An intelligent short term stock trading fuzzy system for assisting investors in portfolio management

K Chourmouziadis, PD Chatzoglou - Expert Systems with Applications, 2016 - Elsevier
Financial markets are complex systems influenced by many interrelated economic, political
and psychological factors and characterised by inherent nonlinearities. Recently, there have …

Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets

F Guidi, R Gupta, S Maheshwari - Journal of Emerging …, 2011 - journals.sagepub.com
In this article we test the weak form of the efficient market hypothesis for Central and Eastern
Europe (CEE) equity markets for the period 1999–2009. To test weak-form efficiency in the …

[PDF][PDF] Istanbul Menkul Kiymetler Borsasinda Mevsimsel Anomaliler/seasonal anomalies in Istanbul stock exchange

Z Abdioglu, N Degirmenci - Business and Economics Research …, 2013 - researchgate.net
Etkin piyasa hipotezine göre, yatırımcılar piyasadaki tüm mevcut bilgiyi aynı şekilde
algılamaktadır ve hiçbir yatırımcının diğerlerinden daha fazla kar elde etmesi mümkün …

Day of the week effect and stock returns:(Evidence from Karachi stock exchange-Pakistan)

F Hussain, K Hamid, RS Imdad Akash… - Far East Journal of …, 2011 - papers.ssrn.com
Day of the week effect study is focused as a stock market anomaly on the equity market
practices in Pakistan. The modus-operandi applicable in this research consists of daily stock …

Embedding four medium-term technical indicators to an intelligent stock trading fuzzy system for predicting: a portfolio management approach

K Chourmouziadis, DK Chourmouziadou… - Computational …, 2021 - Springer
This paper utilizes a small number of coherent trend-following technical indicators with
similar characteristics, but constructed with a different philosophy, in order to predict the …

[PDF][PDF] Calendar anomalies in emerging Balkan equity markets

AG Georgantopoulos, D Kenourgios… - … Economics and Finance …, 2011 - Citeseer
This paper investigates calendar anomalies for four emerging stock markets (Romania,
Bulgaria, Croatia and Turkey) and their mature counterpart in the Balkan region (Greece) …

An examination of the calendar anomalies in the Romanian stock market

DE Diaconasu, S Mehdian, O Stoica - Procedia Economics and Finance, 2012 - Elsevier
The main objective of this paper is to investigate the presence of the-day-of-the week and
the-month-of-the-year effects in the Romanian equity market, using Bucharest Stock …

[PDF][PDF] Literature Review on the Hellenic Auditing and Accounting Environment before, during and after the Crisis Period

Y Yiannoulis - Universal Journal of Accounting and Finance, 2019 - academia.edu
The purpose of this paper is to examine the literature regarding the accounting and auditing
environment in Hellas; Hellas is a natural experiment in the sense that has characteristics …

Küresel finansal kriz sürecinde BIST 100 Endeksi'nde haftanin günleri etkisinin analizi

ÖGF Konak, S Kendirli - … İktisadi ve İdari Bilimler Fakültesi Dergisi, 2014 - dergipark.org.tr
Bu çalışmada, Küresel Finansal Kriz öncesinde ve sonrasında “Haftanın Günleri Etkisi'nin”
varlığı BİST 100 Endeksi'nde araştırılmıştır. Bu amaç doğrultusunda GARCH (1, 1) modeli …

[PDF][PDF] Day-of-the-week effect on returns and conditional volatility: Empirical evidence from Sudanese stock market

S Abdalla - Middle Eastern Finance and Economics, 2012 - academia.edu
This paper investigates the day of the week effect anomaly on stock market returns and the
conditional volatility of the Khartoum stock exchange (KSE) from Sudan over the period of …