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Momentum investing : evidence from the US tourism and hospitality
Shaker Ahmed, Mohamed - In: European journal of management and business economics : … 31 (2022) 3, pp. 269-284
Purpose - The present research aims to examine a range of momentum trading strategies for the tourism and hospitality sector. Design/methodology/approach - The paper followed the methodology of Jegadeesh and Titman (1993) to construct the portfolios. In this methodology, all portfolios were...
Persistent link: https://www.econbiz.de/10013330980
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When Bad News is Good News : Geopolitical Risk and the Cross-Section of Emerging Market Stock Returns
Zaremba, Adam; Cakici, Nusret; Demir, Ender - 2020
Using a news-based gauge of geopolitical risk, we study its role for asset pricing in global emerging markets. We find that changes in risk positively predict future stock returns. The countries with the highest increase in geopolitical uncertainty outperform their counterparts with the lowest...
Persistent link: https://www.econbiz.de/10014352071
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International day-of-the-week effects : an empirical examination of iShares
Mazumder, M. Imtiaz; Chu, Ting-heng; Miller, Edward M.; … - In: International review of financial analysis 17 (2008) 4, pp. 699-715
Persistent link: https://www.econbiz.de/10003765875
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Are investors moonstruck? : further international evidence on lunar phases and stock returns
Keef, Stephen P.; Khaled, Mohammed S. - In: Journal of empirical finance 18 (2011) 1, pp. 56-63
Persistent link: https://www.econbiz.de/10009301179
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Day-of-the-week effect in anomaly returns : international evidence
Chiah, Mardy; Zhong, Angel - In: Economics letters 182 (2019), pp. 90-92
Persistent link: https://www.econbiz.de/10012122438
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The Thursday effect of the forward premium puzzle
Ding, Liang - In: International review of economics & finance : IREF 21 (2012) 1, pp. 302-318
Persistent link: https://www.econbiz.de/10009486120
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Calendar Anomalies in Developed EU Stock Markets
Georgantopoulos, Andreas G. - 2019
volatility are examined; the day of the week, the January, the half month, the turn of the month and the time of the month …
Persistent link: https://www.econbiz.de/10012905634
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Day of the Week Effect on Gold Returns
Arora, Dr. Sunita - 2013
Day of the week effect has vastly been investigated for stock markets, but commodity markets have got less attention in this regard. Present study is an attempt to investigate the day of the week effect on gold futures return. For the purpose of study, opening and closing prices of gold futures...
Persistent link: https://www.econbiz.de/10013085649
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Day-of-the-Week Effect Revisited : International Evidence
Dicle, Mehmet F. - 2014
The aim of this study is to determine whether the DOW effect still exists, and to evaluate empirically the explanations of the DOW effect for international equity markets. Evaluating 51 markets in 33 countries for the period between January, 2000 and December, 2007, reveals that the DOW effect...
Persistent link: https://www.econbiz.de/10013071236
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The Occurrence of the Day-Of-The-Week Effects on Polish and Major World Stock Markets
Jamroz, Pawel - 2016
The aim of this paper is to analyze the occurrence of the so called day of the week effects in market return time … to determine whether or not the intensity of day of the week anomalies is constant in time. The study revealed a … ones, giving rise to the conclusion that the intensity of the day of the week anomalies is diminishing with time. The most …
Persistent link: https://www.econbiz.de/10013003167