Daylight saving effect
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References listed on IDEAS
- Lisa A. Kramer & Mark J. Kamstra & Maurice D. Levi, 2000.
"Losing Sleep at the Market: The Daylight Saving Anomaly,"
American Economic Review,
American Economic Association, vol. 90(4), pages 1005-1011, September.
- Kamstra, M.J. & Kramer, L.A. & Levi, M.D., 1998. "Losing Sleep at the Market: The Daylight-Savings Anomaly," Discussion Papers dp98-04, Department of Economics, Simon Fraser University.
- Bollerslev, Tim, 1986.
"Generalized autoregressive conditional heteroskedasticity,"
Journal of Econometrics,
Elsevier, vol. 31(3), pages 307-327, April.
- Tim Bollerslev, 1986. "Generalized autoregressive conditional heteroskedasticity," EERI Research Paper Series EERI RP 1986/01, Economics and Econometrics Research Institute (EERI), Brussels.
- Reinhold Lamb & Richard Zuber & John Gandar, 2004. "Don't lose sleep on it: a re-examination of the daylight savings time anomaly," Applied Financial Economics, Taylor & Francis Journals, vol. 14(6), pages 443-446.
- J. Michael Pinegar, 2002. "Losing Sleep at the Market: Comment," American Economic Review, American Economic Association, vol. 92(4), pages 1251-1256, September.
- Andrew C. Worthington, 2003.
"Losing Sleep At The Market: An Empirical Note On The Daylight Saving Anomaly In Australia,"
The Economic Society of Australia, vol. 22(4), pages 83-93, December.
- Andrew C. Worthington, 2003. "Losing Sleep At The Market: An Empirical Note On The Daylight Saving Anomaly In Australia," Economic Papers, The Economic Society of Australia, vol. 22(3), pages 85-95, September.
- Andrew Worthington, 2003. "Losing sleep at the market: An empirical note on the daylight saving anomaly in Australia," School of Economics and Finance Discussion Papers and Working Papers Series 146, School of Economics and Finance, Queensland University of Technology.
- French, Kenneth R., 1980. "Stock returns and the weekend effect," Journal of Financial Economics, Elsevier, vol. 8(1), pages 55-69, March.
- Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi, 2002. "Losing Sleep at the Market: The Daylight Saving Anomaly: Reply," American Economic Review, American Economic Association, vol. 92(4), pages 1257-1263, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Havranek, Tomas & Herman, Dominik & Irsova, Zuzana, 2016. "Does Daylight Saving Save Energy? A Meta-Analysis," MPRA Paper 74518, University Library of Munich, Germany.
- Mirza, Faisal Mehmood & Bergland, Olvar, 2011. "The impact of daylight saving time on electricity consumption: Evidence from southern Norway and Sweden," Energy Policy, Elsevier, vol. 39(6), pages 3558-3571, June.
- Karasu, Servet, 2010. "The effect of daylight saving time options on electricity consumption of Turkey," Energy, Elsevier, vol. 35(9), pages 3773-3782.
More about this item
KeywordsDaylight saving time Daylight saving effect Weekend effect Market anomalies;
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