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The day-of-the-week(DoW) efficiency of the S&P/ASX20 Index and it's component stocks

Jeyasreedharan, Nagaratnam (contributor) - 2006 - 2. version

Persistent link: https://www.econbiz.de/10003566989

Day-of-the-week effect in the Taiwan foreign exchange market

Ke, Mei-chu; Chiang, Yi-chein; Liao, Tung Liang - In: Journal of banking & finance 31 (2007) 9, pp. 2847-2865

Persistent link: https://www.econbiz.de/10003572476

The day-of-the-week effect in foreign exchange markets : multi-currency evidence

Yamori, Nobuyoshi; Kurihara, Yutaka - In: Research in international business and finance 18 (2004) 1, pp. 51-57

Persistent link: https://www.econbiz.de/10003395982

The turn-of-the-month effect is still alive: international evidence

Holtfort, Thomas - In: Corporate finance / Biz 1 (2010) 6, pp. 405-409

Persistent link: https://www.econbiz.de/10008652590

Does the day-of-the-week effect on volatility improve the volatility forecasts?

Charles, Amélie - In: Applied economics letters 17 (2010) 1/3, pp. 257-262

Persistent link: https://www.econbiz.de/10003946570

An econometric investigation of the day-of-the-week effect and returns volatility in fifteen Asia Pacific financial markets, 1998 - 2003

Chukwuogor-Ndu, Chiaku; Feridun, Mete - In: Applied econometrics and international development 6 (2006) 1, pp. 207-220

Persistent link: https://www.econbiz.de/10003926420

The day-of-the-week effects on the volatility : the role of the asymmetry

Charles, Amélie - In: European journal of operational research : EJOR 202 (2010) 1, pp. 143-152

Persistent link: https://www.econbiz.de/10003960052

Calendar anomolies and stock market volatility in selected Arab stock exchanges

Kamaly, Ahmed; Tooma, Eskandar A. - In: Applied financial economics 19 (2009) 10/12, pp. 881-892

While seasonal effects for both advanced and emerging markets have been investigated extensively in mean and variance equations, Arab region asset markets have received much less attention. The objective of this article is to fill this gap in the literature by investigating the day-of-the-week...

Persistent link: https://www.econbiz.de/10003856738

Persistenz von Kalenderanomalien am deutschen Aktienmarkt

Salm, Christian; Siemkes, Jörg - In: Finanz-Betrieb : FB ; Zeitschrift für … 11 (2009) 7/8, pp. 414-418

Persistent link: https://www.econbiz.de/10003857271

Return's seasonalities in the LATIBEX market

García Blandón, Josep - In: Revista de análisis económico 25 (2010) 1, pp. 3-14

Persistent link: https://www.econbiz.de/10008659282