期刊名称：Ömer Halisdemir Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
电子版ISSN：2564-6931
出版年度：2015
卷号：8
期号：1
DOI：10.25287/ohuiibf.211515
语种：English
出版社：Ömer Halisdemir Üniversitesi
摘要：Days of the week effect in the finance literature defends the existence of return differentiation between the weekdays as compared to the other days of the week . Holiday anomaly establishes a relationship among the closing values on Friday and closing prices of securities on Mondays. Weekday effect and holiday anomaly have been investigated in many exchanges around the world and over many traded securities and with respect to the existence of these two cases,numerous academic studies have reached a number of strong evidence . In this study,to investigate days of the week and holiday effects,1585 daily closing prices of securities belonging to ISE-30 Index between the dates 04.02.2005 and 09.06.2011 have been used. As a result of our analysis strong evidence indicating the influence of the weekdays effect could not be obtained. However,weekend anomaly has been identified in our study . In this respect,Izmir Futures and Options Market have parallels with the markets that show positive high rate of return in closing prices on Friday and negative rate of return on Mondays.
其他摘要：Finans literatüründe haftanın günleri etkisi,hafta içi günler içerisinde diğer günlere göre getirilerde bir farklılaşmanın varlığını savunur. Tatil anomalisi ise menkul kıymetlerin Cuma günü kapanış değerleri ile pazartesi günü kapanış değerleri arasında
关键词：Futures Markets; Anomaly; Day of Week and Weekend Anomalies
其他关键词：Vadeli İşlem Piyasaları; Anomali; Haftanın Günü ve Hafta Sonu Anomalileri
