Search Results - subject_exact:"Kalendereffekt"

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Temporal focal points and economic outcomes : evidence from U.S. mortgage lending

Giacoletti, Marco; Heimer, Rawley Z.; Yu, Edison - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015650542

Calendar anomalies and dividend announcements effects on the stock markets returns

Hasan, Fakhrul; Al-Najjar, Basil - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015194612

Earnings extrapolation and predictable stock market returns

Guo, Hongye - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015458794

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

Alloul, Fouzia; Ferrouhi, El Mehdi - 2025

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, ebvufind01.dmz1.zbw.eu/10015434454

Calendar effects on returns, volatility and higher moments : evidence from crypto markets

Algieri, Bernardina; Lawuobahsumo, Kokulo K.; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015435554

Do online attention and sentiment affect cryptocurrencies' correlations?

Aslanidis, Nektarios; Bariviera, Aurelio Fernández; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015062450

Day-of-the-week effect : a meta-analysis

Grebe, Leonard; Schiereck, Dirk - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015177245

Sector-specific calendar anomalies in the US equity market

Valadkhani, Abbas; O'Mahony, Barry - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015147816

Revisiting seasonality in cryptocurrencies

Müller, Lukas - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014531767

[Eurostat calendar 2024]

2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015280124

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

Meek, Andrew C.; Hoelscher, Seth A. - 2023

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, ebvufind01.dmz1.zbw.eu/10014500847

Work, leisure, and the Monday Blue : does culture matter?

Petsas, Iordanis; Li, Fengyun; Cai, Jinghan - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014448379

Calendar anomalies and market volatility in selected cryptocurrencies

Naz, Farah; Sayyed, Madeeha; Rehman, Ramiz Ur; Naseem, … - 2023

This study examines the day-of-the-week and January effects on the top performing cryptocurrencies with the highest capitalization during the sample period. The study uses the daily closing returns of selected currencies for 7 August 2015 to 20 August 2020. The day-of-the-week results indicate...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014466532

Mean-reversion risk and the random walk hypothesis

Jones, C. Kenneth - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014431296

Nowcasting from cross-sectionally dependent panels

Fosten, Jack; Nandi, Shaoni - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014432199

The day-of-the-week anomaly in light of the COVID-19 pandemic on an example of selected OMX indices

Bolek, Monika; Gniadkowska‑Szymańska, Agata; … - 2023

This paper analyzes market efficiency (EMH) with the day-of-the-week effect and the changes that might appear after the outbreak of the COVID-19 pandemic, based on the example of the OMX Exchange and its indices. Before the pandemic, only the OMX Baltic All‑share index was efficient; during...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014339831

From "I don’t like Mondays" to "Friday I'm in love" : day-of-the-week effects in business surveys

Hennrich, Jonas; Wohlrabe, Klaus - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015556225

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From "I Don't Like Mondays" to "Friday I'm in Love" : day-of-the-week effects in business surveys

Hennrich, Jonas; Wohlrabe, Klaus - 2023

Book / Working Paper

Artificial neural network analysis of the day of the week anomaly in cryptocurrencies

Tosunoğlu, Nuray; Abacı, Hilal; Ateş, Gizem; Akkaya, … - 2023

Anomalies, which are incompatible with the efficient market hypothesis and mean a deviation from normality, have attracted the attention of both financial investors and researchers. A salient research topic is the existence of anomalies in cryptocurrencies, which have a different financial...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014289131

Adding dummy variables : a simple approach for improved volatility forecasting in electricity market

Gong, Xu; Lin, Boqiang - 2023

This study used dummy variables to measure the influence of day-of-the-week effects and structural breaks on volatility. Considering day-of-the-week effects, structural breaks, or both, we propose three classes of HAR models to forecast electricity volatility based on existing HAR models. The...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014315942

Volatility conditions and the weekend effect of long-short anomalies : evidence from the US stock market

Lin, Wenhui; Normaziah Mohd Nor; Hisham, Mohamad; Min, Feng - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015121050

The Adaptive dynamics of the Halloween effect : evidence from a 120-Year sample from a small European market

Lobão, Júlio; Costa, Ana C. - 2023

The Halloween effect predicts that stock markets in the winter months (November through April) generate significantly higher returns than in the summer months (May through October). This paper examines the time-varying behavior of the Halloween effect within a new historical dataset that covers...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013545896

Tax-loss selling and the January effect revisited : evidence from municipal bond closed-end funds and exchange-traded funds

Carrion, Allen; Zhang, Jiang - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015166480

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Tax-Loss Selling and the January Effect Revisited : Evidence From Municipal Bond Closed-end Funds and Exchange-Traded Funds

Carrion, Allen; Zhang, Jiang - 2023

Book / Working Paper

Detecting anomalies in currency market of BRICS countries : insights into emerging economies

Gadhavi, Mahipal Yasuman - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015199600

Dissecting the lottery-like anomaly : evidence from China

Gu, Ming; Hu, Yi; Xiong, Zhitao - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015393682

The impact of the day of the week on the financial market : an empirical investigation on cryptocurrencies

Arzova, Sabri Burak; Koy, Ayben; Şahin, Bertaç Şakir - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015202661

Weekday variations in the Chinese crude oil futures market : unveiling the influence of COVID-19 and EIA shocks

Yue, Tian; Li, Lu-Lu; Wu, Wenfeng - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015625564

Calendar anomaly and green investing of India : an empirical examination to improve regulation : 2012-2023

Sharma, Sugandha; Bangur, Ruchi; Jain, Pratima; Bangur, … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015633122

Union budget 2025-2026

Sitharaman, Nirmala - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015619559

Analysis of Union Budget 2025-26

Agarwal, Yamini; Agarwal, Aman - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015619560

