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Calendar anomalies in developed EU stock markets

Georgantopoulos, Andreas G.; Tsamis, Anastasios D. - In: International journal of economics 6 (2012) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10009627471

The day of the week effect on stock market volatility and volume : international evidence

Kiymaz, Halil; Berument, Hakan - In: Review of financial economics : RFE 12 (2003) 4, pp. 363-380

Persistent link: https://www.econbiz.de/10001857838

The Day of the Week Effect on Stock Market Volatility and Volume : International Evidence

Berument, Hakan - 2018

return and volatility equations. The highest volatility occurs on Mondays for Germany and Japan, on Fridays for Canada and …

Persistent link: https://www.econbiz.de/10012915259

A Comparative Study on Calendar Effects : Greece vs Bulgaria

Georgantopoulos, Andreas G.; Tsamis, Anastasios - 2019

This paper investigates calendar anomalies for one emerging stock market (Bulgaria) and its matured counterpart in the Balkan region (Greece) during the period 2002–2008. Five popular calendar effects on both mean and variance are examined; the day of the week effect, the January effect, the...

Persistent link: https://www.econbiz.de/10014169457

A comparative analysis of determinants of West German and Japanese engineering trade patterns

Fuerstenberg, R. W. - 1977

Persistent link: https://www.econbiz.de/10000001241

US, Japan and the euro area

McAdam, Peter - 2003

There has been much discussion of the differences in macroeconomic performance and prospects between the US, Japan and …, Japan and the euro area appear quite distinct. Documenting and comparing such international business-cycle features can aid …

Persistent link: https://www.econbiz.de/10009635889