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 …

Testing event-based day of the week anomaly and trading opportunities: Evidence from Indian sectoral indices

P Bhatia, S Sharma, V Aggarwal… - Investment Management …, 2024 - pure.jgu.edu.in
The study is an attempt to examine the day-of-the-week anomaly of fourteen Indian sectoral
indices and identify profitable opportunities, considering multiple positive and negative …

[PDF][PDF] Comparison of Forecasting Models for Banking Stock: Multiple Linear Regression and Artificial Neural Network

P Boonkrong, N Arjrith, J Yang - Exchange, 2021 - researchgate.net
In this paper, two machine learning algorithms including multiple linear regression and
artificial neural network are employed as forecasting models for the banking stock of …