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An empirical investigation on stock market anomalies : the evidence from Colombo stock exchange in Sri Lanka

Deyshappriya, N. P. Ravindra - In: International journal of economics and finance 6 (2014) 3, pp. 177-187

Persistent link: https://www.econbiz.de/10010350423

The Day of the Week Effect Patterns on Stock Market Return and Volatility : Evidence for the Athens Stock Exchange

Kenourgios, Dimitris - 2014

return and volatility equations. When using the GARCH (1,1) specification only for the return equation and the Modified …-GARCH (1,1) specification for both the return and volatility equations, findings indicate that the day of the week effect is …

Persistent link: https://www.econbiz.de/10013047570

A study to examine time-varying effectiveness of stock returns on Tehran stock exchange

SiamiNamini, Rahele; RahnamaRoudposhti, Fereydoun; … - In: International journal of financial research 4 (2013) 2, pp. 154-161

Persistent link: https://www.econbiz.de/10010205102

The calendar anomalies on performance and volatility of stock market : the effects of Ramadan on Karachi Stock Exchange

Khan, Kalimullah; Nasir, Muhammad Ali; Rossi, Matteo - In: Global business & economics review 19 (2017) 1, pp. 54-69

Persistent link: https://www.econbiz.de/10011665604

The Calendar Anomalies on Performance and Volatility of Stock Market : The Effects of Ramadan on Karachi Stock Exchange

Nasir, Muhammad Ali - 2017

This study attempts to investigate the effects of calendar anomalies (Ramadan effect), a seasonal pattern in the Pakistani equity market. It is believed that the holy month of Ramadan is predicted to effect the behaviour of the Karachi Stock Exchange (KSE) since the environment in the country...

Persistent link: https://www.econbiz.de/10012949683

Day of the Week Effect on Stock Market Returns and Volatility : Evidence from Dhaka Stock Exchange

Saha, Debashis - 2022

The main purpose of this paper is to examine the day of the week effect on stock market return and volatility in Dhaka … volatility. The results show that highest and lowest returns are observed on Tuesday and Sunday, respectively based on GARCH (1 …,1), TGARCH (1,1), and EGARCH (1,1) model. And highest and lowest volatility are observed on Thursday and Sunday, respectively …

Persistent link: https://www.econbiz.de/10013404166

Calendar anomalies in the Kenyan stock exchange

Lu, Xing; Zhuang, Hong; Wang, Jun; Mbugua, Samuel; … - In: African review of economics and finance : AREF : the … 16 (2024) 1, pp. 42-62

Persistent link: https://www.econbiz.de/10015327565

An empirical analysis on seasonal anomalies in BSE sectoral indices

Nageswari, P.; Rani, L. Philo Daisy - In: Research bulletin / The Institute of Cost Accountants … 43 (2018) 4, pp. 1-18

Persistent link: https://www.econbiz.de/10012130063

Day-of-week-effect in stock market of India : a case study of sectoral indices

Verma, Ruchita; Sharma, Dhanraj; Singh, Heavendeep - In: Advances in Management Research : Emerging Challenges …, (pp. 197-209). 2022

Persistent link: https://www.econbiz.de/10014434882

January Effect in a Sectoral Context in Emerging Countries : The Istanbul Stock Exchange

Inci, A. Can - 2011

This study examines the January anomaly at the industry level in the emerging Istanbul Stock Exchange (ISE). Analyses of the data from 1986 through 2007 provide evidence for the anomaly. There is also strong evidence that the anomaly has partially shifted to December of the previous year....

Persistent link: https://www.econbiz.de/10013128975