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subject:"Volatility"
~isPartOf:"Applied economics"
~isPartOf:"International journal of economics and finance"
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Search: subject_exact:"Calendar effect"
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Volatility
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day of the week effect
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efficient market hypothesis
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Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
2
The Saturday effect : an interesting anomaly in the Saudi stock market
Abalala, Turki
;
Sollis, Robert
- In:
Applied economics
47
(
2015
)
58/60
,
pp. 6317-6330
Persistent link: https://www.econbiz.de/10011411945
Saved in:
3
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
Saved in:
4
An empirical investigation of the day-of-the-week effect on stock returns and volatility : evidence from Muscat securities market
Al-Jafari, Mohamed Khaled
- In:
International journal of economics and finance
4
(
2012
)
7
,
pp. 141-149
Persistent link: https://www.econbiz.de/10009620507
Saved in:
5
Seasonal factors and outlier effects in rate of return on electricity spot prices in Australia's national electricity market
Thomas, Stuart
;
Ramiah, Vikash
;
Mitchell, Heather
; …
- In:
Applied economics
43
(
2011
)
1/3
,
pp. 355-369
Persistent link: https://www.econbiz.de/10009012241
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