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  • Search: subject:"Day of the Week Effect"
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Year of publication
Subject
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Kalendereffekt 815 Calendar effect 813 Börsenkurs 453 Share price 451 Aktienmarkt 309 Stock market 306 Capital income 233 Kapitaleinkommen 233 Saisonale Schwankungen 141 Seasonal variations 141 Volatility 136 Volatilität 133 Efficient market hypothesis 126 Effizienzmarkthypothese 125 Schätzung 117 Estimation 115 USA 101 United States 100 Anlageverhalten 91 Behavioural finance 91 ARCH model 73 ARCH-Modell 73 Aktienindex 64 Stock index 63 India 62 Zeit 61 Börsenhandel 60 Indien 60 Stock exchange trading 60 Time 60 calendar anomalies 49 Day-of-the-week effect 48 Theorie 48 Theory 47 Welt 45 World 45 day-of-the-week effect 44 Calendar anomalies 41 Securities trading 39 Wertpapierhandel 39
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Online availability
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Free 300 Undetermined 202 CC license 15
Type of publication
All
Article 596 Book / Working Paper 303
Type of publication (narrower categories)
All
Article in journal 527 Aufsatz in Zeitschrift 527 Working Paper 85 Graue Literatur 81 Non-commercial literature 81 Arbeitspapier 75 Aufsatz im Buch 18 Book section 18 Article 10 Hochschulschrift 6 Thesis 6 research-article 4 Collection of articles of several authors 3 Sammelwerk 3 Case study 2 Collection of articles written by one author 2 Conference paper 2 Fallstudie 2 Handbook 2 Handbuch 2 Konferenzbeitrag 2 Sammlung 2 Aufsatzsammlung 1 review-article 1
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Language
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English 836 Undetermined 50 German 7 Spanish 5 Portuguese 1 Slovak 1
Author
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Caporale, Guglielmo Maria 39 Plastun, Alex 24 Gil-Alaña, Luis A. 18 Plastun, Oleksiy 12 Bernard, Andrew B. 10 Keef, Stephen P. 10 Massari, Renzo 10 Taglioni, Daria 10 Berument, Hakan 8 Reyes, José-Daniel 8 Bohl, Martin T. 7 Giovanis, Eleftherios 7 Makarenko, Inna 7 Nippani, Srinivas 7 Vasileiou, Evangelos 7 Ziemba, William T. 7 Georgantopoulos, Andreas G. 6 Kilic, Mete 6 Zilca, Shlomo 6 Akay, Alpaslan 5 Alt, Raimund 5 Andersson, Elvira 5 Borowski, Krzysztof 5 Chia, Ricky Chee-Jiun 5 Dumitriu, Ramona 5 Fortin, Ines 5 Guidi, Francesco 5 Lundborg, Petter 5 Martens, Martin 5 Martinsson, Peter 5 Rossi, Matteo 5 Stefanescu, Razvan 5 Tsamis, Anastasios 5 Vikström, Johan 5 Wachter, Jessica 5 Weinberger, Simon 5 Wohar, Mark E. 5 Wong, Wing Keung 5 Ansari, Valeed Ahmad 4 Brusa, Jorge 4
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 9 National Bureau of Economic Research 6 Brown University / Department of Economics 1 Centre for Analytical Finance <Århus> 1 Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Development and Policies Research Center (Depocen) 1 EconWPA 1 Eric Cuvillier <Firma> 1 European Centre for the Development of Vocational Training 1 European Commission / Statistical Office of the European Union 1 Institute for the Study of Labor (IZA) 1 Nationalekonomiska institutionen, Handelshögskolan 1 School of Accounting, Finance and Economics <Perth, Western Australia> 1 Svenska Handelshögskolan <Helsinki> 1 Technische Universität Braunschweig 1 Tinbergen Institute 1 Tinbergen Instituut 1 UNIVERSIDAD ICESI 1 University of Hong Kong / School of Economics and Finance 1
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Published in...
