Day‐of‐the‐week effect and market liquidity: A comparative study from emerging stock markets of Asia

B Khan, M Aqil, SH Alam Kazmi… - International journal of …, 2023 - Wiley Online Library
In the second half of the 20th century, it was observed that weekday‐of‐Monday generate
significantly lower returns than other days of the week. Literature has shown that the day …

Beware of Extreme Investor Sentiments! Indian Evidence on the Performance of Neuro-specific Options Volatility Trading Strategies on the Facets of COVID-19

A Royit, B Jose, J Varghese - Journal of Emerging Market …, 2023 - journals.sagepub.com
This study investigates the dynamic relationship between noise trader sentiment and
excessive volatility in the Indian financial market during the COVID-19 outbreak. It proposes …

Trade uncertainty and investments in an emerging country: a Fourier VAR approach

M Akyuz, MS Gorus, C Gunes - Journal of Asian Business and …, 2024 - emerald.com
Purpose This investigation aims to determine the effect of trade uncertainty on domestic
investment (DI) and foreign direct investment (FDI) for the Turkish economy from the first …

Forecasting US dollar exchange rate movement with computational models and human behavior

EY Matsumoto, E Del-Moral-Hernandez… - Expert Systems with …, 2022 - Elsevier
Our research investigates the potential benefits of adding the Behavioral Finance approach
to the Machine Learning and Big Data framework applied to the challenging problem of …

Day of the Week Effect on the World Exchange Rates through Fractal Analysis

W Kristjanpoller, B Miranda Tabak - Fractal and Fractional, 2024 - mdpi.com
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 …

[PDF][PDF] Day-of-the-week effect of exchange rate in developing countries

CJ ANWAR, N OKOT, I SUHENDRA - The Journal of Asian …, 2021 - researchgate.net
This study investigates the presence of the day-of-the-week anomaly in exchange rate for 30
developing countries with free floating exchange rate regimes using daily data from January …

Forecasting Modeling of Day of the Week Calendar Anomalies in Pakistan Stock Exchange: An Artificial Intelligence Perspective

A Karim, A Rasheed - Bulletin of Business and Economics (BBE), 2024 - bbejournal.com
Stock price forecasting provide valuable insight to the investor to facilitate well-informed
investment decision making. The aim of this study is to examine the calendar anomalies ie …

Day of the week effect in the Indian stock market

R Elangovan, F Gnanasekar… - International Journal of …, 2023 - inderscienceonline.com
The objective of the present study is to examine the day-of-the week effects in the Indian
stock market. For analysis, we selected the BSE Ltd and NSE benchmark indices namely …

[HTML][HTML] Are there “day-of-the-week” and “holiday” anomalies in the mexican stock market?

JD Villarreal Samaniego… - Contaduría y …, 2022 - scielo.org.mx
This research examines the presence of the Day-of-the-Week (DOW) and Holiday Effect
(HE) anomalies on the Mexican Stock Exchange's (MSE) Índice de Precios y Cotizaciones …

Borsa İstanbul ve Haftanın Günü Etkisi: Getiri ve Volatilite Analizi

NH Sevgi - Yaşar Üniversitesi E-Dergisi, 2023 - dergipark.org.tr
Haftanın günü etkisi üzerine çeşitli teoriler geliştirilmiştir. Genellikle Pazartesi Etkisi olarak
adlandırılan bu durum Pazartesi günleri düşük veya negatif getirilerin haftanın diğer …