Academic researchers have spent considerable effort attempting to document and, with
limited success, to explain the tendency for asset returns to be negative on Monday. In …

This study examines seasonality in the conditional and unconditional mean and variance of
daily gold and silver contracts over the 1982–2002 periods. Using COMEX cash and futures …

This study examines the weekend effect in gold returns during bull and bear markets over
the period 1975 through 2011. It shows that gold returns from close on Friday to close on …

This study investigates the day of the week effect on gold and silver, return and volatility, for
Istanbul Gold Exchange (IGE) through the period August 2008 and December 2011 using …

This paper investigates the announcement effect explanation of the weekday anomaly. In
contrast to previous studies that examine mean index returns by weekday, this paper …

The commodity market has been becoming one of the most popular segments of the
financial markets among individual and institutional investors in recent years. Similarly to the …

Bu araştırmada 2006-2011 dönemi VOB-İMKB 30 ve VOBTL/Dolar Vadeli İşlem Sözleşme
verileri kullanılarak, GARCH etkisinin varlığı, risk-getiri etkileşimi ve vadeli işlem …

Рынок ценных бумаг является необходимым атрибутом развитой экономики. Для
компаний фондовый рынок предоставляет возможность привлекать капитал путем …

The paper studies the efficiency of the Indian equity and futures markets by applying
statistical techniques to returns and volatility during trading and nontrading hours. Returns …

This study examines the weekend effect in gold returns during bull, bear, and flat markets
over the 32 year period 1978 through 2009. It shows that gold returns on the weekend are …