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

Calendar anomalies and dividend announcements effects on the stock markets returns

Hasan, Fakhrul; Al-Najjar, Basil - In: Review of quantitative finance and accounting 64 (2025) 2, pp. 829-859

Persistent link: https://www.econbiz.de/10015194612

From "I Don't Like Mondays" to "Friday I'm in Love" : day-of-the-week effects in business surveys

Hennrich, Jonas; Wohlrabe, Klaus - 2023

This study identifies day-of-the-week effects in business surveys using monthly data from the ifo Institute. The odds are higher that companies are more likely to exhibit more pessimistic business expectations for the upcoming months on Mondays and more optimistic expectations at the end of the...

Persistent link: https://www.econbiz.de/10014426616

Work, leisure, and the Monday Blue : does culture matter?

Petsas, Iordanis; Li, Fengyun; Cai, Jinghan - In: Economics and Business Letters : EBL 12 (2023) 3, pp. 203-212

Persistent link: https://www.econbiz.de/10014448379

Sector-specific calendar anomalies in the US equity market

Valadkhani, Abbas; O'Mahony, Barry - In: International review of financial analysis 95 (2024) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10015147816

Revisiting seasonality in cryptocurrencies

Müller, Lukas - In: Finance research letters 64 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014531767

Do online attention and sentiment affect cryptocurrencies' correlations?

Aslanidis, Nektarios; Bariviera, Aurelio Fernández; … - In: Research in international business and finance 71 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10015062450

Day-of-the-week effect : a meta-analysis

Grebe, Leonard; Schiereck, Dirk - In: Eurasian economic review : a journal in applied … 14 (2024) 4, pp. 1057-1094

Persistent link: https://www.econbiz.de/10015177245

Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model

Kunimoto, Noriyuki; Kakamu, Kazuhiko - In: Applied economics 54 (2022) 57, pp. 6536-6550

Persistent link: https://www.econbiz.de/10013494160

A new perspective of the day-of-the-week effect on Bitcoin returns : evidence from an event study hourly approach

Miralles-Quirós, José Luis; Miralles-Quirós, María … - In: Oeconomia Copernicana 13 (2022) 3, pp. 745-782

Persistent link: https://www.econbiz.de/10013449330

Further evidence on calendar anomalies

Hsu, Yuan-Teng; Koedijk, Kees; Liu, Hung-Chun; Wang, … - In: European financial management : the journal of the … 28 (2022) 2, pp. 545-566

Persistent link: https://www.econbiz.de/10013163577