This article examines the Day of the Week Effect for the main stock markets in Latin America
in Argentina, Brazil, Chile, Colombia, Mexico, and Peru, during the period, 1993-2007. I …

Purpose The purpose of this paper is to ascertain the monthly seasonality in the Indian stock
market after taking into consideration the market features of leptokurtosis, volatility clustering …

The presence of seasonal effects in monthly returns has been reported in several developed
and emerging stock markets. The objective of this study is to explore the interplay between …

This study examines the existence of day-of. the~ week effect and lU)'IllJUetTical market
behavior in the Bomba) Stock Exchange (BSE) OtIer the pTe~ 9! 11 and post· 91I I sub …

This study investigates the presence of the day-of-the-week effect on the return and return
volatility of the BIST (Borsa Istanbul) stock indexes, those of the BIST-100, the BIST …

El objetivo de este artículo es determinar la existencia del''efecto día de semana''en las
bolsas de valores de seis países latinoamericanos, Brasil, Chile, Colombia, México …

As literature shows, market anomalies in their various forms exist in different markets around
the globe. Evidence of seasonality of returns in any form, whether based on time period such …

Market anomalies hint at inefficiency of stock markets. The research on the root cause of
market anomalies points from time to time towards investor behaviour. The paper contributes …

The purpose of this study is to investigate the impact of five various calendar effects on the
Amman Stock Exchange (ASE) for the period January 2012 to December 2017. These …

The researcher carried out this study to measure effect of festivals on the return of selected
stock indices of Indian stock market. The researcher took the closing price of two indices ie …