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

Stock returns around nontrading periods: evidence from an emerging market

Akyol, Ali - In: Applied Financial Economics 21 (2011) 20, pp. 1549-1560

I examine intraday stock returns in the Istanbul Stock Exchange (ISE) around nontrading periods - weekends and holidays - by utilizing the exchange's structure of two trading sessions. I find that returns are generally more positive in the last session on Fridays and more negative in the first...

Persistent link: https://www.econbiz.de/10009278673

Calendar anomalies in the Turkish foreign exchange markets

Aydoğan, Kürşat; Booth, G. Geoffrey - In: Applied financial economics 13 (2003) 5, pp. 353-360

Persistent link: https://www.econbiz.de/10001760612

Stock returns and the day-of-the-week effect in Istanbul stock exchange

Oǧuzsoy, Cemal Berk; Güven, Sibel - In: Applied economics 35 (2003) 8, pp. 959-971

Persistent link: https://www.econbiz.de/10001761650

Political administration effects and day-of-the-week effects in New Zealands's foreign exchange rate

Keef, Stephen P.; Roush, Melvin L. - In: Applied financial economics 13 (2003) 6, pp. 401-412

Persistent link: https://www.econbiz.de/10001770754

Stability of the day of the week effect in return and in volatility at the Indian capital market : a GARCH approach with proper mean specification

Bhattacharya, Kaushik; Sarkar, Nityananda; … - In: Applied financial economics 13 (2003) 8, pp. 553-563

Persistent link: https://www.econbiz.de/10001770808

Day-of-the-week regularities and their higher moments in the future market

Aggarwal, Raj; Mehdian, Seyed M.; Perry, Mark J. - In: American business review 21 (2003) 2, pp. 47-53

Persistent link: https://www.econbiz.de/10001804495

The "reverse" weekend effect : the US market versus international markets

Brusa, Jorge; Liu, Pu; Schulman, Craig T. - In: International review of financial analysis 12 (2003) 3, pp. 267-286

Persistent link: https://www.econbiz.de/10001782444

Testing the significance of calendar effects

Hansen, Peter Reinhard (contributor); … - 2003 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001732977

A test of weak-form market efficiency in Australian bank bill futures calendar spreads

Anderson, John - 2003

Persistent link: https://www.econbiz.de/10001737276

The day of the week effect on stock market volatility and volume : international evidence

Kiymaz, Halil; Berument, Hakan - In: Review of financial economics : RFE 12 (2003) 4, pp. 363-380

Persistent link: https://www.econbiz.de/10001857838