Day-of-the-week effect: Petroleum and petroleum products

AC Meek, SA Hoelscher - Cogent Economics & Finance, 2023 - Taylor & Francis
This study tests for calendar anomalies in returns for petroleum and petroleum products via
the futures market, specifically, the day-of-the-week (DOW) effect. The energy future …

Oil Price Shocks, Stock Market Behavior, And Portfolio Risk Management: Evidence From Major Oil Importing-Exporting Markets

S JAGHOUBI - Journal of Organizational Behavior Research, 2019 - odad.org
The paper reaches the impact of the oil crisis on stock market returns from Major Oil
Importing-Exporting Markets and examines the utility of cross oil–stock market linkages in …

الأثار الموسمية كإحدى انحرافات الأسواق المالية عن فرضية السوق المالي الكفء أثر شهر السنة على عائد وتذبذب السوق المالي السعودي باستخدام نموذجي

صباح, ديلمي, عبد الكريم, مسعودي - التكامل الاقتصادي, 2018‎ - asjp.cerist.dz
The main aim of this study is to test the presence of the month of the year effect on the return
and volatility of Saudi capital market, it also aims at examining the relationship between this …