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  • Search: subject:"calendar effects"
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Year of publication
Subject
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calendar effects 48 Kalendereffekt 27 Calendar effect 26 Calendar effects 20 Calendar Effects 14 Börsenkurs 13 Share price 13 Effizienzmarkthypothese 12 Saisonale Schwankungen 12 Seasonal variations 12 Efficient market hypothesis 11 Capital income 9 Kapitaleinkommen 9 Aktienmarkt 8 Market efficiency 8 Stock market 8 Schätzung 7 USA 7 efficient market hypothesis 7 Estimation 6 Prognoseverfahren 6 political economy 6 seasonal adjustment 6 Efficient Market Hypothesis 5 Forecasting model 5 Zeit 5 Zeitreihenanalyse 5 market anomalies 5 market efficiency 5 monetary aggregates 5 Anomalies 4 Argentina 4 Finanzmarkt 4 Präsidentschaftswahl 4 Spillover-Effekt 4 Time series analysis 4 United States 4 inefficient markets 4 Aktienindex 3 Börsenhandel 3
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Online availability
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Free 52 Undetermined 17 CC license 2
Type of publication
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Article 50 Book / Working Paper 36
Type of publication (narrower categories)
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Article in journal 27 Aufsatz in Zeitschrift 27 Working Paper 12 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6 Article 4
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Language
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English 44 Undetermined 37 Spanish 4 Hungarian 1
Author
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Vrugt, Evert B. 6 Blanco, Emilio 5 Burdisso, Tamara 5 Giovanis, Eleftherios 5 Kräussl, Roman 5 Lucas, André 5 Rijsbergen, David R. 5 Sardi, Mariano 5 Rijsbergen, D. 4 Sluis, Pieter Jelle van der 4 Vrugt, E. 4 Wüger, Michael 4 Kraeussl, R. 3 Lee, Yungsook 3 Lucas, A. 3 Petrushchak, Bohdan 3 Smeral, Egon 3 Borowski, Krzysztof 2 Conde-Ruiz, J. Ignacio 2 Eken, Mehmet Hasan 2 García, Manu 2 Gurgul, Henryk 2 Kraussl, Roman 2 Lucas, Andre 2 McGroarty, Frank 2 Puch, Luis 2 Ranaldo, Angelo 2 Ruiz, Jesús 2 Sattar, Abdul 2 Shahid, Muhammad Naeem 2 Sluis, P.J. van der 2 Sluis, Pieter J. van der 2 Suder, Marcin 2 Sullivan, Ryan 2 Thury, Gerhard 2 Uner, Taylan Ozgür 2 Urquhart, Andrew 2 White, Halbert 2 ALAGIDEDE, PAUL 1 Abril Salcedo, Davinson Stev 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 8 Schweizerische Nationalbank (SNB) 2 Banco Central de la República Argentina 1 C.E.P.R. Discussion Papers 1 Center for Financial Studies 1 Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance 1 Department of Economics, University of California-San Diego (UCSD) 1 Department of Economics, University of Stirling 1 Deutsche Bank Research 1 Econometric Society 1 Luxembourg School of Finance, Faculté de droit, d'économie et de finance 1 Tinbergen Institute 1 Tinbergen Instituut 1 Wydział Nauk Ekonomicznych, Uniwersytet Warszawski 1 Österreichisches Institut für Wirtschaftsforschung (WIFO) 1
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Published in...
