[PDF] Day Of The Week Effect In The Central And Eastern European Transition Stock Markets And Higher Moments Of Security Returns - eBooks Review

Day Of The Week Effect In The Central And Eastern European Transition Stock Markets And Higher Moments Of Security Returns


Day Of The Week Effect In The Central And Eastern European Transition Stock Markets And Higher Moments Of Security Returns
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Day Of The Week Effect In The Central And Eastern European Transition Stock Markets And Higher Moments Of Security Returns


Day Of The Week Effect In The Central And Eastern European Transition Stock Markets And Higher Moments Of Security Returns
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Author : Katerina Lyroudi
language : en
Publisher:
Release Date : 2008

Day Of The Week Effect In The Central And Eastern European Transition Stock Markets And Higher Moments Of Security Returns written by Katerina Lyroudi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.


Our study examines the presence of the day-of-the-week effect anomaly in the Central and Eastern European stock markets. We consider the Romanian, Hungarian, Latvian, Czech, Russian, Slovakian, Slovenian and Polish stock markets during the period September 22, 1997 to March 29, 2002. Our results indicated that the Czech and Romanian markets have significant negative returns on Monday, while the Slovenian market has significant positive returns on Wednesday and has non-significant negative returns on Fridays. The Polish and Slovakian markets have no day-of-the week effect anomaly. We applied the GARCH -M (1,1) model to test whether the day-of-the-week effect is influenced by the stock market risk.



The Day Of The Week Effect In The Central European Transition Stock Markets


The Day Of The Week Effect In The Central European Transition Stock Markets
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Author : Plamen Patev
language : en
Publisher:
Release Date : 2004

The Day Of The Week Effect In The Central European Transition Stock Markets written by Plamen Patev and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with categories.


The study examines the presence of the day-of-the-week effect anomaly in the Central European stock markets. We consider the Romanian, Hungarian, Latvian, Czech, Russian, Slovak, Slovenian and Polish stock markets during the period September 22, 1997 to March 29, 2002. Our results indicated that the Czech and Romanian markets have significant negative Monday returns while the Slovenian market has significant positive Wednesday returns and has non-significant negative returns on Fridays. The Polish and Slovak markets have no day-of-the week effect anomaly. We applied the GARCH -M (1,1) model to test whether the day-of-the-week effect is influenced by the stock market risk.



An Empirical Analysis Of Calendar Anomalies In Stock Returns Evidence From India


An Empirical Analysis Of Calendar Anomalies In Stock Returns Evidence From India
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Author : Dr. Sitaram Pandey
language : en
Publisher: Book Rivers
Release Date : 2022-03-09

An Empirical Analysis Of Calendar Anomalies In Stock Returns Evidence From India written by Dr. Sitaram Pandey and has been published by Book Rivers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-03-09 with Antiques & Collectibles categories.




Day Of The Week Effect In High Moments


Day Of The Week Effect In High Moments
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Author : Dan Galai
language : en
Publisher:
Release Date : 2005

Day Of The Week Effect In High Moments written by Dan Galai and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with categories.


Evidence from equity markets worldwide indicates that the Day-of-the-Week anomaly appears to fade from the first moment of the distribution of daily returns. We report highly significant pair-wise weekend effects in high moments when comparing the first and last trading days of the week. The second moment alone appears to distinguish the return distribution of the first trading day from all others. A probable explanation of the phenomena appears to be information dissemination: corporate announcements released after closing of the last trading day of the week spill-over to the opening of the first trading day, increasing its variability and carrying the closing sign.



Efficiency And Anomalies In Stock Markets


Efficiency And Anomalies In Stock Markets
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Author : Wing-Keung Wong
language : en
Publisher: Mdpi AG
Release Date : 2022-02-17

Efficiency And Anomalies In Stock Markets written by Wing-Keung Wong and has been published by Mdpi AG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-02-17 with Business & Economics categories.


