scholarly journals Day of the week effect and Baltic stock exchanges

2018 ◽  
Vol 4 (2) ◽  
pp. 31-41
Author(s):  
Arvydas Jadevicius
Keyword(s):  
Stock Exchanges ◽  
Day Of The Week

Analyzing the Existence of the Day of the Week Effect in Selected Emerging Country Stock Exchanges

2014 ◽  
Vol 1 (2) ◽  
pp. 33-43
Author(s):  
Murat Çinko ◽  
Emin Avci ◽  
Aslı Aybars ◽  
Mehtap Öner
Keyword(s):  
South Africa ◽  
Stock Markets ◽  
Stock Exchanges ◽  
Emerging Stock Markets ◽  
Emerging Country ◽  
Day Of The Week ◽  
Calendar Anomalies ◽  
Observation Period

Calendar anomalies, specifically Day of the Week (DoW) effect, have attracted considerable attention by academicians and practitioners during the last decades. This study investigates the existence of DoW effect in 13 emerging stock markets by utilizing an observation period of 12 years. Whereas the findings of the study reveal the presence of negative Monday effects for Indonesia, Malaysia, and Thailand; positive Monday returns are found in South Africa contrary to expectations. Furthermore; positive Friday returns are observed in 9 of the markets belonging to Argentina, Brazil, Bulgaria, Indonesia, Malaysia, Romania, Thailand, Tunisia, and Turkey. Additional results document the presence of positive Wednesday and Thursday returns for most of the markets analyzed.

scholarly journals The Occurrence of the Day-of-the-Week Effects on Polish and Major World Stock Markets

2014 ◽  
Vol 37 (1) ◽  
pp. 71-88
Author(s):  
Paweł Jamróz ◽  
Grzegorz Koronkiewicz
Keyword(s):  
Time Series ◽  
Stock Exchange ◽  
Return Time ◽  
Stock Exchanges ◽  
Limited Evidence ◽  
Monday Effect ◽  
Common Effect ◽  
Warsaw Stock Exchange ◽  
The Subject ◽  
Day Of The Week

Abstract The aim of this paper is to analyze the occurrence of the so called day of the week effects in market return time series from the period of January 2003 to September 2013 (and additionally January 1999 to December 2002). The study focuses on four indices of the Warsaw Stock Exchange (WIG, WIG20, mWIG40 and sWIG80) and additionally five indices of major world stock exchanges (NIKKEI 225, DAX, CAC40, S&P 500, and IBEX). The main data sample was divided into three subperiods in order to determine whether or not the intensity of day of the week anomalies is constant in time. The study revealed a substantial number of the day of the week anomalies in earliest subperiods and very limited evidence of those effects in later ones, giving rise to the conclusion that the intensity of the day of the week anomalies is diminishing with time. The most common effect identified on the WSE was a positive Friday effect. The Monday effect often described in early literature on the subject matter seems to currently occur very rarely. The study also indicates that the day of the week effects were more persistent among stocks with smaller market capitalization on the WSE.

The day of the week effects in stock markets of countries with predominantly Muslim populations

2020 ◽  
Vol 13 (2) ◽  
pp. 195-218
Author(s):  
Bengü Yardımcı ◽  
Sabri Erdem
Keyword(s):  
Stock Markets ◽  
Arab Countries ◽  
Stock Exchanges ◽  
Muslim Country ◽  
Geographic Proximity ◽  
Muslim Population ◽  
Content Type ◽  
Factors Affecting ◽  
Day Of The Week ◽  
Descriptive Statistical Analysis

Purpose The purpose of this paper is to investigate the day of the week (DoW) effect in stock markets of 19 countries with a predominantly Muslim population over the world. Design/methodology/approach The empirical research was conducted by using the descriptive statistical analysis and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) method in 19 stock markets for the past decade. Findings The findings in this paper present the evidence of the DoW effect in the majority of the stock markets analyzed. The findings were also consistent with the results of some previous studies regarding the DoW effect in various countries but some were found to be surprisingly different. Research limitations/implications This study puts forward the view that investors may consider DoW diversities for their investment decisions regarding the countries with predominantly Muslim population. The authors conclude that additional factors affecting Islamic countries’ stock markets such as geographic proximity, trading days, market capitalization and ethnicity should be considered as well. Originality/value Researchers have shown an increased interest in calendar anomalies in stock exchanges of some individual Arab countries. This study contributes to the literature by examining Muslim country stock markets collectively.

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

The Impact of Exchange Rate on Indian Stock Exchanges like BSE & NSE

2012 ◽  
Vol 2 (10) ◽  
pp. 1-2
Author(s):  
Divyang Patel ◽  
◽  
Nikita Kagalwala
Keyword(s):  
Exchange Rate ◽  
Stock Exchanges ◽  
The Impact
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