Wednesdays obtain herd immunity? Examining the effect of the day of the week on the NSE sectoral market during COVID-19

The new coronavirus infection has posed a major public health challenge around the world, but new data on the disease raises more questions than answers. The lack of optimal therapy is a significant problem. The article examines the molecular mechanisms of SARS-CoV-2 infection and the pathogenesis of COVID-19, special attention is paid to features of pathological processes and immune responses in children. COVID-19 leads to a wide diversity of negative outcomes, many of which can persist for at least months. Many of the consequences have yet to be identified. SARS-CoV-2 may provoke autoimmune reactions. Reinfection, herd immunity, vaccines and other prevention measures are also discussed in this review.

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TRIAL OF SIMPLIFIED PNEUMOCOCCAL VACCINATION IN VIETNAM II: THE HERD IMMUNITY APPROACH

10.26226/morressier.5731f0d2d462b8029238031b ◽

2016 ◽

Author(s):

Uyen Y Doan

Keyword(s):

Herd Immunity ◽

Pneumococcal Vaccination

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Investigation of Timing Anomalies in the Russian Stock Market in the Post-Crisis Period

Economics taxes & law ◽

10.26794/1999-849x-2019-12-3-37-47 ◽

2019 ◽

Vol 12 (3) ◽

pp. 37-47

Author(s):

I. Ya. Lukasevich

Keyword(s):

Stock Market ◽

Information Technologies ◽

Real Data ◽

Weak Form ◽

Fair Value ◽

Presidential Decree ◽

Day Of The Week ◽

Russian Stock Market ◽

Economic Growth Rates ◽

Global And Local

The implementation of the May presidential decree aimed at Russia’s joining the top five global economies and achieving economic growth rates above the world’s average while maintaining macroeconomic stability requires a highly developed and efficient stock market ensuring the accumulation of capital and its deployment in the most promising and productive sectors of the economy.The subject of the research is timing anomalies in the Russian stock market in 2012–2018. The relevance of the research is due to the information inefficiency of the Russian stock market and its imperfections leading to significant price deviations from the «fair» value of assets and depriving investors of the opportunity to form various strategies for deriving additional revenues not related to fundamental economic factors and objective processes occurring in the global and local economies and the economy of an individual business entity. Based on the trend analysis of the Broad Market USD Index (RUBMI), the paper demonstrates a methodology for simulating the analysis of price anomalies on large arrays of real data using statistical data processing methods and modern information technologies. The paper concludes that though the Russian stock market lacks even the weak form of efficiency, such well-known timing anomalies as the “day-of-the-week” effect and the “month” effect have not been observed in the recent years. Therefore, investors could not use these anomalies to derive regular revenues above the market average.

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