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Olfa Chaouachi,Imen Dhaou
Pág. 94 - 98
The objective of our investigation is to test empirically the existence of the day of the week effect on the Canadian stock market between September 2009 and August 2019. Our findings show that the day of the week effect is present. The highest and lowes...
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Sinclair Davidson,Steven Meyer
AbstractThe Monday effect is an anomaly that has defied explanation. It has been found to be present in major stock exchanges around the world. Bhana found evidence in favour of this anomaly in the share returns on the Johannesburg Stock Exchange (JSE). ...
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N. Bhana
AbstractThe efficient market hypothesis submits that the expected returns on shares and other financial assets are identical for all the days of the week. Studies of share returns on the New York Stock Exchange have revealed that the expected returns are...
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Foong Soon Cheong
This paper finds the weekend effect to be a remarkably robust anomaly and refutes the widespread belief that the weekend effect is due to data-mining or a consequence of some unusual/rare events. Out-of-sample analysis finds both the mean and median retu...
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Loc Dong Truong and H. Swint Friday
This study investigated the impact of the introduction of the VN30-Index futures contract on the daily returns anomaly for the Ho Chi Minh Stock Exchange (HOSE). Daily returns of the VN30-Index for the period 6 February 2012 through 31 December 2019 are ...
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Mark van Hagen, Menno de Bruyn, Evelien ten Elsen
Pág. 177 - 186
Train travelers in the Netherlands spend on average 36 minutes on the train. A big part of that time can be spent on a wide range of activities. These activities can be divided into two main groups: useful activities and pleasant activities. The kind of ...
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