//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Review of financial economics : RFE"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Calendar effect"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Calendar effect
9
Kalendereffekt
9
Börsenkurs
6
Share price
6
Volatility
5
Volatilität
5
Capital income
3
Kapitaleinkommen
3
Saisonale Schwankungen
3
Seasonal variations
3
Time
3
Zeit
3
ARCH model
2
ARCH-Modell
2
Aktienindex
2
Aktienmarkt
2
Forecasting model
2
Holiday effect
2
Prognoseverfahren
2
Stock index
2
Stock market
2
Volatility forecasting
2
1962-1994
1
1977-2002
1
Bank liquidity
1
Bankenliquidität
1
Box-Cox transformation
1
Calendar anomalies
1
Canada
1
Comparison
1
Day of the week effect
1
Day-of-the-week effect
1
Derivat
1
Derivative
1
Deutschland
1
Dow Jones Industrial Average Index
1
Estimation
1
Estimation theory
1
Geldmarkt
1
Germany
1
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Alañón Pardo, Ángel
1
Baker, H. Kent
1
Berument, Hakan
1
Cheng, Yuxiang
1
Díaz-Mendoza, Ana-Carmen
1
Fang, Qiang
1
Fecht, Falko
1
Gonzalez-Perez, Maria T.
1
Guerrero, David E.
1
Gupta, Rangan
1
Jones, C. Kenneth
1
Kiymaz, Halil
1
Li, Wenlan
1
Liano, Kadir
1
Liano, Kartono
1
Manakyan, Herman
1
Nyborg, Kjell G.
1
Plastun, Alex
1
Rahman, Abdul H.
1
Rocholl, Jörg
1
Saadi, Samir
1
Sibande, Xolani
1
Wohar, Mark E.
1
more ...
less ...
Published in...
All
Review of financial economics : RFE
The North American journal of economics and finance : a journal of financial economics studies
Applied financial economics
21
International journal of economics and finance
15
Research in international business and finance
12
Finance research letters
11
Investment management and financial innovations
11
Managerial finance
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
International review of financial analysis
9
Journal of economics and finance
8
The journal of futures markets
8
Working paper / National Bureau of Economic Research, Inc.
8
Economics and finance working paper series
7
International journal of economics and financial issues : IJEFI
7
Journal of banking & finance
7
Applied economics letters
6
Financial management
6
International business and economics research journal
6
Applied economics
5
CESifo working papers
5
Cogent economics & finance
5
DIW Berlin Discussion Paper
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
NBER Working Paper
5
NBER working paper series
5
Pacific-Basin finance journal
5
Economics letters
4
Finance India : the quarterly journal of Indian Institute of Finance
4
International Journal of Financial Studies : open access journal
4
International review of economics & finance : IREF
4
The empirical economics letters : a monthly international journal of economics
4
The journal of asset management
4
Afro-Asian Journal of Finance and Accounting : AAJFA
3
CESifo Working Paper Series
3
Corporate finance / Biz
3
Discussion paper series / IZA
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Financial innovation : FIN
3
Global business & economics review
3
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Mean-reversion risk and the random walk hypothesis
Jones, C. Kenneth
- In:
Review of financial economics : RFE
41
(
2023
)
4
,
pp. 493-516
Persistent link: https://www.econbiz.de/10014431296
Saved in:
2
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
3
Forecast on silver futures linked with structural breaks and day-of-the-week effect
Li, Wenlan
;
Cheng, Yuxiang
;
Fang, Qiang
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012632214
Saved in:
4
Rise and fall of calendar anomalies over a century
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 181-205
Persistent link: https://www.econbiz.de/10012269177
Saved in:
5
Day-of-the-week effect on the VIX : a parsimonious representation
Gonzalez-Perez, Maria T.
;
Guerrero, David E.
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 243-260
Persistent link: https://www.econbiz.de/10009779259
Saved in:
6
The day-of-the-week effect and conditional volatility : sensitivity of error distributional assumptions
Baker, H. Kent
;
Rahman, Abdul H.
;
Saadi, Samir
- In:
Review of financial economics : RFE
17
(
2008
)
4
,
pp. 280-295
Persistent link: https://www.econbiz.de/10003799666
Saved in:
7
Liquidity management and overnight rate calendar effects : evidence from German banks
Fecht, Falko
;
Nyborg, Kjell G.
;
Rocholl, Jörg
- In:
The North American journal of economics and finance : a …
19
(
2008
)
1
,
pp. 7-21
Persistent link: https://www.econbiz.de/10003742565
Saved in:
8
The day of the week effect on stock market volatility and volume : international evidence
Kiymaz, Halil
;
Berument, Hakan
- In:
Review of financial economics : RFE
12
(
2003
)
4
,
pp. 363-380
Persistent link: https://www.econbiz.de/10001857838
Saved in:
9
Presidential administrations and the day-of-the-week effect in stock returns
Liano, Kartono
;
Liano, Kadir
;
Manakyan, Herman
- In:
Review of financial economics : RFE
8
(
1999
)
1
,
pp. 93-99
Persistent link: https://www.econbiz.de/10001448713
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->