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

The disappearing calendar anomalies in the Singapore stock market

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

Persistent link: https://www.econbiz.de/10003453523

Are there calendar anomalies in the bourses of South Asia?

Dhankar, Raj S.; Chakravarty, Madhumita - In: Finance India : the quarterly journal of Indian … 20 (2006) 3, pp. 883-893

Persistent link: https://www.econbiz.de/10003418357

Day-of-the-Week effect on trading and non-trading stock market returns in India : a parametric and non-parametric testing

Ahmed, Shahid - In: Artha vijñāna : journal of the Gokhale Institute of … 48 (2006) 4, pp. 279-304

Persistent link: https://www.econbiz.de/10003602803

Intraday trading patterns and day-of-the week in stock index options markets : evidence from emerging markets

Chiang, Min-Hsien; Huang, Ching-mann; Lin, Tsai-yin; … - In: Journal of financial management and analysis : … 19 (2006) 2, pp. 32-45

Persistent link: https://www.econbiz.de/10003528647

Modeling of daily REIT returns and volatility

Asteriou, Dimitrios; Begiazi, Kyriaki - In: Journal of Property Investment & Finance 31 (2013) 6, pp. 589-601

using GARCH models that include the day‐of‐the‐week effect and the stock‐market index as explanatory variables. This … significant impact on REIT returns but no remarkable significance in respect of the day‐of‐the‐week effect. Practical implications …

Persistent link: https://www.econbiz.de/10014898873

Seasonal patterns in daily prices of unleaded petrol across Australia

Valadkhani, Abbas - In: Energy Policy 56 (2013) C, pp. 720-731

time series analysis of the day of the week effect in retail prices of unleaded petrol in 114 locations across Australia …

Persistent link: https://www.econbiz.de/10010636168

The day-of-the-week effect as a risk for hedge fund managers / André Heymans

Heymans, Andre - 2005

The day-of-the-week effect is a market anomaly that manifests as the cyclicalbehaviour of traders in the market. This … trap, two different approaches were tested for viability in testing for the day-of-the-week effect. In the first approach … found evidence of a mean returns effect and a volatility effect (day-of-the-week effect) in South Africa's All-share index …

Persistent link: https://www.econbiz.de/10009456057

The Day �of� The� Week Effect in the Colombia Stock Exchange

Gallego, Oscar D - Volkswirtschaftliche Fakultät, … - 2005

This study investigates the existence of day of the week effects on stock returns in the Colombian Stock Exchange (CSE) for the period between June 2001 and March 2005. The Bogotá Stock Exchange was established in 1928. However, the two other main bourses in the country merged with this in 2001...

Persistent link: https://www.econbiz.de/10011259010

Day-of-the-week effects in the pre-holiday returns of the standard & poor's 500 stock index

Keef, Stephen P.; Roush, Melvin L. - In: Applied financial economics 15 (2005) 2, pp. 107-119

Persistent link: https://www.econbiz.de/10002537404

Day-of-the-week effect in high moments

Galai, Dan; Kedar-Levy, Haim - In: Financial markets, institutions & instruments 14 (2005) 3, pp. 169-186

Persistent link: https://www.econbiz.de/10003123036