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Implications of analysts' quarterly earnings forecasts for their annual earnings forecast accuracy and timing
Stolz, Alexander - In: Three essays on the accuracy and timing of sell-side …, (pp. 11-69). 2016
Persistent link: https://www.econbiz.de/10011710567
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Sundays are blue : aren't they? ; the day-of-the-week effect on subjective well-being and socio-economic status
Akay, Alpaslan; Martinsson, Peter - 2009
This paper analyses whether individuals are influenced by the day of the week when reporting subjective well-being. By using a large panel data set and controlling for observed and unobserved individual characteristics, we find a large day-of the-week effect. Overall, we find a 'blue' Sunday...
Persistent link: https://www.econbiz.de/10003918937
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Market efficiency and anomalies : evidences from S&P CNX NIFTY
Siddiqui, Taufeeque Ahmad; Narula, Isha - In: Vision : the journal of business perspective 17 (2013) 3, pp. 233-245
Persistent link: https://www.econbiz.de/10010357657
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An empirical investigation on stock market anomalies : the evidence from Colombo stock exchange in Sri Lanka
Deyshappriya, N. P. Ravindra - In: International journal of economics and finance 6 (2014) 3, pp. 177-187
Persistent link: https://www.econbiz.de/10010350423
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Improved calendar time approach for measuring long-run anomalies
Dutta, Anupam - In: Cogent economics & finance 3 (2015) 1, pp. 1-14
time portfolio approach to investigate the long-run anomalies, each of the methods is a subject to criticisms. In this … paper, we show that a recently introduced calendar time methodology, known as Standardized Calendar Time Approach (SCTA …), controls well for heteroscedasticity problem which occurs in calendar time methodology due to varying portfolio compositions …
Persistent link: https://www.econbiz.de/10011449859
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Day-of-the-week effect : a sectoral analysis of Pakistan stock exchange
Naz, Farah; Zahra, Kanwal; Ahmad, Muhammad; Riaz, Salman - In: International journal of financial engineering 8 (2021) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10012662340
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Day-of-the-week effect and spread determinants : some international evidence from equity markets
Gillas, Konstantinos Gkillas; Vortelinos, Dimitrios I.; … - In: International review of economics & finance : IREF 71 (2021), pp. 268-288
Persistent link: https://www.econbiz.de/10012627781
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Calendar anomalies in African stock markets
Ferrouhi, El Mehdi; Kharbouch, Omar; Aguenaou, Samir; … - In: Cogent economics & finance 9 (2021) 1, pp. 1-17
In this paper, we investigate the day of the week and the month of the year effects in African stock markets, both in the Gregorian and the Hijri calendars. Specifically, we investigate Monday effect, Friday effect, January effect and Ramadan effect, from January 2009 to December 2019, using OLS...
Persistent link: https://www.econbiz.de/10013184417
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An examination of calendar anomalies : evidence from the Thai stock market
Wuthisatian, Rattaphon - In: Journal of economic studies 49 (2022) 3, pp. 422-434
Persistent link: https://www.econbiz.de/10013173408
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Revisiting the monday effect : a replication study for the German stock market
Miss, Sakhr; Charifzadeh, Michel; Herberger, Tim - In: Management review quarterly 70 (2020) 2, pp. 257-273
Persistent link: https://www.econbiz.de/10012229404