Search Results - subject:"January effect"

Revisiting seasonality in cryptocurrencies

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

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

Calendar anomalies and market volatility in selected cryptocurrencies

Naz, Farah; Sayyed, Madeeha; Rehman, Ramiz-Ur-; Naseem, … - In: Cogent Business & Management 10 (2023) 1, pp. 1-25

This study examines the day-of-the-week and January effects on the top performing cryptocurrencies with the highest capitalization during the sample period. The study uses the daily closing returns of selected currencies for 7 August 2015 to 20 August 2020. The day-of-the-week results indicate...

Persistent link: https://www.econbiz.de/10014527385

Calendar anomalies and market volatility in selected cryptocurrencies

Naz, Farah; Sayyed, Madeeha; Rehman, Ramiz Ur; Naseem, … - In: Cogent business & management 10 (2023) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10014466532

Calendar anomalies in African stock markets

Ferrouhi, El Mehdi; Kharbouch, Omar; Aguenaou, Samir; … - In: Cogent Economics & Finance 9 (2021) 1, pp. 1-17

the Gregorian and the Hijri calendars. Specifically, we investigate Monday effect, Friday effect, January effect and …, January effect in Botswana and Zambia, December effect in Botswana, BRVM and Egypt and Ramadan effect in Tunisia. …

Persistent link: https://www.econbiz.de/10014001526