Results 11 to 20 of about 14,244,972 (320)
Monday effect in Fama–French’s RMW factor
Economics Letters, 2017 Abstract Fama and French’s (2015) RMW (robust-minus-weak) profitability factor is likely to attract debate on whether it captures a behavioral mispricing or a rationally-priced risk. An interesting piece of empirical support for this argument comes from the strong Monday effect in the RMW factor: 94% (135%) of the reward to RMW factor accrues on ...
Numan Ülkü
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The Monday effect and the Johannesburg Stock Exchange: Revisited
South African Journal of Business Management, 1993 The Monday effect is an anomaly that has defied explanation. It has been found to be present in major stock exchanges around the world. Bhana found evidence in favour of this anomaly in the share returns on the Johannesburg Stock Exchange (JSE).
Sinclair Davidson, Steven Meyer
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PENGUJIAN MONDAY EFFECT PADA BURSA EFEK INDONESIA DAN BURSA EFEK SINGAPURA
Journal of Business & Banking, 2014 The study attempts to examine the influence of Monday effect on stock return. The Monday effect is an example of a seasonal anomaly that is when the stock return is significantly negative on Monday. The variable used is the return index.
Haikel Ardinan
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The Monday effect on the Johannesburg Stock Exchange
South African Journal of Business Management, 1985 The efficient market hypothesis submits that the expected returns on shares and other financial assets are identical for all the days of the week. Studies of share returns on the New York Stock Exchange have revealed that the expected returns are not ...
N. Bhana
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FENOMENA MONDAY EFFECT PADA INDEKS HARGA SAHAM GABUNGAN INDONESIA
Jurnal Akuntansi Indonesia, 2018 The purpose of this research is to get empirical evidence about Monday effect phenomenon on Indonesia Composite Stock Price Index. The diversity of arguments and research results on the Monday effect phenomenon derived from previous studies makes this ...
Eliza Noviriani +2 more
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Monday Effect in the RMW and the Short‐Term Reversal Factors
International Review of Finance, 2018 AbstractWe document that the positive (opposite) Monday or early‐in‐the‐week effect in Fama–French's robust‐minus‐weak (RMW) factor, first reported by Ülkü (2017), is pervasive across international markets, ruling out data‐snooping. As in the United States, the pattern has strengthened over time.
Fahad Ali, Numan Ülkü
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Stabilitas Fenomena the Monday Effect di Bursa Efek Jakarta
Journal of Accounting and Investment, 2016 The Monday Effect phenomenon is a seasonal anomaly in financial markets, which occurs when the return on stock markets is significantly negative on Monday. The presence of this anomaly violates the weak form of market efficiency because stock returns are
Septi Hambayanti, Antariksa Budileksmana
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Tell Me Why I Do Not Like Mondays
Mathematics, 2022 We conduct a strict and broad analysis of the 30-day expected volatility (VIX) of five very active individual US stocks, three US domestic indices, and that of 10-year US Treasury notes.
Yasmeen Idilbi-Bayaa, Mahmoud Qadan
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Jurnal menara ekonomi : penelitian dan kajian ilmiah bidang ekonomi, 2023 ABSTRAK: Pasar modal adalah pasar yang mempertemukan penjual dan pembeli dalam sekuritas jangka panjang baik dalam bentuk hutang maupun modal. Tempat terjadinya transaksi disebut dengan bursa efek.
Tilawatil Ciseta Yoda +1 more
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Investigation of Monday Effect in the American and Chinese Stock Markets
Bulletin of Economic Theory and Analysis, 2023 This paper investigates the presence of the Monday effect in the American and Chinese stock markets. The data uses the Russell 1000 index from the American stock market, as well as the Gem composite index from the Chinese stock market in the period 2012 ...
Xinyu YANG, Ilayda Nemlioglu
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