Sažetak This study employs a quantile auto-regression approach in order to examine the
market efficiency of the Croatian stock market using daily CROBEX returns in the period of …

The increasing growth of soccer economy is delivering new challenges for prospective
investors in terms of stock price volatility. Such challenges are rooted in behavioral finance …

This study conducts a meta-analysis on the day-of-the-week effect to shed more light on the
replication crisis of this stock market anomaly. The findings confirm that Mondays and …

The presence of the weekday effects of 10 emerging CEE stock markets is explored.
Simultaneously, the cross-sectional dependence between daily returns of national stocks is …

Purpose: The goal of the study was to find out if Brazilian stock markets had any notable
calendar abnormalities. The study's goal was to determine whether volatility clustering exists …

In this research, we present a new approach for analysis of the intensity of trading on the
Ukrainian stock market. In order to model the operations throughout the day, the non …

The efficient market hypothesis (EMH) has served as the central theory in modern finance for
more than half a century. The Monday effect, in which returns and trading volumes on …

The study examines the day of the week effect on average stock returns and compares the
daily price volatilities in emerging and frontier markets in Africa. The study focuses on eight …

One of the latest trends in the development of economic thinking is the field of behavioral
finance, which brought the human model as close to reality as possible, thus showing its …

Una dintre cele mai recente tendințe în dezvoltarea gândirii economice este domeniul
finanțelor comportamentale, care a adus modelul uman cât mai aproape de realitate …