Is Diwali returns sweet for Indian automobile sector? : a study on holiday effect in NSE and BSE Auto Index

Surya, A.; Kanniammal, K. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015619565

Price anomalies in non-fungible token coins

Plastun, Alex; Bouri, Elie; Nekhili, Ramzi - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015547085

Day-of-the-week effect on stock market returns, volatility, and skewness

Sevgi, N. Hande; Karan, Mehmet Baha; Berument, Hakan - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015547327

Kuwait stock exchange : a re-examination of seasonal anomalies

Alsabah, Humoud; Alsabah, Khaled - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015557281

Calendar-based clustering of weekly extremes : empirical failure of stochastic models

Lee, Im Hyeon - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015562989

Nachwuchswissenschaftliche Impulse zur empirischen Rechnungslegungsforschung ; Band 2

2022

Der Sammelband enthält überarbeitete Fassungen von zwei herausragenden Master-Abschlussarbeiten, die am Fachbereich Wirtschaftswissenschaften der Hochschule Düsseldorf eingereicht wurden. Obgleich durch die Bearbeitungszeit von 12 Wochen limitiert, enthalten die Arbeiten wertvolle...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013412031

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Nachwuchswissenschaftliche Impulse zur empirischen Rechnungslegungsforschung: Band 2

2022

Book / Working Paper

Further evidence on calendar anomalies

Hsu, Yuan-Teng; Koedijk, Kees; Liu, Hung-Chun; Wang, … - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013163577

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Further Evidence on Calendar Anomalies

Hsu, Yuan-Teng; Koedijk, Kees; Liu, Hung-Chun; Wang, … - 2021

Book / Working Paper

Seasonal adjustment of daily data with CAMPLET

Abeln, Barend; Jacobs, Jan; Mulder, Machiel - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013171405

The turn-of-the-month effect and trading of types of investors

Lee, Yu Kyung; Kim, Ryumi - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013552468

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The Turn-of-The-Month Effect and Trading of Types of Investors

lee, yu; Kim, Ryumi - 2022

Book / Working Paper

Volatility and the Day of the Week Effect on Bitcoin Returns

Emikönel, Murat - 2022

Bitcoin emerged as a peer-to-peer electronic cash system with no owner and no central authority. It has increased in popularity over the years due to reasons such as being used as a means of exchange without the need for any intermediary, fast and low cost of transactions. In this process, the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013301028

Islamic Calendar Anomalies on the Karachi Stock Exchange

Syed, Fatima; Khan, Naimat U. - 2022

Anomalies are exceptions found in trading by the investors with the help of knowledge or information provided before an event that contradicts Efficient Market Hypothesis (EMH). Various anomalies exist in the market such as day of the week effect, month of the year effect, half month effect and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013406556

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, ebvufind01.dmz1.zbw.eu/10014235544

One country, two calendars : lunar January effect in China's A-share stock market

Liang, Xiaobo; Liu, Qianqiu; Zebedee, Allan A. - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014240207

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One Country, Two Calendars : Lunar January Effect in China’s A-share Stock Market

Liang, Xiaobo; Liu, Qianqiu; Zebedee, Allan A. - 2022

Book / Working Paper

Day-Of-The-Week Effect on Romanian Foreign Exchange Market during Quiet and Turbulent Times

Stefanescu, Razvan; Dumitriu, Ramona - 2022

Some calendar anomalies could have different characteristics during quiet and turbulent times. This paper approaches the behavior of day-of-the-week (DOW) effect on the Romanian foreign exchange market for three periods: January 2010 - December 2014, January 2015 - December 2019 and January 2020...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014237762

Calendar month effect in Bursa Malaysia : a comparison between Shariah-Compliant portfolio and Non-Shariah-Compliant portfolio

Rohuma, Hani Nuri; Brijlal, Pradeep - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014251647

Return Seasonality and Investor Structure : A Tale of Twin Markets in China

Chen, Dongxu; Dai, Yue; Qiu, Zhigang - 2022

In this paper, we examine the impact of investor structure on return seasonality driven by institutional investors’ seasonal trading in China’s stock markets. Our identification of investor structure is based on the unique twin market setting in China, in which shares with the same firm...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014255276

The turn-of-the-month effect and investor trading activities in the KOSDAQ stock market

Kim, Ryumi - 2022

The turn-of-the-month (TOM) effect is observed as one of the seasonalities in many markets. The author examines the TOM effect in the KOSDAQ market and finds that the effect is significant. The TOM effect in the KOSDAQ market is not due to size, turn-of-the-year, turn-of-the-quarter or index...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014226752

One Country, Two Calendars : An Examination of China's A-Share Stock Market

Liang, Xiaobo; Liu, Qianqiu; Zebedee, Allan A. - 2022

In this paper, we examine the January effect in China’s A-share stock market from January 1995 to December 2019 using both the solar and lunar calendars. We find consistent with the existing literature the absence of a traditional January effect in the solar calendar; however, we observe a...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013492215

Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model

Kunimoto, Noriyuki; Kakamu, Kazuhiko - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013494160

Are frontier African markets inefficient or adaptive? : application of rolling GARCH models

Obalade, Adefemi Alamu; Tshutsha, Akona; Mvuyana, Lungelo; … - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013350512

Holiday effect and stock returns : evidence from stock exchanges of gulf cooperation council

Pinto, Prakash; B., Shakila; Hawaldar, Iqbal Thonse; … - 2022

One of the prominent types of calendar anomalies includes holiday effects, where stocks show abnormally higher mean returns on the days prior to holidays in comparison to other trading days. The current study investigates the existence of holiday effects in the stock exchanges of the Gulf...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013462308