Matches in SemOpenAlex for { <https://semopenalex.org/work/W2755133044> ?p ?o ?g. }
- W2755133044 endingPage "99" @default.
- W2755133044 startingPage "90" @default.
- W2755133044 abstract "The wealth of owners of stock corporations is exposed to various phenomena affecting stock market prices. Of these calendar anomalies, we examine the turn-of-the-month (TOM) effect. Previous literature reveals only mixed results with regard to (changes of) the TOM pattern. Therefore, this paper aims to provide further insights by a comparison of crisis and non-crisis periods, applying an evolutionary finance approach, which is based on computational agent-based modelling. We analyse stock price developments in six European stock markets for the period 2000-2014 with a special focus on the financial crisis. For this purpose, we apply parametric and nonparametric event study techniques and find explanations of this effect, like volatility, trade volume and the business cycle. After testing for external factors, the study takes an alternative perspective based on the evolutionary finance approach, which is based on the biological principles of selection, mutation and dependence and shows the effects of shifted investment capital induced by revised strategies of investors who enter and exit corporate ownership by buying and selling at the stock market." @default.
- W2755133044 created "2017-09-25" @default.
- W2755133044 creator A5028756841 @default.
- W2755133044 creator A5037594775 @default.
- W2755133044 creator A5090418216 @default.
- W2755133044 date "2017-01-01" @default.
- W2755133044 modified "2023-09-25" @default.
- W2755133044 title "Turn-of-the-month effects in European stock markets before and after the financial crisis – An evolutionary finance perspective" @default.
- W2755133044 cites W1593031320 @default.
- W2755133044 cites W1878166436 @default.
- W2755133044 cites W1902761261 @default.
- W2755133044 cites W1974435709 @default.
- W2755133044 cites W1985681847 @default.
- W2755133044 cites W1997973883 @default.
- W2755133044 cites W1999772307 @default.
- W2755133044 cites W2003125878 @default.
- W2755133044 cites W2004734624 @default.
- W2755133044 cites W2030979503 @default.
- W2755133044 cites W2031139050 @default.
- W2755133044 cites W2044133943 @default.
- W2755133044 cites W2046037595 @default.
- W2755133044 cites W2051927557 @default.
- W2755133044 cites W2054847566 @default.
- W2755133044 cites W2069125621 @default.
- W2755133044 cites W2076538140 @default.
- W2755133044 cites W2077486226 @default.
- W2755133044 cites W2082181584 @default.
- W2755133044 cites W2087360210 @default.
- W2755133044 cites W2089435869 @default.
- W2755133044 cites W2109718576 @default.
- W2755133044 cites W2125108688 @default.
- W2755133044 cites W2125520394 @default.
- W2755133044 cites W2132091976 @default.
- W2755133044 cites W2133396489 @default.
- W2755133044 cites W2139113919 @default.
- W2755133044 cites W2144487825 @default.
- W2755133044 cites W2152701363 @default.
- W2755133044 cites W2154136277 @default.
- W2755133044 cites W2157564530 @default.
- W2755133044 cites W2274777366 @default.
- W2755133044 cites W2320868325 @default.
- W2755133044 cites W2326222700 @default.
- W2755133044 cites W2487839007 @default.
- W2755133044 cites W2492578496 @default.
- W2755133044 cites W2623588343 @default.
- W2755133044 cites W3121360084 @default.
- W2755133044 cites W3121883626 @default.
- W2755133044 cites W3122712023 @default.
- W2755133044 cites W3123912718 @default.
- W2755133044 cites W3125087379 @default.
- W2755133044 cites W3125200020 @default.
- W2755133044 cites W4212920864 @default.
- W2755133044 cites W4231546411 @default.
- W2755133044 cites W4249237372 @default.
- W2755133044 cites W4250762315 @default.
- W2755133044 cites W4300750523 @default.
- W2755133044 doi "https://doi.org/10.22495/cocv15i1art9" @default.
- W2755133044 hasPublicationYear "2017" @default.
- W2755133044 type Work @default.
- W2755133044 sameAs 2755133044 @default.
- W2755133044 citedByCount "0" @default.
- W2755133044 crossrefType "journal-article" @default.
- W2755133044 hasAuthorship W2755133044A5028756841 @default.
- W2755133044 hasAuthorship W2755133044A5037594775 @default.
- W2755133044 hasAuthorship W2755133044A5090418216 @default.
- W2755133044 hasBestOaLocation W27551330441 @default.
- W2755133044 hasConcept C10138342 @default.
- W2755133044 hasConcept C106159729 @default.
- W2755133044 hasConcept C127413603 @default.
- W2755133044 hasConcept C139719470 @default.
- W2755133044 hasConcept C143910263 @default.
- W2755133044 hasConcept C144133560 @default.
- W2755133044 hasConcept C162324750 @default.
- W2755133044 hasConcept C19244329 @default.
- W2755133044 hasConcept C204036174 @default.
- W2755133044 hasConcept C2778300220 @default.
- W2755133044 hasConcept C556758197 @default.
- W2755133044 hasConcept C78519656 @default.
- W2755133044 hasConcept C80515813 @default.
- W2755133044 hasConcept C91602232 @default.
- W2755133044 hasConceptScore W2755133044C10138342 @default.
- W2755133044 hasConceptScore W2755133044C106159729 @default.
- W2755133044 hasConceptScore W2755133044C127413603 @default.
- W2755133044 hasConceptScore W2755133044C139719470 @default.
- W2755133044 hasConceptScore W2755133044C143910263 @default.
- W2755133044 hasConceptScore W2755133044C144133560 @default.
- W2755133044 hasConceptScore W2755133044C162324750 @default.
- W2755133044 hasConceptScore W2755133044C19244329 @default.
- W2755133044 hasConceptScore W2755133044C204036174 @default.
- W2755133044 hasConceptScore W2755133044C2778300220 @default.
- W2755133044 hasConceptScore W2755133044C556758197 @default.
- W2755133044 hasConceptScore W2755133044C78519656 @default.
- W2755133044 hasConceptScore W2755133044C80515813 @default.
- W2755133044 hasConceptScore W2755133044C91602232 @default.
- W2755133044 hasIssue "1" @default.
- W2755133044 hasLocation W27551330441 @default.
- W2755133044 hasOpenAccess W2755133044 @default.
- W2755133044 hasPrimaryLocation W27551330441 @default.