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Day of the week effects in intra-day volatility patterns of equity markets : a study of US and European stock markets

Ozenbas, Deniz - In: International business and economics research journal 5 (2006) 6, pp. 45-57

Persistent link: https://www.econbiz.de/10003376203

Calendar effects in stock markets : critique of previous methodologies and recent evidence in European countries

Borges, Maria Rosa - 2009

Persistent link: https://www.econbiz.de/10011572107

The effectiveness of seasonal investments in European Share Portfolios

Heidorn, Thomas; Maier, F.; Winker, M. - 2017

In this paper, calendar seasonality patterns are examined from day-of-the-week effect across weekly patterns, monthly analysis and whole-year seasonal strategies such as Sell in May and Halloween effect. The analysis is done across six indices, DAX, MDAX, SDAX, Eurostoxx 50, Stoxx Europe Mid 200...

Persistent link: https://www.econbiz.de/10011592704

The day-of-the-week effect is weak : evidence from the European real estate sector

Bampinas, Georgios; Fountas, Stilianos; Panagiōtidēs, … - In: Journal of economics and finance 40 (2016) 3, pp. 549-567

Persistent link: https://www.econbiz.de/10011659032

Country and sector-specific spillover effects in the euro area, the United States and Japan

Kaltenhaeuser, Bernd - 2003

United States and Japan, respectively. Our estimation framework allows a distinction to be made between spillover effects …

Persistent link: https://www.econbiz.de/10009635881

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