Search Results - subject:"Day‐of‐the‐week effect"

Calendar Effects in Bitcoin Returns and Volatility

Kinateder, Harald - 2020

We use a GARCH dummy model to study the influence of calendar effects on daily conditional returns and volatility of Bitcoin during the period 2013–2019. The Halloween, day-of-the-week (DOW), and month-of-the-year (MOY) effects are analyzed. Our results reveal no evidence of a Halloween...

Persistent link: https://www.econbiz.de/10012844346

Informed trading of futures markets during the financial crisis : evidence from the VPIN

Lee, Yen-Hsien; Liu, Wen-Chien; Hsieh, Chia-Lin - In: International journal of economics and finance 9 (2017) 9, pp. 123-132

Persistent link: https://www.econbiz.de/10011762717

Calender anomalies in the Ukrainian stock market

Caporale, Guglielmo Maria; Plastun, Alex - In: Investment management and financial innovations 14 (2017) 1, pp. 104-114

Persistent link: https://www.econbiz.de/10011816244

The day-of-the-week effect : evidence from selected Balkan markets

Karanovic, Goran; Karanovic, Bisera - In: Scientific Annals of Economics and Business 65 (2018) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10012127628

An empirical analysis on seasonal anomalies in BSE sectoral indices

Nageswari, P.; Rani, L. Philo Daisy - In: Research bulletin / The Institute of Cost Accountants … 43 (2018) 4, pp. 1-18

Persistent link: https://www.econbiz.de/10012130063

Day of the week and weekend effects in the Indian stock market

Paital, Rashmi Ranjan; Panda, Ajaya Kumar - In: Theoretical economics letters 8 (2018) 11, pp. 2559-2568

Persistent link: https://www.econbiz.de/10011911751

Day-of-the-Week Effects in the Indian Stock Market

Palamalai, Srinivasan - 2015

This paper investigates empirically the day-of-the-week effect on stock returns and volatility of the Indian stock …

Persistent link: https://www.econbiz.de/10013029426

Day-of-the-Week Effect on Trading and Non-Trading Stock Market Returns in India : A Parametric and Non-Parametric Testing

Ahmed, Shahid - 2015

The present study examines the Day-of-the-Week effect anomaly in the Indian equity market during the period of July … 1997 to March 2006 using daily data of NSE Nifty and BSE Sensex. The Day-of-the-Week effect implies that the stocks return … parametric and non-parametric approaches are applied to detect the Day-of- the-Week effect in both mean and volatility of returns …

Persistent link: https://www.econbiz.de/10013038471

Cedefop 2015 calendar

European Centre for the Development of Vocational Training - 2015

'Old roots for new routes' is Cedefop's 40th anniversary theme for 2015. The idea is to draw inspiration from the past to continue to improve vocational education and training (VET) for the future. VET matters. Around half of Europe's population acquire their first job-related skills through...

Persistent link: https://www.econbiz.de/10015299999

The weekend effect : an exploitable anomaly in the Ukrainian stock market?

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2015

This paper provides some new empirical evidence on the weekend effect (one of the best known anomalies in financial markets) in Ukrainian futures prices. The analysis uses various statistical techniques (average analysis, Student's t-test, dummy variables, and fractional integration) to test for...

Persistent link: https://www.econbiz.de/10010488267