Zobrazeno 1 - 10
of 378
pro vyhledávání: '"calendar anomalies"'
Autor:
Villarreal-Samaniego, Dacio
Publikováno v:
Managerial Finance, 2024, Vol. 50, Issue 11, pp. 1971-1990.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/MF-06-2024-0430
Autor:
K, Kokila., author, Saleem, Shaik, author
Publikováno v:
Modeling Economic Growth in Contemporary India
Autor:
Arzu Özmerdivanlı
Publikováno v:
Selçuk Üniversitesi Sosyal Bilimler Meslek Yüksekokulu Dergisi, Vol 27, Iss 1, Pp 1-17 (2024)
Modern finans teorisinin köşe taşlarından biri olan Etkin Piyasa Hipotezi, piyasada mevcut olan tüm bilginin kullanılması suretiyle piyasanın üzerinde getiri elde edilemeyeceğini öne sürmektedir. Bununla birlikte finansal piyasalarda yap
Externí odkaz:
https://doaj.org/article/7cb9cb253ded41be9e7ba22c8934c229
Autor:
Zeliha Can Ergün
Publikováno v:
Ekonomi, Politika & Finans Araştırmaları Dergisi, Vol 9, Iss 1, Pp 43-60 (2024)
This study examines the effect of day-of-the-week, month-of-the-year, and turn-of-the-month anomalies on NFT coins (Stacks, Tezos, and Decentraland) and Bitcoin. To this end, the generalized autoregressive conditional heteroscedasticity (GARCH) model
Externí odkaz:
https://doaj.org/article/ef9f9e77c4b04a55a15410de127c1fbc
Autor:
Gaurav KUMAR, Prof. Bhartendu SINGH
Publikováno v:
Theoretical and Applied Economics, Vol XXXI, Iss 1, Pp 29-42 (2024)
The weak-form of market efficiency states that stock price reflects all the historical price data thus abnormal return cannot be earned based on historical price. Many studies observed a pattern in generating returns over the week, where Fridays have
Externí odkaz:
https://doaj.org/article/a88e956faed34bf6b339c818a9bd4960
Autor:
Hoang Thi Du, Nguyen Xuan Tho
Publikováno v:
International Journal of Management, Accounting and Economics, Vol 10, Iss 10, Pp 861-874 (2023)
This study empirically investigated the existence of Calendar effects by using closing daily data for the Vietnam index (VN-index) before and during the Covid-19 pandemic. Daily returns of the VN-Index from 2 January 2018 to 12 August 2022 are used i
Externí odkaz:
https://doaj.org/article/466324430d49439db49a6107491ccbb8
Publikováno v:
Fractal and Fractional, Vol 8, Iss 6, p 340 (2024)
The foreign exchange rate market is one of the most liquid and efficient. In this study, we address the efficient analysis of this market by verifying the day-of-the-week effect with fractal analysis. The presence of fractality was evident in the ret
Externí odkaz:
https://doaj.org/article/b9ca9acdb72147be88876fa5c3d91e8d
Autor:
Farah Naz, Madeeha Sayyed, Ramiz-Ur- Rehman, Muhammad Akram Naseem, Shamsul Nahar Abdullah, Muhammad Ishfaq Ahmad
Publikováno v:
Cogent Business & Management, Vol 10, Iss 1 (2023)
AbstractThis 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
Externí odkaz:
https://doaj.org/article/54c5af905eb34a58b153f7fe6a81a182
Autor:
Tomasz Pawlonka, Paweł Sypniewski
Publikováno v:
Polityki Europejskie, Finanse i Marketing, Iss 29(78) (2023)
Practice and empirical observations prove that achieving above-average returns on the stock market is possible. It is possible to achieve both higher and lower returns than those resulting from the fundamental value of the companies being valued. Thi
Externí odkaz:
https://doaj.org/article/971fb37b60e24076a829e3bcf33d522f
Autor:
Khuntia, Sashikanta, Pattanayak, J.K.
Publikováno v:
International Journal of Emerging Markets, 2021, Vol. 17, Issue 9, pp. 2137-2165.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/IJOEM-06-2020-0682