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The day-of-the-week anomaly in market returns, volume and volatility in SAARC countries
Abbas, Sumra; Javid, Attiya Yasmin - 2015
Persistent link: https://www.econbiz.de/10011335025
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Day-of-the-week effect and volatility in stock returns : evidence from the Indian stock market
Aggarwal, Khushboo; Jha, Mithilesh Kumar - In: Managerial finance 49 (2023) 9, pp. 1438-1452
Persistent link: https://www.econbiz.de/10014331954
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The calendar anomalies on performance and volatility of stock market : the effects of Ramadan on Karachi Stock Exchange
Khan, Kalimullah; Nasir, Muhammad Ali; Rossi, Matteo - In: Global business & economics review 19 (2017) 1, pp. 54-69
Persistent link: https://www.econbiz.de/10011665604
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Empirical evidence on calendar anomalies in trading and non-trading day returns in Indian stock market
Tuyekar, Suraj Prakash; Padyala, Sri Ram; Ramesh, … - In: Finance India : the quarterly journal of Indian … 37 (2023) 3, pp. 899-918
Persistent link: https://www.econbiz.de/10014583105
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Calendar effects in Bitcoin returns and volatility
Kinateder, Harald; Papavassiliou, Vassilios G. - In: Finance research letters 38 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012485376
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"Day of the week" and its effect on stock market volatility : evidence from an emerging market
Farooq, Omar; Bouaddi, Mohammed; Ahmed, Neveen - In: The journal of applied business research 29 (2013) 6, pp. 1727-1735
Persistent link: https://www.econbiz.de/10010229513
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A study to examine time-varying effectiveness of stock returns on Tehran stock exchange
SiamiNamini, Rahele; RahnamaRoudposhti, Fereydoun; … - In: International journal of financial research 4 (2013) 2, pp. 154-161
Persistent link: https://www.econbiz.de/10010205102
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The impact of the day-of-the-week on the VIX fear gauge
Qadan, Mahmod - In: International journal of economic perspectives : IJEP 7 (2013) 2, pp. 24-31
Persistent link: https://www.econbiz.de/10011586397
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Ramadan effect on stock market return and trade volume : evidence from Dhaka Stock Exchange (DSE)
Hassan, Md. Hashibul; Kayser, Md. Shahidullah - In: Cogent economics & finance 7 (2019) 1, pp. 1-10
A predictable pattern of stock market return is the violation of the efficient market hypothesis (EMH). It is well studied and evident in financial literature that stock markets around the world have predictable patterns, e.g. calendar effect, behavioural effect, and Religious festival effect....
Persistent link: https://www.econbiz.de/10012023939
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Volatility and calendar anomaly through GARCH model : evidence from the selected G20 stock exchanges
Mishra, Shraddha - In: International journal of business and globalisation : IJBG 19 (2017) 1, pp. 126-144
Persistent link: https://www.econbiz.de/10011847647