Intraday and interday distribution of stock returns and their asymmetric conditional volatility: Firm-level evidence
E Balaban, T Ozgen, S Karidis - Physica A: Statistical Mechanics and its …, 2018 - Elsevier
This paper is a pioneering effort to jointly analyze the intraday and interday distribution of
stock returns and their asymmetric time varying volatility using firm level data from an …
stock returns and their asymmetric time varying volatility using firm level data from an …
Distributional characteristics of interday stock returns and their asymmetric conditional volatility: firm-level evidence
E Balaban, T Ozgen, MS Girgin - Physica A: Statistical Mechanics and Its …, 2018 - Elsevier
This paper is a pioneering effort to jointly analyze the characteristics of interday distributions
of stock returns and their asymmetric time varying volatility using firm-level data in local …
of stock returns and their asymmetric time varying volatility using firm-level data in local …
Day-of-the-week effect on Romanian foreign exchange market during quiet and turbulent times
R Stefanescu, R Dumitriu - Day-Of-The-Week Effect on Romanian …, 2022 - ceeol.com
Some calendar anomalies could have different characteristics during quiet and turbulent
times. This paper approaches the behavior of day-of-the-week (DOW) effect on the …
times. This paper approaches the behavior of day-of-the-week (DOW) effect on the …
[PDF][PDF] Weather, Mood and Stock Market Returns in Argentina
The paper examines the relationship between weather and stock market returns in the
Argentina's stock market using daily data from 2001 to 2014 and regression models. The …
Argentina's stock market using daily data from 2001 to 2014 and regression models. The …
Calendar Effect Anomalies and Stock Returns Volatility in African Markets: Evidence From Ghana and Nairobi Stock Exchanges
JM Gbeda - 2016 - ir.ucc.edu.gh
his study examines calendar effect anomalies, particularly Day-of-the Week effect and Month-
of-the-Year effect and stock returns volatility in Ghana Stock Exchange (GSE) and Nairobi …
of-the-Year effect and stock returns volatility in Ghana Stock Exchange (GSE) and Nairobi …