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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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Seasonality in cryptocurrencies
Kaiser, Lars - In: Finance research letters 31 (2019), pp. 232-238
Persistent link: https://www.econbiz.de/10012421560
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Calender anomalies in the Ukrainian stock market
Caporale, Guglielmo Maria; Plastun, Alex - In: Investment management and financial innovations 14 (2017) 1, pp. 104-114
Persistent link: https://www.econbiz.de/10011816244
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An anatomy of calendar effects in Thailand
Panyagometh, Kamphol - In: Investment management and financial innovations 13 (2016) 4, pp. 8-16
Persistent link: https://www.econbiz.de/10011667447
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Rise and fall of calendar anomalies over a century
Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: The North American journal of economics and finance : a … 49 (2019), pp. 181-205
Persistent link: https://www.econbiz.de/10012269177
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The January effect anomaly reexamined in stock returns
Patel, Jayen B. - In: The journal of applied business research 32 (2016) 1, pp. 317-324
Persistent link: https://www.econbiz.de/10011436607
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The turn-of-the-month effect in Pakistani stock market
Irtiza, Muhammad Sarmad; Khan, Shahbaz; Baig, Nida; … - In: Future Business Journal 7 (2021), pp. 1-11
This research intends to explore the presence of the "turn-of-the-month-effect (TOME)" in the Pakistani stock market. The TOME is the temporary increase in prices of registered shares on the last operating day of the month and the initial 3-4 days of the following month. The selection...
Persistent link: https://www.econbiz.de/10012667593
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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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On the existence of calendar anomalies and persistence in the daily returns of the PSEi
Carpio, Kristine Joy E. - In: DLSU business & economics review 28 (2018) 1, pp. 49-66
Persistent link: https://www.econbiz.de/10012263886
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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