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Day-of-the-Week-Effects in West African Regional Stock Market
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/fut.3990070207openalex-snapshot
An investigation into seasonality in the futures market
inferredcites →https://doi.org/10.1007/bf02296426openalex-snapshot
The day-of-the-week effects in less-developed countries' markets: The case of Bangladesh
inferredcites →https://doi.org/10.1007/bf02744521openalex-snapshot
The day of the week effect on stock market volatility
inferredcites →https://doi.org/10.1016/0022-1996(88)90025-6openalex-snapshot
The statistical properties of daily foreign exchange rates: 1974–1983
inferredcites →https://doi.org/10.1016/0261-5606(94)90026-4openalex-snapshot
Anomalies or illusions? Evidence from stock markets in eighteen countries
inferredcites →https://doi.org/10.1016/0304-405x(78)90023-5openalex-snapshot
Journal of business finance and accounting
inferredcites →https://doi.org/10.1016/0304-405x(80)90021-5openalex-snapshot
Stock returns and the weekend effect
inferredcites →https://doi.org/10.1016/0304-405x(83)90044-2openalex-snapshot
Stock market seasonality
inferredcites →https://doi.org/10.1016/0304-405x(87)90026-2openalex-snapshot
Expected stock returns and volatility
inferredcites →https://doi.org/10.1016/0378-4266(90)90059-bopenalex-snapshot
Day-of-the-week effect on the Paris Bourse
inferredcites →https://doi.org/10.1016/0378-4266(95)00054-2openalex-snapshot
The day-of-the-week effect: The international evidence
inferredcites →https://doi.org/10.1016/s1058-3300(03)00038-7openalex-snapshot
The day of the week effect on stock market volatility and volume: International evidence
inferredcites →https://doi.org/10.1080/01621459.1968.11009311openalex-snapshot
Some Properties of Symmetric Stable Distributions
inferredcites →https://doi.org/10.1080/07350015.1995.10524575openalex-snapshot
A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada
inferredcites →https://doi.org/10.1080/09603100110052172openalex-snapshot
The anomalies that aren't there: the weekend, January and pre-holiday effects on the all gold index on the Johannesburg Stock Exchange 1987-1997
inferredcites →https://doi.org/10.1080/13504850150504504openalex-snapshot
Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects
inferredcites →https://doi.org/10.1080/135048595357465openalex-snapshot
Day of the week effects: new evidence from an emerging stock market
inferredcites →https://doi.org/10.1086/296147openalex-snapshot
Day of the Week Effects and Asset Returns
inferredcites →https://doi.org/10.1086/296451openalex-snapshot
Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts
inferredcites →https://doi.org/10.1093/rfs/1.1.3openalex-snapshot
A Theory of Intraday Patterns: Volume and Price Variability
inferredcites →https://doi.org/10.1093/rfs/3.2.281openalex-snapshot
Correlations in Price Changes and Volatility across International Stock Markets
inferredcites →https://doi.org/10.1111/1468-5957.00404openalex-snapshot
The Reversal of the Monday Effect: New Evidence from US Equity Markets
inferredcites →https://doi.org/10.1111/j.1468-5957.1994.tb00318.xopenalex-snapshot
STATISTICAL PROPERTIES OF DAILY RETURNS: EVIDENCE FROM EUROPEAN STOCK MARKETS
inferredcites →https://doi.org/10.1111/j.1468-5957.1994.tb00351.xopenalex-snapshot
THE DAY‐OF‐THE‐WEEK ANOMALY: THE TORONTO STOCK EXCHANGE EXPERIENCE
inferredcites →https://doi.org/10.1111/j.1475-6803.1993.tb00152.xopenalex-snapshot
MEAN AND VOLATILITY SPILLOVERS ACROSS MAJOR NATIONAL STOCK MARKETS: FURTHER EMPIRICAL EVIDENCE
inferredcites →https://doi.org/10.1111/j.1540-6261.1982.tb02231.xopenalex-snapshot
