Search Results - subject_exact:"Data-driven inference"

Earnings extrapolation and predictable stock market returns

Guo, Hongye - In: The review of financial studies 38 (2025) 6, pp. 1730-1782

Persistent link: https://www.econbiz.de/10015458794

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

Calendar anomalies in African stock markets : does the effect of covid-19 pandemic matter?

Alloul, Fouzia; Ferrouhi, El Mehdi - In: Organizations and markets in emerging economies 16 (2025) 1, pp. 155-192

The Covid-19 pandemic profoundly disrupted global economies and financial systems, alte-ring investor behavior and challenging traditional market dynamics. Among these disruptions, calendar anomalies, which challenge the efficient market hypothesis, offer a unique lens to assess market...

Persistent link: https://www.econbiz.de/10015434454

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

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

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

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

Revisiting seasonality in cryptocurrencies

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

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

[Eurostat calendar 2024]

European Commission / Statistical Office of the … - 2023

Persistent link: https://www.econbiz.de/10015280124

Day-of-the-week effect : petroleum and petroleum products

Meek, Andrew C.; Hoelscher, Seth A. - In: Cogent economics & finance 11 (2023) 1, pp. 1-19

This study tests for calendar anomalies in returns for petroleum and petroleum products via the futures market, specifically, the day-of-the-week (DOW) effect. The energy future contracts in this study are the WTI (West Texas Intermediate), Brent, RBOB (Reformulated Blendstock for Oxygenate...

Persistent link: https://www.econbiz.de/10014500847