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Changes in the DOW effects in the Romanian foreign exchange market
Dumitriu, Ramona; Stefanescu, Razvan - Volkswirtschaftliche Fakultät, … - 2010
This paper explores the changes in the daily seasonality of the Romanian foreign market from January 2005 to February …
Persistent link: https://www.econbiz.de/10011258901
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The effectiveness of seasonal investments in European Share Portfolios
Heidorn, Thomas; Maier, F.; Winker, M. - 2017
In this paper, calendar seasonality patterns are examined from day-of-the-week effect across weekly patterns, monthly …
Persistent link: https://www.econbiz.de/10011592704
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The effectiveness of seasonal investments in European Share Portfolios
Heidorn, Thomas; Maier, F.; Winker, M. - 2017
In this paper, calendar seasonality patterns are examined from day-of-the-week effect across weekly patterns, monthly …
Persistent link: https://www.econbiz.de/10011600224
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The decline of calendar seasonality in the Australian stock exchange, 1958 - 2005
Worthington, Andrew Charles - In: Annals of finance 6 (2010) 3, pp. 421-433
Persistent link: https://www.econbiz.de/10003978886
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Calendar effects in stock markets of India and China : an empirical analysis of month-of-the-year effect
Purohit, Harsh; Tyagi, Parul - In: Business analyst : a refereed journal of Shri Ram … 36 (2015) 1, pp. 69-81
Persistent link: https://www.econbiz.de/10011532999
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The test of day of the week effect and turn-of-month effect by using a GARCH approach : evidence from Indonesia capital market
Hersugondo; Robiyanto, Robiyanto; Wahyudi, Sugeng; Rini … - In: International journal of economic research 13 (2016) 1, pp. 153-163
Persistent link: https://www.econbiz.de/10011560586
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A note on information seasonality and the disappearance of the weekend effect in the UK stock market
Steeley, James M. - In: Journal of banking & finance 25 (2001) 10, pp. 1941-1956
Persistent link: https://www.econbiz.de/10001608865
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Calendar Effects and Seasonality on Returns and Volatility
Giovanis, Eleftherios - 2014
methodology followed is the test hypothesis with bootstrap simulated t-statistics. A seasonality test is to investigate if there … is more certain seasonality on expected returns or in volatility. The conclusion is that we reject all calendar effects … higher seasonality in volatility rather on expected returns, concerning the day of the week and the month of the year effects …
Persistent link: https://www.econbiz.de/10013052188
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Weekend gold returns in bull and bear markets
Blose, Laurence E.; Gondhalekar, Vijay - In: Accounting and finance : journal of the Accounting … 53 (2013) 3, pp. 609-623
Persistent link: https://www.econbiz.de/10010128920
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Day-of-the-week effect on the VIX : a parsimonious representation
Gonzalez-Perez, Maria T.; Guerrero, David E. - In: The North American journal of economics and finance : a … 25 (2013), pp. 243-260
Persistent link: https://www.econbiz.de/10009779259