Essays about: "Day-of-the-week effect"

Showing result 1 - 5 of 15 essays containing the words Day-of-the-week effect.

1. 1. "Den 25:e smäller det!" Payday Arbitrage in Swedish Consumer Market Behavior

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Marwan Al-Bardaji; Alexander Wikström; [2023]
   Keywords : Payday effect; Behavioral household finance; Time preference; Payday arbitrage; Household liquidity;

   Abstract : This thesis investigates the impact of the Swedish salary disbursement schedule on consumer behavior, particularly on the 25th of each month, a notable payday for most employees in Sweden. The study examines whether the anticipation of a monthly salary influences consumer decisions and spending patterns, potentially leading to payday-related arbitrage opportunities in Swedish marketplaces. READ MORE

3. 2. Cryptocurrency Market Anomalies: The Day-of-the-week Effect : A study on the existence of the Day-of-the-week effect in cryptocurrencies and crypto portfolios.

   University essay from Jönköping University/IHH, Nationalekonomi

   Author : Robin Hinny; Dorottya Kata Szabó; [2022]
   Keywords : Cryptocurrency; Day-of-the-week Effect; Cryptocurrency portfolios; Efficient Market Hypothesis; Bitcoin; Market Anomaly; Rolling regressions; The Markowitz model;

   Abstract : This research paper studies the Day-of-the-week effect in the cryptocurrency market. Using multiple regression, we analyze the effect using 12 counterfactual optimized portfolios of the cryptocurrencies, as well as the 10 cryptocurrencies alone. READ MORE

4. 3. The day-of-the-week effect in Swedish stock returns

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Isabelle Sandahl; [2019]
   Keywords : the day-of-the-week effect; the efficient market hypothesis; stock market anomalies; size effect; Business and Economics;

   Abstract : One implication of the Efficient Market Hypothesis (EMH) is that it is not possible to consistently and over time create abnormal returns without taking on additional risk. However, the hypothesis has become one of the most debated theories in financial economics. READ MORE

5. 4. Trading Opportunities You Missed on the Swedish Equity Market : An Analysis of the Persistence of Calendar Anomalies

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Markus Halldestam; Katarina Karlsson; [2018]
   Keywords : Calendar anomalies; Seasonal anomalies; Abnormal return; Sweden; Equity market; Day of the week; Monday effect; Weekend effect; Turn of the year; January effect; Turn of the month; Holiday effect; Holiday effect abroad;

   Abstract : This Study uses a period between 1939-2017 to analyse calendar anomalies on the Swedish equity market. We test whether calendar anomalies’ return deviates from the return of ordinary trading days. READ MORE

6. 5. Stock Market Anomalies: The Day-Of-The-Week-Effect : An empirical study on the Swedish Stock Market: A GARCH Model Analysis

   University essay from Högskolan i Jönköping/IHH, Företagsekonomi

   Author : Alexander Abrahamsson; Simon Creutz; [2018]
   Keywords : Day-of-the-week-effect; GARCH; Stock Market Anomalies;

   Abstract : Background: The day-of-the-week effect has been a widely studied field ever since the concept was introduced in the early 1970s. Historically, negative returns on Mondays have been the most common finding. In line with improved market efficiency, researchers have started to question the existence of this anomaly. READ MORE