Weekend Effects on Stock Returns: A Note
inferredcites →https://doi.org/10.1111/j.1540-6261.1984.tb03675.xopenalex-snapshot
A Further Investigation of the Weekend Effect in Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1984.tb04927.xopenalex-snapshot
New Findings Regarding Day-of-the-Week Returns over Trading and Non-Trading Periods: A Note
inferredcites →https://doi.org/10.1111/j.1540-6261.1985.tb04966.xopenalex-snapshot
The Week-End Effect in Common Stock Returns: The International Evidence
inferredcites →https://doi.org/10.1111/j.1540-6261.1988.tb03948.xopenalex-snapshot
From T‐Bills to Common Stocks: Investigating the Generality of Intra‐Week Return Seasonality
inferredcites →https://doi.org/10.1257/089533003321164958openalex-snapshot
The Efficient Market Hypothesis and Its Critics
inferredcites →https://doi.org/10.2307/1912773openalex-snapshot
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
inferredcites →https://doi.org/10.2307/1992266openalex-snapshot
Estimates of the Variance of U. S. Inflation Based upon the ARCH Model: Comment
inferredcites →https://doi.org/10.2307/1992480openalex-snapshot
Estimates of the Variance of U. S. Inflation Based upon the ARCH Model
inferredcites →https://doi.org/10.2307/2328469openalex-snapshot
From T-Bills to Common Stocks: Investigating the Generality of Intra-Week Return Seasonality
inferredcites →https://doi.org/10.2307/2330958openalex-snapshot
Seasonal and Size Anomalies in the Japanese Stock Market
inferredcites →https://doi.org/10.2307/2331162openalex-snapshot
International Evidence on the Robustness of the Day-of-the-Week Effect
inferredcites →https://doi.org/10.2307/2938260openalex-snapshot
Conditional Heteroskedasticity in Asset Returns: A New Approach
inferredcites →https://doi.org/10.2469/faj.v29.n6.67openalex-snapshot
The Behavior of Stock Prices on Fridays and Mondays
inferredcites →https://doi.org/10.3386/w3742openalex-snapshot
No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.2233520openalex-extracted
Nowhere Left to Hide? Stock Market Correlation, Regional Diversification, and the Case for Investing in Africa
inferred← citeshttps://doi.org/10.1007/s12197-017-9409-7openalex-snapshot
Day of the week effect and stock market volatility in Ghana and Nairobi stock exchanges
inferred← citeshttps://doi.org/10.1007/s40622-014-0050-4openalex-snapshot
Settlement cycle and day of the week anomaly: empirical evidence from Indian stock market
inferred← citeshttps://doi.org/10.1080/1540496x.2016.1178111openalex-snapshot
Feedback Trading and Autocorrelation Patterns in Sub-Saharan African Equity Markets
inferred← citeshttps://doi.org/10.1080/23311975.2016.1147111openalex-snapshot
Day-of-the-week effect on the Tunisian stock market return and volatility
inferred← citeshttps://doi.org/10.1353/jda.2017.0088openalex-snapshot
Market efficiency of african stock markets: A Meta-Analysis
inferred← citeshttps://doi.org/10.1504/ijbaf.2015.072405openalex-snapshot
Calendar anomalies: a survey of the literature
inferred← citeshttps://doi.org/10.18488/journal.1007/2019.9.2/1007.2.38.45openalex-snapshot
Seasonal Anomalies: Empirical Evidence from Regional Stock Exchange Ivory Coast Securities
inferred← citeshttps://doi.org/10.19030/iber.v12i10.8128openalex-snapshot
Changing Patterns In The Day-Of-The-Week Effects In African Stock Markets
inferred← citeshttps://doi.org/10.70675/bbf97ebez0110z4c39z8841z3a1c0ae9476bopenalex-snapshot
The applications of Blockchain to Market Finance
inferred← citeshttps://doi.org/10.7190/shu-thesis-00226openalex-snapshot
Stochastic Modelling of the Banking Sector of the Nigerian Stock Market
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