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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
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An empirical investigation on stock market anomalies : the evidence from Colombo stock exchange in Sri Lanka
Deyshappriya, N. P. Ravindra - In: International journal of economics and finance 6 (2014) 3, pp. 177-187
Persistent link: https://www.econbiz.de/10010350423
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The Day of the Week Effect Patterns on Stock Market Return and Volatility : Evidence for the Athens Stock Exchange
Kenourgios, Dimitris - 2014
return and volatility equations. When using the GARCH (1,1) specification only for the return equation and the Modified …-GARCH (1,1) specification for both the return and volatility equations, findings indicate that the day of the week effect is …
Persistent link: https://www.econbiz.de/10013047570
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Ramadan effect on stock market return and trade volume : evidence from Dhaka Stock Exchange (DSE)
Hassan, Md. Hashibul; Kayser, Md. Shahidullah - In: Cogent economics & finance 7 (2019) 1, pp. 1-10
Ramadan, the holy month for the Muslims, with the market return, volatility and trade volume in the of DSE. Applying GJR … stock market return and volatility. However, Ramadan has a significant negative impact on the daily trade volume of DSE …
Persistent link: https://www.econbiz.de/10012023939
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A study to examine time-varying effectiveness of stock returns on Tehran stock exchange
SiamiNamini, Rahele; RahnamaRoudposhti, Fereydoun; … - In: International journal of financial research 4 (2013) 2, pp. 154-161
Persistent link: https://www.econbiz.de/10010205102
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Day of the Week Effect on Stock Market Returns and Volatility : Evidence from Dhaka Stock Exchange
Saha, Debashis - 2022
The main purpose of this paper is to examine the day of the week effect on stock market return and volatility in Dhaka … volatility. The results show that highest and lowest returns are observed on Tuesday and Sunday, respectively based on GARCH (1 …,1), TGARCH (1,1), and EGARCH (1,1) model. And highest and lowest volatility are observed on Thursday and Sunday, respectively …
Persistent link: https://www.econbiz.de/10013404166
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Stock market anomalies : the day of the week effects, evidence from Borsa Istanbul
Cengiz, Hülya; Bilen, Ömer; Büyüklü, Ali Hakan; … - In: Journal of Global Entrepreneurship Research : JGER 7 (2017) 4, pp. 1-11
This study was conducted to investigate the market anomalies in the Borsa Istanbul Index (BIST). The scope of this study is to examine the Monday effects in BIST that are stock index of Turkey with an data set that contains daily stock prices between 02.01.2010 and 22.10.2014. The stock returns...
Persistent link: https://www.econbiz.de/10011675884
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Stock returns and calendar anomalies on the London Stock Exchange in the dynamic perspective of the Adaptive Market Hypothesis : a study of FTSE100 & FTSE250 indices over a ten yea...
Rosini, Lucrezia; Shenai, Vijay - In: Quantitative finance and economics 4 (2020) 1, pp. 121-147
Persistent link: https://www.econbiz.de/10012176735
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The day of the week effects in the Stock Exchange of Casablanca : analysis by intraday and interday returns
Sy, Aida; Derbali, Abdelkader - In: International journal of critical accounting : IJCA 7 (2015) 4, pp. 366-386
Persistent link: https://www.econbiz.de/10011438907
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An Analysis of the Day of the Week Effect and the January Effect on the Stock Exchange of Mauritius
Bundoo, S.K. - 2010
This study investigates the day of the week effect and the January effect on the Stock Exchange of Mauritius (SEM). Positive and statistically significant Wednesday and Friday effects are observed. Surprisingly we also find a positive and significant Monday effect but smaller in magnitude. The...
Persistent link: https://www.econbiz.de/10013149252