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 …

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 …

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 …

[PDF][PDF] Weather, Mood and Stock Market Returns in Argentina

BA Karim, MHM Shukri, STC Yuin - Accounting and Finance …, 2018 - researchgate.net
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 …

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 …