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Efficiency of capital markets : a new perspective on the value premium and day-of-the-week effect

Procasky, William J.; Raja, Zubair Ali; Oyotode, Renée - In: International journal of portfolio analysis and … 2 (2018) 2, pp. 114-140

Persistent link: https://www.econbiz.de/10012253640

Calendar effects in Bitcoin returns and volatility

Kinateder, Harald; Papavassiliou, Vassilios G. - In: Finance research letters 38 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012485376

Is there a Friday effect in financial markets?

Caporale, Guglielmo Maria; Plastun, Alex - 2017

Persistent link: https://www.econbiz.de/10011631091

Historical evolution of monthly anomalies in international stock markets

Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: Research in international business and finance 52 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012548195

The day-of-the-week effect : evidence from selected Balkan markets

Karanovic, Goran; Karanovic, Bisera - In: Scientific Annals of Economics and Business 65 (2018) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10012127628

Day-of-the-week effect and market liquidity : a comparative study from emerging stock markets of Asia

Khan, Badal; Aqil, Muhammad; Kazmi, Syed Hasnain Alam; … - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 544-561

Persistent link: https://www.econbiz.de/10014253231

Long live day of the week patterns and the financial trends' role : lessons from the Greek stock market during Euro era

Evangelos, Vasileiou - In: Investment management and financial innovations 12 (2015) 3, pp. 19-32

Persistent link: https://www.econbiz.de/10011527297

Mind, body, bubble! : psychological and biophysical dimensions of behavior in experimental asset markets

Butler, David J.; Cheung, Stephen L. - 2018

Asset market bubbles and crashes are a major source of economic instability and inefficiency. Sometimes ascribed to animal spirits or irrational exuberance, their source remains imperfectly understood. Experimental methods can isolate systematic deviations from an asset's fundamental value in a...

Persistent link: https://www.econbiz.de/10011870688

Market efficiency, trading institutions and information mirages : evidence from an experimental asset market

Morone, Andrea; Nuzzo, Simone - 2016

We investigate traders’ behaviour in an experimental asset market where uninformed agents cannot be sure about the presence of insiders. In this framework we compare two trading institutions: the continuous double auction and the call market. The purpose of this comparison is to test which of...

Persistent link: https://www.econbiz.de/10011784567

Arbitrage Bots in Experimental Asset Markets

Angerer, Martin; Neugebauer, Tibor; Shachat, Jason M. - 2022

-lived correlated assets we examine the impact of alternative types of arbitrage-seeking algorithms. These arbitrage robot traders vary … in their latency and whether they make or take market liquidity. All arbitrage robot traders we examine generate greater … conformity to the law-of-one-price across the twin markets. However, only the liquidity providing arbitrage robot trader moves …

Persistent link: https://www.econbiz.de/10013308153