Matches in SemOpenAlex for { <https://semopenalex.org/work/W4220892748> ?p ?o ?g. }
Showing items 1 to 64 of
64
with 100 items per page.
- W4220892748 endingPage "147" @default.
- W4220892748 startingPage "140" @default.
- W4220892748 abstract "Multiple regression model with dummy variables was used to assess the day of the week effect from the perspective of informed investors (proprietary traders) in the Indian stock market's equity cash segment. We sourced 3,950 daily buy and sell turnover data of proprietary traders (brokers) for a 16-year period spread over January 1, 2005, to December 31, 2020. The period of 16 years was split into four sub-periods and ran five separate multiple regressions models (one whole period and four sub-periods). Results persisted over all the sample periods and indicated that proprietary traders' buy and sell activities were negative on Monday, indicating their inactive trading behavior. They were active on Tuesday and Wednesday. On Thursday, again, they were inactive in the equity cash segment, this may be due to derivatives contracts expiry scheduled on Thursday. On Friday, they bought more compared to Thursday. The results supported the extant literature and contradicted certain hypotheses surrounding informed investors behavior in the market." @default.
- W4220892748 created "2022-04-03" @default.
- W4220892748 date "2022-03-25" @default.
- W4220892748 modified "2023-09-30" @default.
- W4220892748 title "Proprietary Buy Sell Turnover and the Day of the Week Anomaly" @default.
- W4220892748 doi "https://doi.org/10.35716//ijed/21214" @default.
- W4220892748 hasPublicationYear "2022" @default.
- W4220892748 type Work @default.
- W4220892748 citedByCount "0" @default.
- W4220892748 crossrefType "journal-article" @default.
- W4220892748 hasConcept C10138342 @default.
- W4220892748 hasConcept C106159729 @default.
- W4220892748 hasConcept C138885662 @default.
- W4220892748 hasConcept C144133560 @default.
- W4220892748 hasConcept C162324750 @default.
- W4220892748 hasConcept C166957645 @default.
- W4220892748 hasConcept C17744445 @default.
- W4220892748 hasConcept C178300618 @default.
- W4220892748 hasConcept C18246116 @default.
- W4220892748 hasConcept C199539241 @default.
- W4220892748 hasConcept C199728807 @default.
- W4220892748 hasConcept C204036174 @default.
- W4220892748 hasConcept C205649164 @default.
- W4220892748 hasConcept C2778083465 @default.
- W4220892748 hasConcept C2779242764 @default.
- W4220892748 hasConcept C41895202 @default.
- W4220892748 hasConcept C78458016 @default.
- W4220892748 hasConcept C86803240 @default.
- W4220892748 hasConceptScore W4220892748C10138342 @default.
- W4220892748 hasConceptScore W4220892748C106159729 @default.
- W4220892748 hasConceptScore W4220892748C138885662 @default.
- W4220892748 hasConceptScore W4220892748C144133560 @default.
- W4220892748 hasConceptScore W4220892748C162324750 @default.
- W4220892748 hasConceptScore W4220892748C166957645 @default.
- W4220892748 hasConceptScore W4220892748C17744445 @default.
- W4220892748 hasConceptScore W4220892748C178300618 @default.
- W4220892748 hasConceptScore W4220892748C18246116 @default.
- W4220892748 hasConceptScore W4220892748C199539241 @default.
- W4220892748 hasConceptScore W4220892748C199728807 @default.
- W4220892748 hasConceptScore W4220892748C204036174 @default.
- W4220892748 hasConceptScore W4220892748C205649164 @default.
- W4220892748 hasConceptScore W4220892748C2778083465 @default.
- W4220892748 hasConceptScore W4220892748C2779242764 @default.
- W4220892748 hasConceptScore W4220892748C41895202 @default.
- W4220892748 hasConceptScore W4220892748C78458016 @default.
- W4220892748 hasConceptScore W4220892748C86803240 @default.
- W4220892748 hasLocation W42208927481 @default.
- W4220892748 hasOpenAccess W4220892748 @default.
- W4220892748 hasPrimaryLocation W42208927481 @default.
- W4220892748 hasRelatedWork W1480783498 @default.
- W4220892748 hasRelatedWork W1533654746 @default.
- W4220892748 hasRelatedWork W15360976 @default.
- W4220892748 hasRelatedWork W1994577873 @default.
- W4220892748 hasRelatedWork W2011873453 @default.
- W4220892748 hasRelatedWork W2096393777 @default.
- W4220892748 hasRelatedWork W2142595841 @default.
- W4220892748 hasRelatedWork W2395030871 @default.
- W4220892748 hasRelatedWork W3124064056 @default.
- W4220892748 hasRelatedWork W4220892748 @default.
- W4220892748 isParatext "false" @default.
- W4220892748 isRetracted "false" @default.
- W4220892748 workType "article" @default.