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Does causal relation and calendar anomalies exist in metal stock and commodity index?

Jassal, Tajinder; Dhiman, Babli - In: International journal of financial innovation in … 2 (2018) 2, pp. 128-142

Persistent link: https://www.econbiz.de/10011999425

The calendar anomalies on performance and volatility of stock market : the effects of Ramadan on Karachi Stock Exchange

Khan, Kalimullah; Nasir, Muhammad Ali; Rossi, Matteo - In: Global business & economics review 19 (2017) 1, pp. 54-69

Persistent link: https://www.econbiz.de/10011665604

Day-of-the-week effect : petroleum and petroleum products

Meek, Andrew C.; Hoelscher, Seth A. - In: Cogent economics & finance 11 (2023) 1, pp. 1-19

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. The energy future contracts in this study are the WTI (West Texas Intermediate), Brent, RBOB (Reformulated Blendstock for Oxygenate...

Persistent link: https://www.econbiz.de/10014500847

Calendar effects on cryptocurrencies : not so straightforward

Konpanas Dumrongwong - In: Southeast Asian journal of economics 9 (2021) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10012813451

Day of the week effect in the Indian stock market

Elangovan, Rajesh; Irudayasamy, Francis Gnanasekar; … - In: International journal of accounting and finance 11 (2023) 3, pp. 181-201

Persistent link: https://www.econbiz.de/10014435427

Asymmetric volatility clustering, risk-return relationship and day of the week effects : evidence from nineteen stock markets

Balaban, Ercan; Bayar, Aslı; Kan, Özgür Berk - 1999

Persistent link: https://www.econbiz.de/10001399859

The day of the week effects in the Stock Exchange of Casablanca : analysis by intraday and interday returns

Sy, Aida; Derbali, Abdelkader - In: International journal of critical accounting : IJCA 7 (2015) 4, pp. 366-386

Persistent link: https://www.econbiz.de/10011438907

The Saturday effect : an interesting anomaly in the Saudi stock market

Abalala, Turki; Sollis, Robert - In: Applied economics 47 (2015) 58/60, pp. 6317-6330

Persistent link: https://www.econbiz.de/10011411945

Day-of-the-week effect in the Nigerian stock market returns and volatility : does the distributional assumptions influence disappearance?

Osarumwense, Osabuohien-Irabor - In: European financial and accounting journal : EFAJ 10 (2015) 4, pp. 33-44

This study assesses the influence of error distributional assumption on appearance or disappearance of day-of-the-week effects in returns and volatility using the Nigerian stock exchange (NSE-30). The Gaussian, Student-t, and the Generalized error distribution were incorporated in the GARCH...

Persistent link: https://www.econbiz.de/10011471089

The day-of-the-week effect on Bitcoin return and volatility

Ma, Donglian; Tanizaki, Hisashi - In: Research in international business and finance 49 (2019), pp. 127-136

Persistent link: https://www.econbiz.de/10012136001