Emotions and stock market anomalies: A systematic review

JW Goodell, S Kumar, P Rao, S Verma - Journal of Behavioral and …, 2023 - Elsevier
While it is known that emotions affect financial markets, there has been little collective
examination of the literature in terms of identifying, for instance, which emotions, under what …

Calendar anomalies in the stock markets: conventional vs Islamic stock indices

MB Hasan, MK Hassan, MM Rashid, MS Ali… - Managerial …, 2022 - emerald.com
Purpose In this study, the authors evaluate seven calendar anomalies'–the day of the week,
weekend, the month of the year, January, the turn of the month (TOM), Ramadan and Eid …

Ramadan effect on stock market return and trade volume: Evidence from Dhaka Stock Exchange (DSE)

MH Hassan, MS Kayser - Cogent Economics & Finance, 2019 - Taylor & Francis
A predictable pattern of stock market return is the violation of the efficient market hypothesis
(EMH). It is well studied and evident in financial literature that stock markets around the …

Psychological factors on irrational financial decision making: Case of day‐of‐the week anomaly

R Khresna Brahmana, CW Hooy, Z Ahmad - Humanomics, 2012 - emerald.com
Purpose–This research aims to explore and explain the determinants of irrational financial
decision making, especially the day‐of‐the week anomaly, by using psychological …

[PDF][PDF] Pengujian anomali pasar: Day of the week effect pada saham lq-45 di Bursa Efek Indonesia

MM Trisnadi, P Sedana, I Bagus - 2016 - download.garuda.kemdikbud.go.id
ABSTRAK Day of The Week Effect, yaitu suatu anomali yang menyebabkan return antar hari
berbeda adalah salah satu anomali pasar yang melanggar konsep pasar modal efisien …

[PDF][PDF] An empirical investigation of the day-of-the-week effect on stock returns and volatility: Evidence from Muscat Securities Market

MK Al-JafarI - International Journal of Economics and Finance, 2012 - epe.lac-bac.gc.ca
This paper investigates the anomalous phenomenon of the day-of-the-week effect on
Muscat securities market. The study uses a sample that covers the period from 1 December …

Can adaptive market hypothesis explain the existence of seasonal anomalies? Evidence from Dhaka stock exchange, Bangladesh

T Akhter, O Yong - Contemporary Economics, 2021 - papers.ssrn.com
This paper examines the behavior of seasonal anomalies in Dhaka Stock Exchange (DSE)
of Bangladesh and whether the time varying nature of the anomalies is in line with Adaptive …

[PDF][PDF] Does the efficient market theory in the weak form exist? Evidence From Indonesia

B Hadianto, H Hendrik, T Yuwana - Jurnal Manajemen Indonesia, 2021 - academia.edu
In the weak-form market efficiency theory, investors cannot predict the movement of all
prices because of randomness. This circumstance happens because of a quick market …

BİST 100'de haftanın günü anomalisi: Ekonometrik bir analiz

A Arı, Ö Yüksel - Finans Politik ve Ekonomik Yorumlar, 2017 - dergipark.org.tr
Etkin Piyasa Hipotezi menkul kıymet pazarlarında oluşan fiyatların tahmin edilemeyeceğini
dolayısıyla pazar getirisinin üzerinde aşırı kazanç elde edilemeyeceğini iddia eder. Yapılan …

Fenomena Anomali Pasar di Bursa Efek Indonesia dan Bursa Efek Singapura

I Khoidah, A Wijayanto - Management Analysis Journal, 2017 - journal.unnes.ac.id
Ada tiga macam bentuk teori pasar efisien, salah satunya adalah pasar efisien bentuk
lemah dimana investor tidak dapat menggunakan informasi masa lalu untuk memprediksi …