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Calendar anomalies in the Ukrainian stock market
Caporale, Guglielmo Maria; Plastun, Alex - 2016
This paper is a comprehensive investigation of calendar anomalies in the Ukrainian stock market. It employs various statistical techniques (average analysis, Student's t-test, ANOVA, the Kruskal-Wallis test, and regression analysis with dummy variables) and a trading simulation approach to test...
Persistent link: https://www.econbiz.de/10011456764
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Calendar anomalies in the Ukrainian stock market
Caporale, Guglielmo Maria; Plastun, Alex - 2016
This paper is a comprehensive investigation of calendar anomalies in the Ukrainian stock market. It employs various statistical techniques (average analysis, Student's t-test, ANOVA, the Kruskal-Wallis test, and regression analysis with dummy variables) and a trading simulation approach to test...
Persistent link: https://www.econbiz.de/10011458018
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An empirical test of calendar anomalies for the Indian securities markets
Jaisinghani, Dinesh - In: South Asian journal of global business research : … 5 (2016) 1, pp. 53-84
Persistent link: https://www.econbiz.de/10011515956
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Calendar anomalies in the Ukrainian stock market
Caporale, Guglielmo Maria; Plastun, Alex - 2016
Persistent link: https://www.econbiz.de/10011536650
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The Halloween effect : an alternative approach and new evidence from the US market
Tsagkanos, Athanasios; Zachouris, Paris - In: American journal of finance and accounting 3 (2013/14) 2/4, pp. 152-171
Persistent link: https://www.econbiz.de/10010403639
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Analysis of sell-in-May-and-go-away strategy on the markets of 122 equity indices and 39 commodities
Borowski, Krzysztof - In: International journal of economics and finance 7 (2015) 12, pp. 119-129
Persistent link: https://www.econbiz.de/10011411800
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Halloween effect and active fund management
Kenourgios, Dimitris; Samios, Yiannis - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 534-544
Persistent link: https://www.econbiz.de/10012655553
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Halloween effect in developed stock markets : a historical perspective
Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: International economics : a journal published by CEPII … 161 (2020), pp. 130-138
Persistent link: https://www.econbiz.de/10012642532
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Bitcoin time-of-day, day-of-week and month-of-year effects in returns and trading volume
Baur, Dirk G.; Cahill, Daniel; Godfrey, Keith; Liu, Zhangxin - In: Finance research letters 31 (2019), pp. 78-92
Persistent link: https://www.econbiz.de/10012421061
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Seasonality in cryptocurrencies
Kaiser, Lars - In: Finance research letters 31 (2019), pp. 232-238
Persistent link: https://www.econbiz.de/10012421560