Search Results - subject:"day‐of‐week"

Continuity in transition: Combining recovery and day‐of‐week perspectives to understand changes in employee energy across the 7‐day week

Weigelt, Oliver; Siestrup, Katja; Prem, Roman - In: Journal of Organizational Behavior 42 (2021) 5, pp. 567-586

We integrate perspectives from research on recovery from work and perspectives from day-of-week research to predict …

Persistent link: https://www.econbiz.de/10012621834

Stock market anomalies: The day of the week effects, evidence from Borsa Istanbul

Cengiz, Hülya; Bilen, Ömer; Büyüklü, Ali Hakan; … - In: Journal of Global Entrepreneurship Research 7 (2017) 4, pp. 1-11

This study was conducted to investigate the market anomalies in the Borsa Istanbul Index (BIST). The scope of this study is to examine the Monday effects in BIST that are stock index of Turkey with an data set that contains daily stock prices between 02.01.2010 and 22.10.2014. The stock returns...

Persistent link: https://www.econbiz.de/10012008916

Credit Default Swaps - Essays on Model and Market Efficiency

Farooqi, Muhammad F - 2010

Essay 1 tests the ability of a commercial structural credit default swap pricing model to predict market spreads. Consistent with several previous studies testing other models, we find our model unable to price credit risk precisely and observe an illiquidity premium reflecting a credit risk...

Persistent link: https://www.econbiz.de/10009447262

Moon Phase as the Cause of Monday Irrationality: Case of Asean Day of the Week Anomaly

Brahmana, Rayenda Khresna; Hooy, Chee-Wooi; Ahmad, Zamri - In: Manager Journal 4 (2014) 1, pp. 51-65

Many Day-of-the week anomaly papers have suggested investor behaviour as the explanation of highly differentiated returns on Mondays; yet, rarely found a paper has empirically investigated it. Therefore, this paper proposes Moon-Induced mood as the determinant of that irrational behaviour. This...

Persistent link: https://www.econbiz.de/10011167276

Seasonality and Non-Trading Effect on Central European Stock Markets (in English)

Žikeš, Filip; Bubák, Vít - In: Czech Journal of Economics and Finance (Finance a uver) 56 (2006) 1-2, pp. 69-79

periodic autoregressive model for both the mean and the volatility of stock returns. The authors find significant day-of-week … particular day-of-week effect. …

Persistent link: https://www.econbiz.de/10005698608

Maximum Likelihood Estimates of Regression Coefficients with alpha-stable residuals and Day of Week effects in Total Returns on Equity Indices

Frain, John C. - Department of Economics, Trinity College Dublin - 2008

This Paper summarizes the theory of Maximum Likelihood Estimation of regressions with alpha-stable residuals. Day of … week effects in returns on equity indices, adjusted for dividends (total returns) are estimated and tested using this and …

Persistent link: https://www.econbiz.de/10005345869