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More on calendar effects on Islamic stock markets

Weber, Christoph S.; Nickol, Philipp - In: Review of Middle East economics and finance 12 (2016) 1, pp. 65-113

Persistent link: https://www.econbiz.de/10011480015

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

Day-of-the-week effect : petroleum and petroleum products

Meek, Andrew C.; Hoelscher, Seth A. - In: Cogent economics & finance 11 (2023) 1, pp. 1-19

This study tests for calendar anomalies in returns for petroleum and petroleum products via the futures market, specifically, the day-of-the-week (DOW) effect. The energy future contracts in this study are the WTI (West Texas Intermediate), Brent, RBOB (Reformulated Blendstock for Oxygenate...

Persistent link: https://www.econbiz.de/10014500847

Calendar anomalies and market volatility in selected cryptocurrencies

Naz, Farah; Sayyed, Madeeha; Rehman, Ramiz Ur; Naseem, … - In: Cogent business & management 10 (2023) 1, pp. 1-25

This study examines the day-of-the-week and January effects on the top performing cryptocurrencies with the highest capitalization during the sample period. The study uses the daily closing returns of selected currencies for 7 August 2015 to 20 August 2020. The day-of-the-week results indicate...

Persistent link: https://www.econbiz.de/10014466532