In this paper we provide MATLAB routines for two major used trading rules, the moving average indicator and MACD oscillator as also the GARCH univariate regression with Monte Carlo simulations and wavelets decomposition, which is an update of an older algorithm

In this paper we provide a simple MATLAB routine which computes the moving median with trend and seasonality. This approach is linear and for this reason has its disadvantages. So this routine can be improved by combining Monte-Carlo simulations, genetic algorithms simulations and wavelets...

This paper examines the consumers' preferences to the local furniture market in the Province of Serres. We apply a multinomial logit model to investigate the probability of buying a furniture in the following four-monthly period. We analyze also the demographic characteristics and we conclude...

This paper presents a programming routine in MATLAB software for applications in calendar effects or anomalies in stock returns. The calendar effects which are tested is the turn-of-the-month, the day-of-the-Week, the month-of-the-Year and the semi-month effect

In this paper we present Markowitz finance portfolio theory and efficient frontier with no bootstrap simulation , with single ordinary bootstrap and finally with double bootstrap simulation and we conclude that there are significant differences between those estimations. We prefer bootstrap...

The purpose of the paper is to test empirically the existence of the environmental Kuznets curve (EKC), using existing and new Panel Smoothing Transition Regressions (PSTR) in the city of London. More specifically, two new PSTR are proposed, the Gaussian and the Generalized Bell function used...

This study examines the relationship between recycling rate of solid waste and air pollution using data from a waste municipality survey in the state of Massachusetts. Two empirical approaches are followed. The first approach is a fixed effects model, while the second is a Stochastic Frontier...

The current study examines the turn of the month effect on stock returns in 20 countries. This will allow us to explore whether the seasonal patterns usually found in global data; America, Australia, Europe and Asia. Ordinary Least Squares (OLS) is problematic as it leads to unreliable...

In this paper a new approach for the investigation of the week effect is proposed. Specifically, fuzzy dummy variables are created based on three fuzzy membership functions. The first one is the log-sigmoid, the second is the Gaussian and the last one is the triangle fuzzy membership function of...

This study examines the calendar effects in 55 Stock market exchange indices around the globe. The effects which are examined are the turn-of-the-Month effect, day-of-the-Week effect, Month-of the-Year effect and semi-Month effect. The methodology followed is the test hypothesis with bootstrap...