A non-linear dependency test for market efficiency: Evidence from international stock markets

ST Enow - Journal of Economics and Financial Analysis, 2023 - ojs.tripaledu.com
One of the on-going difficulties for finance practitioners is to out rightly prove or disapprove
the concept of market efficiency because the constituents of the concept do not always …

[HTML][HTML] Exploring Calendar Anomalies and Volatility Dynamics in Cryptocurrencies: A Comparative Analysis of Day-of-the-Week Effects before and during the COVID …

S Sahu, AF Ramírez, JM Kim - Journal of Risk and Financial Management, 2024 - mdpi.com
This study investigates calendar anomalies and their impact on returns and volatility patterns
in the cryptocurrency market, focusing on day-of-the-week effects before and during the …

Quantitative Insights into Cryptocurrency Markets: Portfolio Optimization, Risk Management, and Volatility Patterns

S Sahu - 2024 - search.proquest.com
This thesis examines the risk characteristics, portfolio optimization, and volatility patterns in
cryptocurrency markets, providing insights into the distinctive financial dynamics of digital …

[PDF][PDF] A Forecasting Model Approach: Investigating Calendar Anomalies and Volatility Patterns in the Cryptocurrency Market

S Sahu, AF Ramírez, JM Kim - 2024 - preprints.org
This paper investigates calendar anomalies, volatility patterns, and the best forecasting
model for predicting volatility in the cryptocurrency market, focusing on ten prominent …