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  • Search: subject:"Calendar effects"
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Year of publication
Subject
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calendar effects 26 Calendar Effects 13 Calendar effects 10 Kalendereffekt 9 Calendar effect 8 political economy 6 Efficient Market Hypothesis 5 USA 5 efficient market hypothesis 5 seasonal adjustment 5 Argentina 4 Effizienzmarkthypothese 4 Prognoseverfahren 4 Saisonale Schwankungen 4 Schätzung 4 Seasonal variations 4 Zeitreihenanalyse 4 inefficient markets 4 market anomalies 4 monetary aggregates 4 Aktienmarkt 3 Börsenkurs 3 December effect 3 Efficient market hypothesis 3 Estimation 3 Finanzmarkt 3 Forecasting model 3 GARCH 3 Interest Rate Differential 3 Periodic-GARCH 3 Präsidentschaftswahl 3 Share price 3 Spillover-Effekt 3 Stock Returns 3 Stock market 3 Theorie 3 Time series analysis 3 Transaction Costs 3 Turn of the Month Effect 3 Zeit 3
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Online availability
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Free 50 CC license 1
Type of publication
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Book / Working Paper 34 Article 16
Type of publication (narrower categories)
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Working Paper 12 Arbeitspapier 6 Article in journal 6 Aufsatz in Zeitschrift 6 Graue Literatur 6 Non-commercial literature 6 Article 4
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Language
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English 26 Undetermined 22 Spanish 2
Author
All
Giovanis, Eleftherios 5 Blanco, Emilio 4 Burdisso, Tamara 4 Rijsbergen, D. 4 Rijsbergen, David R. 4 Sardi, Mariano 4 Vrugt, E. 4 Vrugt, Evert B. 4 Kraeussl, R. 3 Kräussl, Roman 3 Lee, Yungsook 3 Lucas, A. 3 Lucas, André 3 Petrushchak, Bohdan 3 Sluis, Pieter Jelle van der 3 Conde-Ruiz, J. Ignacio 2 Eken, Mehmet Hasan 2 García, Manu 2 Gurgul, Henryk 2 Kraussl, Roman 2 Lucas, Andre 2 Puch, Luis 2 Ranaldo, Angelo 2 Ruiz, Jesús 2 Sattar, Abdul 2 Shahid, Muhammad Naeem 2 Sluis, P.J. van der 2 Smeral, Egon 2 Suder, Marcin 2 Uner, Taylan Ozgür 2 Wüger, Michael 2 ALAGIDEDE, PAUL 1 Alagidede, Paul 1 Caporale, Guglielmo Maria 1 Esteves, Paulo 1 Fosten, Jack 1 Hansen, Peter Reinhard 1 Lach, Łukasz 1 Lunde, Asger 1 Moayedi, Vafa 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 8 Schweizerische Nationalbank (SNB) 2 Banco Central de la República Argentina 1 Center for Financial Studies 1 Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance 1 Department of Economics, University of California-San Diego (UCSD) 1 Department of Economics, University of Stirling 1 Deutsche Bank Research 1 Econometric Society 1 Luxembourg School of Finance, Faculté de droit, d'économie et de finance 1 Tinbergen Institute 1 Tinbergen Instituut 1 Wydział Nauk Ekonomicznych, Uniwersytet Warszawski 1
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Published in...
