Search Results - subject:"Data driven"

Trading behavior on expiration days and quarter-end days : the effect of a new closing method

Huang, Yu chuan; Chan, Shu Hui - In: Emerging markets finance & trade : a journal of the … 46 (2010) 4, pp. 105-125

Persistent link: https://www.econbiz.de/10008902154

The first of month effect : consumer behavior and store responses

Hastings, Justine S.; Washington, Ebonya - In: American economic journal : a journal of the American … 2 (2010) 2, pp. 142-162

Persistent link: https://www.econbiz.de/10008902564

Multi-national evidence on calendar patterns in stock returns : an empirical case study on investment strategy and the Halloween effect

Swagerman, Dirk; Novakovic, Ivan - In: The international journal of business and finance … 4 (2010) 4, pp. 23-42

Persistent link: https://www.econbiz.de/10008808320

The halloween effect : trick or treat?

Haggard, K. Stephen; Witte, H. Douglas - In: International review of financial analysis 19 (2010) 5, pp. 379-387

Persistent link: https://www.econbiz.de/10009272642

Does the day-of-the-week effect on volatility improve the volatility forecasts?

Charles, Amélie - In: Applied economics letters 17 (2010) 1/3, pp. 257-262

Persistent link: https://www.econbiz.de/10003946570

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

The day-of-the-week effects on the volatility : the role of the asymmetry

Charles, Amélie - In: European journal of operational research : EJOR 202 (2010) 1, pp. 143-152

Persistent link: https://www.econbiz.de/10003960052

Intraday patterns in the cross-section of stock returns

Heston, Steven L.; Korajczyk, Robert A.; Sadka, Ronnie - In: The journal of finance : the journal of the American … 65 (2010) 4, pp. 1369-1408

Persistent link: https://www.econbiz.de/10008797919

Kurzfristige Prognose von Tageszeitreihen mit Kalendereffekten

Scholze, Stephan - 2010 - 1. Aufl.

Persistent link: https://www.econbiz.de/10008860479

Supplement to the Paper "Interative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties": Detailed Simulation Results

Beran, Jan; Feng, Yuanhua - 2001

This paper is written as a supplement to our paper Iterative plug-in algorithms for SEMIFAR models-definition, convergence and asymptotic properties (Beran and Feng, 2001). The purpose of this supplement is to report the detailed simulation results, because it is impossible to include all of...

Persistent link: https://www.econbiz.de/10010324086