Market anomalies and data persistence: The case of the day-of-the-week effect
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Centre of Sociological Research, Szczecin
2019-09-01
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| Series: | Journal of International Studies |
| Subjects: | |
| Online Access: | https://www.jois.eu/?540,en_market-anomalies-and-data-persistence-the-case-of-the-day-of-the-week-effect |
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| _version_ | 1850252233365520384 |
|---|---|
| author | Alex Plastun Serhiy Kozmenko Viacheslav Plastun Hanna Filatova |
| author_facet | Alex Plastun Serhiy Kozmenko Viacheslav Plastun Hanna Filatova |
| author_sort | Alex Plastun |
| collection | DOAJ |
| format | Article |
| id | doaj-art-79fead342ddf4ef2a7bc2d351eed31b4 |
| institution | OA Journals |
| issn | 2071-8330 2306-3483 |
| language | English |
| publishDate | 2019-09-01 |
| publisher | Centre of Sociological Research, Szczecin |
| record_format | Article |
| series | Journal of International Studies |
| spelling | doaj-art-79fead342ddf4ef2a7bc2d351eed31b42025-08-20T01:57:43ZengCentre of Sociological Research, SzczecinJournal of International Studies2071-83302306-34832019-09-0112310.14254/2071-8330.2019/12-3/10Market anomalies and data persistence: The case of the day-of-the-week effectAlex Plastun0Serhiy Kozmenko1Viacheslav Plastun2Hanna Filatova3Sumy State UniversityUniversity of Customs and Finance, DniproKyiv School of EconomicsSumy State Universityhttps://www.jois.eu/?540,en_market-anomalies-and-data-persistence-the-case-of-the-day-of-the-week-effectmarket efficiencyanomalylong memorypersistenceday of the week effectR/S analysis |
| spellingShingle | Alex Plastun Serhiy Kozmenko Viacheslav Plastun Hanna Filatova Market anomalies and data persistence: The case of the day-of-the-week effect Journal of International Studies market efficiency anomaly long memory persistence day of the week effect R/S analysis |
| title | Market anomalies and data persistence: The case of the day-of-the-week effect |
| title_full | Market anomalies and data persistence: The case of the day-of-the-week effect |
| title_fullStr | Market anomalies and data persistence: The case of the day-of-the-week effect |
| title_full_unstemmed | Market anomalies and data persistence: The case of the day-of-the-week effect |
| title_short | Market anomalies and data persistence: The case of the day-of-the-week effect |
| title_sort | market anomalies and data persistence the case of the day of the week effect |
| topic | market efficiency anomaly long memory persistence day of the week effect R/S analysis |
| url | https://www.jois.eu/?540,en_market-anomalies-and-data-persistence-the-case-of-the-day-of-the-week-effect |
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