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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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Day-of-the-week effect on the VIX : a parsimonious representation
Gonzalez-Perez, Maria T.; Guerrero, David E. - In: The North American journal of economics and finance : a … 25 (2013), pp. 243-260
Persistent link: https://www.econbiz.de/10009779259
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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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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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Calendar anomalies : evidences from East Asian stock markets
Vodwal, Sandeep - In: Business analyst : a refereed journal of Shri Ram … 38 (2017) 1, pp. 136-154
Persistent link: https://www.econbiz.de/10012212976
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New evidence of quarterly return patterns in the Spanish stock market
Ortiz, Cristina; Ortiz de Zárate, José María; … - In: Applied economics letters 22 (2015) 13/15, pp. 1025-1029
Persistent link: https://www.econbiz.de/10011312221
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The other month effect : some evidence from the Central and Eastern European markets
Wen, Yi-Chieh; Li, Bin - In: Acta oeconomica : periodical of the Hungarian Academy … 66 (2016) 1, pp. 107-124
Persistent link: https://www.econbiz.de/10011597996
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Efficient market hypothesis and stock market anomalies : empirical evidence in four European countries
Rossi, Matteo; Gunardi, Ardi - In: The journal of applied business research 34 (2018) 1, pp. 183-192
Persistent link: https://www.econbiz.de/10011889852
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Return seasonalities in government bonds and macroeconomic risk
Mikutowski, Mateusz; Karathanasopoulos, Andreas; … - In: Economics letters 176 (2019), pp. 114-116
Persistent link: https://www.econbiz.de/10012121248