Results 271 to 280 of about 3,328,184 (337)

Bitcoin and the day-of-the-week effect

Finance Research Letters, 2019
Abstract The day-of-the-week effect is a well-known phenomenon in financial markets, detected in the price of equities, bonds, currencies and commodities. In this study, we extend the exploration of this anomaly to Bitcoin. Using OLS and GARCH models with daily data for 2010–2017, we provide initial evidence about the existence of the day-of-the-week
D. Y. Aharon, Mahmoud Qadan
semanticscholar   +2 more sources

The day-of-the-week effect in conditional correlation

Review of Quantitative Finance and Accounting, 2006
The day-of-the-week effect in the first and second moments of the return distribution is a well researched area. However, not many studies have attempted to identify this effect in the comovement or correlation of the markets. This paper models the day-of-the-week effect in the returns and the conditional correlation for some Asia-Pacific equity ...
Mahendra Chandra
semanticscholar   +2 more sources

Spread determinants and the day-of-the-week effect

The Quarterly Review of Economics and Finance, 2014
Abstract In this paper, we examine the determinants of the dollar bid–ask spread for each day of the week over the period 1998–2008. Using a panel cointegration approach, we estimate the determinants of the spread in both the short-run and long-run. Our main findings suggest that: (1) there are day-of-the-week effects for certain groups of firms; (2)
P. Narayan, Sagarika Mishra, S. Narayan
semanticscholar   +2 more sources

Settlement system and the day-of-the-week effect

Economics Letters, 1988
Abstract In this paper, I empirically show that a settlement system matters importantly in determining the day-of-the-week effect of stock returns.
Tom K. Lee
semanticscholar   +2 more sources

Day-of-the-Week Effect in High Moments

SSRN Electronic Journal, 2005
Evidence from equity markets worldwide indicates that the Day-of-the-Week anomaly appears to fade from the first moment of the distribution of daily returns. We report highly significant pair-wise weekend effects in high moments when comparing the first and last trading days of the week.
Dan Galai, Haim Kedar-Levy
openaire   +2 more sources

Day of the Week Effects and Asset Returns

The Journal of Business, 1981
The number of empirical studies using daily stock returns is rapidly increasing.' Researchers generally assume that the distribution of stock returns is identical for all days of the week-a convenient statistical assumption but not a necessary condition of market equilibrium.
Gibbons, Michael R, Hess, Patrick
openaire   +1 more source

Day of the week effects and commodity price changes

Journal of Futures Markets, 1988
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Kim, CW, Chang, EC
openaire   +3 more sources

THE EFFECT OF PROGRESSIVE MUSCLE RELAXATION ON REDUCING STRESS AND BLOOD SUGAR IN TYPE 2 DIABETES MELLITUS PATIENTS IN THE WORK AREA OF TANIWEL PUBLIC HEALTH CENTER

International Journal of Medicine and Health, 2022
The main problems that often occur in people with Diabetes Mellitus (DM) are stress and an increase in blood sugar. Uncontrolled stress for a long time can lead to an increase in blood sugar levels, which can lead to various complications.
The Work, OF Taniwel, Public Health Center   +2 more
semanticscholar   +1 more source

The day of the week effect in Eurozone

2021
Η μελέτη των ανωμαλιών των αγορών (Stock Markets Anomalies) παρουσιάζουν μεγάλο ερευνητικό ενδιαφέρον και έχουν απασχολήσει πολλούς ερευνητές παγκοσμίως. Η ύπαρξη ανωμαλιών που αντιβαίνουν στην θεωρία των αποτελεσματικών αγορών (Efficient Markets Hypothesis) αποτελούν ελκυστικό πεδίο έρευνας καθώς η ανίχνευση τους αφήνει περιθώρια για τη χάραξη ...
openaire   +1 more source

The day-of-the-week effect: The international evidence

Journal of Banking & Finance, 1996
Abstract We re-examine the day-of-the-week effect for eleven indexes from nine countries during the 1969–1992 period. The standard methodology as well as the moving average methodology are used and we find returns to be lower at the beginning of the week (but not necessarily on Monday) for the full period. As in Chang et al.
M. Dubois, P. Louvet
openaire   +1 more source