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Applied financial economics 23 International journal of economics and finance 15 Finance research letters 14 Research in international business and finance 14 Managerial finance 13 Investment management and financial innovations 11 Applied economics letters 10 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 10 International review of financial analysis 9 MPRA Paper 9 Journal of economics and finance 8 The journal of futures markets 8 Working paper / National Bureau of Economic Research, Inc. 8 Economics and finance working paper series 7 NBER Working Paper 7 DIW Berlin Discussion Paper 6 Finance India : the quarterly journal of Indian Institute of Finance 6 Financial management 6 International business and economics research journal 6 International journal of economics and financial issues : IJEFI 6 Journal of banking & finance 6 NBER working paper series 6 Pacific-Basin finance journal 6 Applied economics 5 CESifo working papers 5 Cogent economics & finance 5 Discussion papers / Deutsches Institut für Wirtschaftsforschung 5 The North American journal of economics and finance : a journal of financial economics studies 5 CESifo Working Paper Series 4 Discussion paper series / IZA 4 Economics letters 4 IZA Discussion Paper 4 International journal of business 4 International journal of financial research 4 International review of economics & finance : IREF 4 Review of financial economics : RFE 4 Review of quantitative finance and accounting 4 The empirical economics letters : a monthly international journal of economics 4 The journal of asset management 4 Afro-Asian Journal of Finance and Accounting : AAJFA 3
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Source
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ECONIS (ZBW) 820 RePEc 53 EconStor 20 Other ZBW resources 5 BASE 1
Showing 851 - 860 of 899
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Day-of-the-week effects among mutual funds
Miller, Edward M.; Prather, Larry J.; Mazumder, M. Imtiaz - In: Quarterly journal of business and economics : QJBE 42 (2003) 3/4, pp. 113-128
Persistent link: https://www.econbiz.de/10002416837
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Does the day-of-the-week effect in foreign currency markets disappear? Evidence from the yen/dollar market
Yamori, Nobuyoshi; Mourdoukoutas, Panos - In: The Japanese finance : corporate finance and capital …, (pp. 443-459). 2003
Persistent link: https://www.econbiz.de/10002949593
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The shift of weekend effects in Taiwan's equity index return : index futures listings or other alternative explanations
Tu, Anthony H. - In: Review of Pacific Basin financial markets and policies 6 (2003) 4, pp. 549-572
Persistent link: https://www.econbiz.de/10001914471
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DOES THE DAY-OF-THE-WEEK EFFECT IN FOREIGN CURRENCY MARKETS DISAPPEAR? EVIDENCE FROM THE YEN/DOLLAR MARKET
Yamori, Nobuyoshi; Mourdoukoutas, Panos - In: The Japanese finance : corporate finance and capital …, (pp. 443-459). 2003
paper empirically investigates the Day-of-the-Week effect in the yen-dollar currency market for three decades and confirms …
Persistent link: https://www.econbiz.de/10015388379
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The day-of-the-week effect revisited: An alternative testing approach
Alt, Raimund; Fortin, Ines; Weinberger, Simon - 2002
This paper questions traditional approaches for testing the day-of-the-week effect on stock returns. We propose an …
Persistent link: https://www.econbiz.de/10010292794
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The Day-of-the-Week Effect Revisited: An Alternative Testing Approach
Alt, Raimund; Fortin, Ines; Weinberger, Simon - Department of Economics and Finance Research and … - 2002
This paper questions traditional approaches for testing the day-of-the-week effect on stock returns. We propose an …
Persistent link: https://www.econbiz.de/10005764197
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An investigation of the day-of-the-week effect in Korea : has the anomalous effect vanished in the 1990's ?
Kamath, Ravindra R.; Chusanachoti, Jirayuth - In: International journal of business 7 (2002) 1, pp. 47-62
Persistent link: https://www.econbiz.de/10001698607
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An investigation of the day-of-the-week effect on stock returns in Turkey
Demirer, Rıza; Karan, Mehmet Baha - In: Emerging markets finance & trade : a journal of the … 38 (2002) 6, pp. 47-77
Persistent link: https://www.econbiz.de/10001744488
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Day-of-the-week effect on stock returns in India : effect of economic reforms
Sarkar, Nityananda - In: The Asian economic review : journal of the Indian … 44 (2002) 1, pp. 103-110
Persistent link: https://www.econbiz.de/10001702585
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The anomalies that aren't there : the weekend, January and pre-holiday effects on the all gold index on the Johannesburg Stock Exchange 1987 - 1997
Coutts, J. Andrew; Sheikh, Mohamed A. - In: Applied financial economics 12 (2002) 12, pp. 863-871
Persistent link: https://www.econbiz.de/10001724693
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