This paper has been empirically investigated the existence of the day‐of‐the‐week effect by
using closing daily data for Nifty 50, Nifty 50 Midcap, Nifty 100, Nifty 100 Midcap, Nifty 100 …

This study investigates the day-of-the-week effect on both return and volatility of Bitcoin
(BTC) from January 2013 to December 2018 using daily data obtained from CoinDesk …

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 …

Purpose The presence of a day-of-the-week effect has been investigated by many
researchers over many years, using a variety of financial data and methods. However …

In this article, we provide a detailed review on the behavior of calendar anomalies (day–of–
the–week, January and turn–of–month in particular) to understand their evolution over time …

This paper examines calendar anomalies (day-of-the-week and monthly seasonal effects) in
cash and stock index futures returns. We consider daily data from FTSE100 (UK), FTSE/ASE …

Purpose–The purpose of this paper is to examine the presence of the day-of-the-week
(DOW) and January effect in the Indian currency market for selected currency pairs; USD …

ABSTRAK Day of The Week Effect, yaitu suatu anomali yang menyebabkan return antar hari
berbeda adalah salah satu anomali pasar yang melanggar konsep pasar modal efisien …

Purpose–The purpose of this paper is to examine the presence of the turn-of-month effect in
the Indian currency market for selected currency pairs: USD-INR, EUR-INR, GBP-INR and …

I investigate the effects of imposing different bands of price limits on stock returns and
volatility in the Egyptian (EGX), Thai (SET) and Korean (KRX) stock exchanges. In addition …