Day of the week effect and market efficiency-evidence from Indian equity market using high frequency data of national stock exchange

GC Nath, M Dalvi - India's Transforming Financial Sector, 2004 - books.google.com
* The authors thank Dr. AK Nag of RBI and Prof. Bidisha Chakrabarty of John Cook School
of Business, St. Louis University for their comments on the preliminary draft of this paper …

Day-of-the-week and month-of-the-year effect on the Kenyan stock market returns

SO Onyuma - Eastern Africa Social Science Research Review, 2009 - muse.jhu.edu
Capital markets are normally assumed to be efficient in relation to the instantaneous
incorporation of all known and new arriving information into prices of securities. Studies …

Day of the week effect in Istanbul stock exchange

MF Dicle, MK Hassan - Scientific Journal of Administrative …, 2007 - papers.ssrn.com
Market anomalies are reported for developed markets as well as for emerging markets.
While day of the week effect is the most reported anomaly, it is also the most persistent one …

[PDF][PDF] İMKB'de Haftanin Günü Etkisi

AK Tunçel - Akdeniz İİBF Dergisi, 2007 - dergipark.org.tr
Bu çalışmanın amacı, İMKB'de haftanın günü etkisinin olup olmadığını araştırmaktır. Bu
anomali üzerine pek çok çalışma olmasına rağmen, son büyük ekonomik krizden sonraki …

İstanbul Menkul Kıymetler Borsasında Yılın Ayı Etkisi

AK Tunçel - Yönetim Bilimleri Dergisi, 2012 - dergipark.org.tr
Bu çalışmada, İstanbul Menkul Kıymetler Borsasında Yılın Ayı Etkisi'nin varlığı araştırılmıştır.
İkinci seans günlük kapanış değerleri kullanılarak IMKB-100 endeksinin günlük logaritmik …

Examining day of the week and month of the year effects in Bitcoin and Litecoin markets

K Eyüboğlu - Çankırı Karatekin Üniversitesi İktisadi ve İdari Bilimler …, 2018 - dergipark.org.tr
Cryptocurrency technology works on a network that allows people to make payment all over
the world without need of any intermediary. Since the development of this technology, it has …

The day of the week effect in the central European transition stock markets

P Patev, K Lyroudi, NK Kanaryan - Tsenov Academy of Economics …, 2003 - papers.ssrn.com
The study examines the presence of the day-of-the-week effect anomaly in the Central
European stock markets. We consider the Romanian, Hungarian, Latvian, Czech, Russian …

„Analysis of high frequency data on the Warsaw Stock Exchange in the context of efficient market hypothesis”

P Strawiński, R Ślepaczuk - Journal of Applied Economic Sciences, 2008 - ceeol.com
This paper focuses on one of the heavily tested issue in the contemporary finance, ie
efficient market hypothesis (EMH). However, we try to find the answers to some fundamental …

Day-of-the-week effect: further empirical evidence

K Choudhary, S Choudhary - Asia Pacific Business Review, 2008 - journals.sagepub.com
The study investigates the presence of day-of-the-week effect in twenty financial markets in
the world. A set of parametric and non-parametric tests is used to test equality of mean …

[PDF][PDF] İMKB'de Günlük Anomaliler

N Ergül, S Dumanoğlu, V Akel - Marmara Üniversitesi İktisadi ve …, 2008 - dergipark.org.tr
Özet Son yıllarda, Türk Sermaye Piyasaları (TSP)'nda hukuk, muhasebe ve denetim
alanlarında, uluslararası kuralların uygulanması için büyük değişiklikler yapılmıştır. Bu yeni …