Search Results - subject:"Day of the Week Effect"

The day-of-the-week effect in the Athens Stock Exchange (ASE)

Tsangarakis, Nickolaos V. - In: Applied financial economics 17 (2007) 16/18, pp. 1447-1454

Persistent link: https://www.econbiz.de/10003605855

Calendar cycles, infrequent decisions and the cross-section of stock returns

Jagannathan, Ravi; Takehara, Hitoshi; Wang, Yong - 2007

Persistent link: https://www.econbiz.de/10003681335

Day-of-the-week effect in the Taiwan foreign exchange market

Ke, Mei-chu; Chiang, Yi-chein; Liao, Tung Liang - In: Journal of banking & finance 31 (2007) 9, pp. 2847-2865

Persistent link: https://www.econbiz.de/10003572476

The weekend effect on implied volatility in option valuation

Nikkinen, Jussi; Pynnönen, Seppo - In: Contributions to accounting and finance : essays in …, (pp. 237-250). 2007

Persistent link: https://www.econbiz.de/10003612785

An econometric analysis of African stock market : annual returns analysis, day-of-the-week effect and volatility of returns

Chukwuogor-Ndu, Chiaku - In: African journal of accounting, economics, finance and … 1 (2007), pp. 22-37

Persistent link: https://www.econbiz.de/10003853524

Testing of nonstationarities in the unit circle, long memory processes and day of the week effects in financial data

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Advances in quantitative analysis of finance and … 5 (2007), pp. 23-50

Persistent link: https://www.econbiz.de/10003575276

The Day-of-the-Week Effect on Stock-Market Volatility and Return: Evidence from Emerging Markets (in English)

Yalcin, Yeliz; Yycel, Eray M. - In: Czech Journal of Economics and Finance (Finance a uver) 56 (2006) 5-6, pp. 258-277

This study investigates day-of-the-week (DOW) anomalies in the stock markets of twenty emerging economies. The authors use a modified exponential generalized autoregressive conditional heteroskedasticity in-mean (EGARCH-M) modeling strategy that allows for the simultaneous examination of DOW...

Persistent link: https://www.econbiz.de/10005698624

Calendar anomalies in the Malaysian stock market

Chia, Ricky Chee-Jiun; Liew, Venus Khim-Sen; Wafa, Syed … - Volkswirtschaftliche Fakultät, … - 2006

due to varying market volatility based on the finding of day-of-the-week effect. Besides, investors can use the day-of-the-week … effect information to avoid and reduce the risk when investing in the Malaysian stock market. Further analysis using EGARCH …

Persistent link: https://www.econbiz.de/10005616937

The Disappearing Calendar Anomalies in the Singapore Stock Market

Wong, Wing-Keung; Agarwal, Aman; Wong, Nee-Tat - In: Lahore Journal of Economics 11 (2006) 2, pp. 123-139

(the day-of-the-week effect), around the turn of the month (the turn-of-the-month effect) and before holidays (the pre …

Persistent link: https://www.econbiz.de/10010587949

The Disappearing Calendar Anomalies in the Singapore Stock Market

Wong, Wing-Keung; Agarwal, Aman; Wong, Nee-Tat - In: Lahore Journal of Economics 11 (2006) 2, pp. 123-139

(the day-of-the-week effect), around the turn of the month (the turn-of-the-month effect) and before holidays (the pre …

Persistent link: https://www.econbiz.de/10010592665