Is the era of the day-of-the-week anomaly over

2021 ◽  
Vol 12 (2) ◽  
pp. 118
Author(s):  
Ngan Duong Cao ◽  
Vu Quang Trinh ◽  
Thanh Quoc Nguyen
Keyword(s):  
Day Of The Week

Admission day of the week impacts GI length of stay and charges

2001 ◽  
Vol 120 (5) ◽  
pp. A403-A404
Author(s):  
J HARRISON ◽  
J ROTH ◽  
R COHEN
Keyword(s):  
Length Of Stay ◽  
Day Of The Week

Impact That Day of the Week has on Length of Stay for Video-assisted Lobectomy

2020 ◽  
Author(s):  
Stevan S. Pupovac ◽  
Paul C. Lee ◽  
Julissa Jurado ◽  
Kevin Hyman ◽  
Larry Glassman ◽  
...  
Keyword(s):  
Length Of Stay ◽  
Video Assisted ◽  
Day Of The Week

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

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.

Seasonalities in Stock Markets: The Day of the Week Effect

2007 ◽  
Author(s):  
George Drogalas ◽  
Athianos Stergios ◽  
George Bakas ◽  
Elekidis George
Keyword(s):  
Stock Markets ◽  
Day Of The Week

Intraday Stock Returns Patterns Revisited. A Day of the Week and Market Trend Approach

2020 ◽  
Author(s):  
Constantina Kottaridi ◽  
Emmanouil Skarmeas ◽  
Vasileios Pappas
Keyword(s):  
Stock Returns ◽  
Day Of The Week
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