The Efficient Market Hypothesis believes that it is impossible for an investor to outperform the market because all available information is already built into stock prices. However, some anomalies could persist in stock markets while some other anomalies could appear, disappear and re-appear again without any warning. A Special Issue on "Efficiency and Anomalies in Stock Markets" will be devoted to advancements in the theoretical development of market efficiency and anomaly in the Stock Market, as well as applications in Stock Market efficiency and anomalies.



A Monthly Effect In Stock Returns


A Monthly Effect In Stock Returns
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Author : Robert A. Ariel
language : en
Publisher: Palala Press
Release Date : 2018-03-03

A Monthly Effect In Stock Returns written by Robert A. Ariel and has been published by Palala Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-03-03 with History categories.


This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work was reproduced from the original artifact, and remains as true to the original work as possible. Therefore, you will see the original copyright references, library stamps (as most of these works have been housed in our most important libraries around the world), and other notations in the work. This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. As a reproduction of a historical artifact, this work may contain missing or blurred pages, poor pictures, errant marks, etc. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.



Global Waves Of Debt


Global Waves Of Debt
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Author : M. Ayhan Kose
language : en
Publisher: World Bank Publications
Release Date : 2021-03-03

Global Waves Of Debt written by M. Ayhan Kose and has been published by World Bank Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-03-03 with Business & Economics categories.


The global economy has experienced four waves of rapid debt accumulation over the past 50 years. The first three debt waves ended with financial crises in many emerging market and developing economies. During the current wave, which started in 2010, the increase in debt in these economies has already been larger, faster, and broader-based than in the previous three waves. Current low interest rates mitigate some of the risks associated with high debt. However, emerging market and developing economies are also confronted by weak growth prospects, mounting vulnerabilities, and elevated global risks. A menu of policy options is available to reduce the likelihood that the current debt wave will end in crisis and, if crises do take place, will alleviate their impact.



Bulletin Of The Atomic Scientists


Bulletin Of The Atomic Scientists
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Author :
language : en
Publisher:
Release Date : 1970-06

Bulletin Of The Atomic Scientists written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1970-06 with categories.


The Bulletin of the Atomic Scientists is the premier public resource on scientific and technological developments that impact global security. Founded by Manhattan Project Scientists, the Bulletin's iconic "Doomsday Clock" stimulates solutions for a safer world.



Bulletin Of The Atomic Scientists


Bulletin Of The Atomic Scientists
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Author :
language : en
Publisher:
Release Date : 1994-01

Bulletin Of The Atomic Scientists written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994-01 with categories.


The Bulletin of the Atomic Scientists is the premier public resource on scientific and technological developments that impact global security. Founded by Manhattan Project Scientists, the Bulletin's iconic "Doomsday Clock" stimulates solutions for a safer world.



Global Trends 2040


Global Trends 2040
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Author : National Intelligence Council
language : en
Publisher: Cosimo Reports
Release Date : 2021-03

Global Trends 2040 written by National Intelligence Council and has been published by Cosimo Reports this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-03 with categories.


"The ongoing COVID-19 pandemic marks the most significant, singular global disruption since World War II, with health, economic, political, and security implications that will ripple for years to come." -Global Trends 2040 (2021) Global Trends 2040-A More Contested World (2021), released by the US National Intelligence Council, is the latest report in its series of reports starting in 1997 about megatrends and the world's future. This report, strongly influenced by the COVID-19 pandemic, paints a bleak picture of the future and describes a contested, fragmented and turbulent world. It specifically discusses the four main trends that will shape tomorrow's world: - Demographics-by 2040, 1.4 billion people will be added mostly in Africa and South Asia. - Economics-increased government debt and concentrated economic power will escalate problems for the poor and middleclass. - Climate-a hotter world will increase water, food, and health insecurity. - Technology-the emergence of new technologies could both solve and cause problems for human life. Students of trends, policymakers, entrepreneurs, academics, journalists and anyone eager for a glimpse into the next decades, will find this report, with colored graphs, essential reading.