All
MPRA Paper 8 Istanbul Stock Exchange Review 2 Tinbergen Institute Discussion Papers 2 Working Paper 2 Working Papers / Schweizerische Nationalbank (SNB) 2 BCRA Working Paper Series 1 CFS Working Paper 1 CFS Working Paper Series 1 CREA Discussion Paper Series 1 Discussion paper / Tinbergen Institute 1 Documentos de trabajo / Banco Central de la República Argentina, Investigaciones Económicas 1 Econometric Society 2004 Australasian Meetings 1 Economics Bulletin 1 Economics and finance working paper series 1 Ensayos Económicos 1 Entrepreneurial business and economics review : EBER 1 International Journal of Business and Economic Sciences Applied Research (IJBESAR) 1 International Journal of Economic Sciences and Applied Research 1 International journal of economic sciences and applied research : IJESAR 1 International review of financial analysis 1 Journal of Applied Economic Sciences 1 Journal of applied econometrics 1 LSF Research Working Paper Series 1 Pakistan Journal of Commerce and Social Sciences (PJCSS) 1 Pakistan journal of commerce and social sciences 1 Research Notes 1 Research Notes / Deutsche Bank Research 1 Research discussion paper / Reserve Bank of Australia : RDP 1 Research notes in economics & statistics 1 SERIEs - Journal of the Spanish Economic Association 1 SERIEs : Journal of the Spanish Economic Association 1 Statistics in Transition New Series 1 Stirling Economics Discussion Papers 1 Tinbergen Institute Discussion Paper 1 University of California at San Diego, Economics Working Paper Series 1 WIFO Working Papers 1 WIFO working papers 1 Working Papers / Wydział Nauk Ekonomicznych, Uniwersytet Warszawski 1
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Source
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RePEc 27 ECONIS (ZBW) 12 EconStor 10 BASE 1
Showing 1 - 10 of 50
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Sector-specific calendar anomalies in the US equity market
Valadkhani, Abbas; O'Mahony, Barry - In: International review of financial analysis 95 (2024) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10015147816
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Using trigonometric seasonal models in forecasting the size of withdrawals from automated teller machines
Gurgul, Henryk; Lach, Łukasz; Suder, Marcin; Szpyt, Karol - In: Entrepreneurial business and economics review : EBER 11 (2023) 3, pp. 181-204
multi-seasonalities and calendar effects. We proved that taking seasonal and calendar effects into account when forecasting … observed both for SARIMA and TBATS. After taking calendar effects into account, TBATS forecast errors were slightly smaller …
Persistent link: https://www.econbiz.de/10014429270
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Nowcasting from cross-sectionally dependent panels
Fosten, Jack; Nandi, Shaoni - In: Journal of applied econometrics 38 (2023) 6, pp. 898-919
Persistent link: https://www.econbiz.de/10014432199
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Calendar effects in daily aggregate employment creation and destruction in Spain
Conde-Ruiz, J. Ignacio; García, Manu; Puch, Luis; … - In: SERIEs - Journal of the Spanish Economic Association 10 (2019) 1, pp. 25-63
, we investigate the importance of calendar effects for aggregate employment dynamics. We find that the employment growth … indicate that short-term contracts are highly prevalent in occupations under stronger calendar effects. In particular, we show … duration, which seems to have exacerbated the spikes in employment flows over the calendar year. First, we identify calendar …
Persistent link: https://www.econbiz.de/10014496117
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Calendar effects in daily aggregate employment creation and destruction in Spain
Conde-Ruiz, J. Ignacio; García, Manu; Puch, Luis; … - In: SERIEs : Journal of the Spanish Economic Association 10 (2019) 1, pp. 25-63
, we investigate the importance of calendar effects for aggregate employment dynamics. We find that the employment growth … indicate that short-term contracts are highly prevalent in occupations under stronger calendar effects. In particular, we show … duration, which seems to have exacerbated the spikes in employment flows over the calendar year. First, we identify calendar …
Persistent link: https://www.econbiz.de/10012033375
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Behavior of calendar anomalies, market conditions and adaptive market hypothesis: Evidence from Pakistan stock exchange
Shahid, Muhammad Naeem; Sattar, Abdul - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 11 (2017) 2, pp. 471-504
The current study investigates Adaptive Market Hypothesis (AMH) via five different calendar effects in Pakistan stock … performance of well-known calendar effects to fluctuate through time. Furthermore, the study first time links the varying behavior … of calendar effects with different conditions prevail in the market to determine what market conditions prove to be most …
Persistent link: https://www.econbiz.de/10011938559
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Behavior of calendar anomalies, market conditions and adaptive market hypothesis : evidence from Pakistan stock exchange
Shahid, Muhammad Naeem; Sattar, Abdul - In: Pakistan journal of commerce and social sciences 11 (2017) 2, pp. 471-504
The current study investigates Adaptive Market Hypothesis (AMH) via five different calendar effects in Pakistan stock … performance of well-known calendar effects to fluctuate through time. Furthermore, the study first time links the varying behavior … of calendar effects with different conditions prevail in the market to determine what market conditions prove to be most …
Persistent link: https://www.econbiz.de/10011930421
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CALENDAR AND SEASONAL EFFECTS ON THE SIZE OF WITHDRAWALS FROM ATMS MANAGED BY EURONET
Gurgul, Henryk; Suder, Marcin - In: Statistics in Transition New Series 17 (2016) 4, pp. 691-722
Persistent link: https://www.econbiz.de/10012141645
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Calendar anomalies in the Russian stock market
Caporale, Guglielmo Maria; Zakirova, Valentina - 2016
Persistent link: https://www.econbiz.de/10011536787
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Seasonal adjustment of Chinese economic statistics
Roberts, Ivan Mead; White, Graham - 2015
Persistent link: https://www.econbiz.de/10013259539
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