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Evolution in the Seasonality in Equity Return : Revisiting the Day-Of-The-Week Effect in the US
Snunu, Iyad - 2022
One of the widely discussed issues in the financial literature is the daily seasonality in asset prices. In this study, we shed fresh lights and explore the evolution of weekday seasonality in the US capital market. For this sake, we utilize daily data for the period January 1990 to August 2022....
Persistent link: https://www.econbiz.de/10014235544
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Bitcoin and the day-of-the-week effect
Aharon, David Yechiam; Qadan, Mahmoud - In: Finance research letters 31 (2019), pp. 415-424
Persistent link: https://www.econbiz.de/10012421758
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Irregularities in forward-looking volatility
Qadan, Mahmoud; Nisani, Doron; Eichel, Ron - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 489-501
Persistent link: https://www.econbiz.de/10014249179
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Seasonal and calendar effects and the price efficiency of cryptocurrencies
Qadan, Mahmoud; Aharon, David Y.; Eichel, Ron - In: Finance research letters 46 (2022) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10013341466