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The weekend effect : a fractional integration and trading robot analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: International journal of bonds and derivatives 3 (2017) 2, pp. 114-131
Persistent link: https://www.econbiz.de/10011807770
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The day of the week effect in the cryptocurrency market
Caporale, Guglielmo Maria; Plastun, Alex - In: Finance research letters 31 (2019), pp. 258-269
Persistent link: https://www.econbiz.de/10012421566
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The weekend effect : an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Journal of economic studies 43 (2016) 6, pp. 954-965
Persistent link: https://www.econbiz.de/10011694413
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The weekend effect: an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria; Gil-Alana, Luis Alberiko; … - In: Journal of Economic Studies 43 (2016) 6, pp. 954-965
Purpose The purpose of this paper is to provide some new empirical evidence on the weekend effect (one of the best known anomalies in financial markets) in Ukrainian futures prices. The analysis uses various statistical techniques. Design/methodology/approach The analysis uses various...
Persistent link: https://www.econbiz.de/10014864514
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New tests of calendar effects on equity and securitized real estate markets
Hui, Eddie Chi Man; Chan, Ka Kwan Kevin - In: International journal of strategic property management 22 (2018) 4, pp. 314-336
Persistent link: https://www.econbiz.de/10011997900
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Volatility explosions and price prediction : case of oil market
Plastun, Alex; Bashlai, Serhii - In: Journal of governance and regulation : international … 6 (2017) 2, pp. 48-60
Persistent link: https://www.econbiz.de/10011878193
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Exploring price gap anomaly in the Ukrainian stock market
Plastun, Alex; Makarenko, Inna; Khomutenko, Lyudmila; … - In: Investment management and financial innovations 16 (2019) 2, pp. 150-158
Persistent link: https://www.econbiz.de/10012122156
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Historical evolution of monthly anomalies in international stock markets
Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: Research in international business and finance 52 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012548195
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The day-of-the-week effect : evidence from selected Balkan markets
Karanovic, Goran; Karanovic, Bisera - In: Scientific Annals of Economics and Business 65 (2018) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10012127628
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Day-of-the-week effect and market liquidity : a comparative study from emerging stock markets of Asia
Khan, Badal; Aqil, Muhammad; Kazmi, Syed Hasnain Alam; … - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 544-561
Persistent link: https://www.econbiz.de/10014253231