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MPRA Paper 8 International journal of economics and finance 3 International review of financial analysis 2 Istanbul Stock Exchange Review 2 Tinbergen Institute Discussion Papers 2 WIFO Monatsberichte (monthly reports) 2 WIFO Working Papers 2 Working Paper 2 Working Papers / Schweizerische Nationalbank (SNB) 2 Annals of Finance 1 Applied Financial Economics 1 BCRA Working Paper Series 1 CEPR Discussion Papers 1 CFS Working Paper 1 CFS Working Paper Series 1 CREA Discussion Paper Series 1 Croatian review of economic, business and social statistics : CREBSS 1 Discussion paper / Tinbergen Institute 1 Documentos de trabajo / Banco Central de la República Argentina, Investigaciones Económicas 1 Econometric Society 2004 Australasian Meetings 1 Economics Bulletin 1 Economics and finance working paper series 1 Ensayos Económicos 1 Ensayos económicos 1 Entrepreneurial business and economics review : EBER 1 European Journal of Industrial Engineering 1 Finance a úvěr 1 Fuzzy Economic Review 1 International Journal of Business and Economic Sciences Applied Research (IJBESAR) 1 International Journal of Business and Economics 1 International Journal of Economic Sciences and Applied Research 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International Review of Financial Analysis 1 International journal of behavioural accounting and finance : IJBAF 1 International journal of economic sciences and applied research : IJESAR 1 International journal of finance & banking studies : JJFBS 1 Investment management and financial innovations 1 Journal of Applied Economic Sciences 1 Journal of International Money and Finance 1 Journal of applied econometrics 1
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Source
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RePEc 42 ECONIS (ZBW) 33 EconStor 10 BASE 1
Showing 1 - 10 of 86
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Kalendarski uˇcinci rebalansiranja na Zagrebaˇckoj burzi
Šagovac, Mislav - In: Croatian review of economic, business and social … 11 (2025) 1, pp. 81-98
The paper investigates the calendar rebalancing effects on Zagreb Stock Exchange (ZSE) by analyzing daily returns of the CROBEX and the CROBIS indices from September 2003 to March 2025. A regression analysis and a simulated investment strategy are used to examine whether systematic differences...
Persistent link: https://www.econbiz.de/10015423989
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Calendar effects on returns, volatility and higher moments : evidence from crypto markets
Algieri, Bernardina; Lawuobahsumo, Kokulo K.; … - In: The North American journal of economics and finance : a … 79 (2025), pp. 1-20
Persistent link: https://www.econbiz.de/10015435554
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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
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Using trigonometric seasonal models in forecasting the size of withdrawals from automated teller machines
Gurgul, Henryk; Lach, Łukasz; Suder, Marcin; Szpyt, Karol - In: Entrepreneurial business and economics review : EBER 11 (2023) 3, pp. 181-204
multi-seasonalities and calendar effects. We proved that taking seasonal and calendar effects into account when forecasting … observed both for SARIMA and TBATS. After taking calendar effects into account, TBATS forecast errors were slightly smaller …
Persistent link: https://www.econbiz.de/10014429270
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Nowcasting from cross-sectionally dependent panels
Fosten, Jack; Nandi, Shaoni - In: Journal of applied econometrics 38 (2023) 6, pp. 898-919
Persistent link: https://www.econbiz.de/10014432199
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Turn-of-the-month effect, FX influence, and efficient market hypothesis : new perspectives from the Johannesburg stock exchange
Vasileiou, Evangelos - In: Macroeconomics and finance in emerging market economies 17 (2024) 1, pp. 42-58
Persistent link: https://www.econbiz.de/10014511847
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Calendar effects in daily aggregate employment creation and destruction in Spain
Conde-Ruiz, J. Ignacio; García, Manu; Puch, Luis; … - In: SERIEs - Journal of the Spanish Economic Association 10 (2019) 1, pp. 25-63
, we investigate the importance of calendar effects for aggregate employment dynamics. We find that the employment growth … indicate that short-term contracts are highly prevalent in occupations under stronger calendar effects. In particular, we show … duration, which seems to have exacerbated the spikes in employment flows over the calendar year. First, we identify calendar …
Persistent link: https://www.econbiz.de/10014496117
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Calendar effects in daily aggregate employment creation and destruction in Spain
Conde-Ruiz, J. Ignacio; García, Manu; Puch, Luis; … - In: SERIEs : Journal of the Spanish Economic Association 10 (2019) 1, pp. 25-63
, we investigate the importance of calendar effects for aggregate employment dynamics. We find that the employment growth … indicate that short-term contracts are highly prevalent in occupations under stronger calendar effects. In particular, we show … duration, which seems to have exacerbated the spikes in employment flows over the calendar year. First, we identify calendar …
Persistent link: https://www.econbiz.de/10012033375
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Augmented Winter's method for forecasting under asynchronous seasonalities
Karabağ, Oktay; Fadıloğlu, M. Murat - In: Journal of management analytics 8 (2021) 1, pp. 19-35
Persistent link: https://www.econbiz.de/10012440087
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The calendar effects of the idiosyncratic volatility puzzle : a tale of two days?
Cao, Jie Jay; Chordia, Tarun; Zhan, Xintong - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7866-7887
Persistent link: https://www.econbiz.de/10012815780
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