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Are frontier African markets inefficient or adaptive? : application of rolling GARCH models
Obalade, Adefemi Alamu; Tshutsha, Akona; Mvuyana, Lungelo; … - In: Journal of Economics and Financial Analysis 6 (2022) 1, pp. 19-35
Persistent link: https://www.econbiz.de/10013350512
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What have we learned from 20 million historical US stock data?
Ardakani, Mostafa K. - In: The journal of investment strategies 12 (2023) 2, pp. 13-30
Persistent link: https://www.econbiz.de/10014484636
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The day-of-the-week effect : the international evidence
Dubois, Michel; Louvet, Pascal - 1994
Persistent link: https://www.econbiz.de/10000895944
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The weekend effect in UK stock market returns
Board, John; Sutcliffe, Charles M. S. - 1986
Persistent link: https://www.econbiz.de/10000592583
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Calendar adjustment of time series
1987
Persistent link: https://www.econbiz.de/10000059362
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Day-of-the-week effect in some of the Gulf Cooperation Council (GCC) stock markets
Al-Barrak, A. M. - In: Computational finance and its applications III : …, (pp. 149-156). 2008
Persistent link: https://www.econbiz.de/10003713296
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Detection and forecasting of Islamic calendar effects in time series data
Riazuddin, Riaz; Khan, Mahmood-ul-Hasan - In: Research bulletin / State Bank of Pakistan 1 (2005) 1, pp. 25-34
Persistent link: https://www.econbiz.de/10003714260
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Liquidity management and overnight rate calendar effects : evidence from German banks
Fecht, Falko; Nyborg, Kjell G.; Rocholl, Jörg - In: The North American journal of economics and finance : a … 19 (2008) 1, pp. 7-21
Persistent link: https://www.econbiz.de/10003742565
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Calendar anomaly in the Greek stock market : stochastic dominance analysis
Al-Khazali, Osamah M.; Koumanakos, Evangelos P.; Pyun, … - In: International review of financial analysis 17 (2008) 3, pp. 461-474
Persistent link: https://www.econbiz.de/10003764433
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The impact of thin trading on day-of-the-week effect : evidence from the United Arab Emirates
Al-Khazali, Osamah M. - In: Review of accounting & finance 7 (2008) 3, pp. 270-284
Persistent link: https://www.econbiz.de/10003765037