT
Proceedings of the International Management Conference, 2020 semanticscholar +2 more sources
The Day-of-the-Week Effect: Evidence from Selected Balkan Markets
Scientific Annals of Economics and Business, 2018 The main aim of this paper is to investigate the existence of the “day of the week” financial effect in select Balkans stock markets indices. Many findings of market anomalies have corroborated the presence of the “day of the week” effect in developed ...
Karanovic Goran, Karanovic Bisera
doaj +4 more sources
The Day-of-the-Week Effect Revisited: An Alternative Testing Approach [PDF]
, 2002 This paper questions traditional approaches for testing the day-of-the-week effect on stock returns. We propose an alternative approach based on the closure test principle introduced by Marcus, Peritz and Gabriel (1976), which has become very popular in ...
Alt, Raimund +2 more
core +2 more sources
The Day of the Week Effect in the Crypto Currency Market [PDF]
SSRN Electronic Journal, 2017 This paper examines the day of the week effect in the crypto currency market using a variety of statistical techniques (average analysis, Student's t-test, ANOVA, the Kruskal-Wallis test, and regression analysis with dummy variables) as well as a trading simulation approach.
Guglielmo Maria Caporale, Alex Plastun
openaire +6 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.
Deeya Sewraj +2 more
openaire +2 more sources