A New Look at Calendar Anomalies: Multifractality and Day-of-the-Week Effect

Stock markets can become inefficient due to calendar anomalies known as the day-of-the-week effect. Calendar anomalies are well known in the financial literature, but the phenomena remain to be explored in econophysics. This paper uses multifractal analysis to evaluate if the temporal dynamics of ma...

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Detalles Bibliográficos
Autores principales: Stosic, Darko, Stosic, Dusan, Vodenska, Irena, Stanley, H. Eugene, Stosic, Tatijana
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9031867/
https://www.ncbi.nlm.nih.gov/pubmed/35455225
http://dx.doi.org/10.3390/e24040562

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9031867/
https://www.ncbi.nlm.nih.gov/pubmed/35455225
http://dx.doi.org/10.3390/e24040562

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