This paper analyzes market efficiency (EMH) with the day-of-the-week effect and the changes that might appear after the … market, was not affected by the day-of-the-week anomaly. The change in market efficiency was observed in relation to the …

This study identifies day-of-the-week effects in business surveys using monthly data from the ifo Institute. The odds …

to predict. It aims to investigate the existence of the day-of-the-week anomaly in cryptocurrencies with feedforward … the models created with feedforward artificial neural networks are examined, the existence of the day-of-the-week anomaly … is established for BTC, but no day-of-the-week anomaly for ETH and ADA was found. …

This study used dummy variables to measure the influence of day-of-the-week effects and structural breaks on volatility …. Considering day-of-the-week effects, structural breaks, or both, we propose three classes of HAR models to forecast electricity … volatility based on existing HAR models. The estimation results of the models showed that day-of-the-week effects only improve …