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

Day of the week effects : recent evidence from nineteen stock markets

Bayar, Aslı; Kan, Özgür Berk - In: Central Bank review / The Central Bank of the Republic … 2 (2002) 2, pp. 76-90

Persistent link: https://www.econbiz.de/10002000206

Market conditions, return distributions, and the day-of-the-week effects in Thailand: the experience of the 1990s

Chusanachoti, Jirayuth; Kamath, Ravindra R. - In: American business review 20 (2002) 1, pp. 6-14

Persistent link: https://www.econbiz.de/10001681381

Short Sale, Stock Liquidity, and the Day-of-the-Week Effect: Evidence from the Taiwan Stock Market

Huang, Zhaodan; Hu, Ou; Liao, Bih-Shuang - In: Review of Pacific Basin Financial Markets and Policies … 13 (2010) 01, pp. 71-90

In this paper, we revisit the day-of-the-week effect by examining the Taiwan stock market. Based on the daily data from … 1991 to 2008, our results show that the Taiwan stock market exhibits a strong day-of-the-week effect. In particular, the … is weaker in recent years. In an attempt to explain the day-of-the-week effect, we demonstrate that short sales do not …

Persistent link: https://www.econbiz.de/10008472621

Modelling the day-of-the-week effect in the Kuwait Stock Exchange : a nonlinear GARCH representation

Loughani, Nabeel E. al; Chappell, David - In: Applied financial economics 11 (2001) 4, pp. 353-359

Persistent link: https://www.econbiz.de/10001594851

Changes in settlement regime and the modulation of day-of-the-week effects in stock returns

Keef, Stephen P.; McGuinness, Paul B. - In: Applied financial economics 11 (2001) 4, pp. 361-372

Persistent link: https://www.econbiz.de/10001594852

A note on information seasonality and the disappearance of the weekend effect in the UK stock market

Steeley, James M. - In: Journal of banking & finance 25 (2001) 10, pp. 1941-1956

Persistent link: https://www.econbiz.de/10001608865

The vanishing pre-holiday and fickle day-of-the-week effects : an international update

Cadsby, Charles Bram; Torbey, Violet - 2001

Persistent link: https://www.econbiz.de/10001614509

The day of the week effect on stock market volatility

Berument, Hakan; Kiymaz, Halil - In: Journal of economics and finance 25 (2001) 2, pp. 181-193

Persistent link: https://www.econbiz.de/10001619001

Volatility transmission between Japan, UK and USA in daily stock returns

Tanizaki, Hisashi; Hamori, Shigeyuki - In: Empirical Economics 36 (2009) 1, pp. 27-54

Persistent link: https://www.econbiz.de/10005184240

An Analysis of the Day-of-the-Week Effect in Latin American Stock Markets

Rodríguez, Werner Kristjanpoller - In: Lecturas de Economía (2009) 71, pp. 189-208

The purpose of this article is to determine the existence of the Day-of-the-Week (DOW) effect in six Latin American stock markets: Brazil, Chile, Colombia, Mexico, Argentina, and Peru. For this, an analysis of their associated stock indexes is in order, using returns in domestic currency....

Persistent link: https://www.econbiz.de/10008456328