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

An analysis of day-of-the-week effects in the Egyptian stock market

Aly, Hassan Youssef; Mehdian, Seyed M.; Perry, Mark J. - In: International journal of business 9 (2004) 3, pp. 301-308

Persistent link: https://www.econbiz.de/10002203593

Does the day of the week effect exist once transaction costs have been accounted for? : Evidence from the UK

Gregoriou, Andros; Kontonikas, A.; Tsitsianis, N. - In: Applied financial economics 14 (2004) 3, pp. 215-220

Persistent link: https://www.econbiz.de/10001915548

Day-of-the-week effects in commercial paper yield rates

Nippani, Srinivas; Pennathur, Anita K. - In: The quarterly review of economics and finance : journal … 44 (2004) 4, pp. 508-520

Persistent link: https://www.econbiz.de/10002375587

Calendar effects in Eastern European financial markets : evidence from the Czech Republic, Slovakia and Slovenia

Tonchev, Dimitar; Kim, Tae-hwan - In: Applied financial economics 14 (2004) 14, pp. 1035-1043

Persistent link: https://www.econbiz.de/10002377763

Day of the week effect: empirical evidence from Indian stock market

Gupta, Mohit; Aggarwal, Navdeep - In: Paradigm : the journal of Institute of Management Technology 8 (2004) 2, pp. 9-13

Persistent link: https://www.econbiz.de/10003627263

The daily return pattern in the Amman stock exchange and the weekend effect

Al-Rjoub, Samer - In: Journal of economic cooperation among Islamic countries 25 (2004) 1, pp. 99-114

This paper examines the robustness of evidence on the weekend anomaly in stock return data after accounting for the impact of possible measurement errors and sample sizes. Consistent with the previous literature, the sample evidence quite often favours the alternative hypothesis of unequal...

Persistent link: https://www.econbiz.de/10015171087

Weak-form Market Efficiency and Calendar Anomalies for Eastern Europe Equity Markets

Guidi, Francesco; Gupta, Rakesh; Maheshwari, Suneel - In: Journal of Emerging Market Finance 10 (2011) 3, pp. 337-389

that day-of-the-week effect is not evident in most markets except for some. Overall results indicate that some of these …

Persistent link: https://www.econbiz.de/10011137880

Day‐of‐the‐week effect in the Canadian money market

Washer, Kenneth; Nippani, Srinivas; Wingender, John - In: Managerial Finance 37 (2011) 9, pp. 855-866

Purpose – The purpose of this paper is to examine the day‐of‐the‐week effect for three primary money market instruments …

Persistent link: https://www.econbiz.de/10014940194

Common and local asymmetry and day-of-the-week effects among EU equity markets

Hogholm, Kenneth; Knif, Johan; Pynnonen, Seppo - In: Quantitative Finance 11 (2011) 2, pp. 219-227

markets become more similar. This paper specifically examines how much of the asymmetry and the day-of-the-week effect is …

Persistent link: https://www.econbiz.de/10009215104

Day-of-the-week effect in the Canadian money market

Washer, Kenneth; Nippani, Srinivas; Wingender, John - In: Managerial Finance 37 (2011) September, pp. 855-866

Purpose – The purpose of this paper is to examine the day-of-the-week effect for three primary money market instruments …

Persistent link: https://www.econbiz.de/10009275393