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- W2000370718 abstract "The researchers working in the area of financial market investigations have noticed various anomalies which cause deviations from the most widely discussed laws of the financial markets - the efficient market hypothesis. The day-of-the-week effect is one of the types of financial market anomalies, when the particular days of the week have exclusive characteristics of trading activeness or the profitability of the stocks. In this article we explore possibilities to identify the day-of-the-week effect in emerging financial markets by applying Hurst exponent measure which is primarily designed for identification and measurement of long range dependence and information efficiency of time series." @default.
- W2000370718 created "2016-06-24" @default.
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- W2000370718 date "2012-11-01" @default.
- W2000370718 modified "2023-09-25" @default.
- W2000370718 title "Evaluation the day-of-the-week effect using long range dependence measures" @default.
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- W2000370718 doi "https://doi.org/10.1109/isda.2012.6416527" @default.
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