Simulation analysis of the weekend effect's problem

    Boris Frenkel Info
    Dmitry Alberg Info
    Ilia Frenkel Info
DOI: https://doi.org/10.3846/16111699.2004.9636073

Abstract

The proposed paper uses the simulation approach to the analysis of the model, which explains the essence of the ‘Weekend Effect’ existing on the world's stock exchanges. This effect contains the difference of the daily working ratio between Saturday and Monday. The stock market is considered as the Queuing System functioning according to the Matchmaker concept.

First Published Online: 14 Oct 2010

Keywords:

weekend effect, simulation, queue, matchmaker, non‐homogeneity, non‐stationarity

How to Cite

Frenkel, B., Alberg, D., & Frenkel, I. (2004). Simulation analysis of the weekend effect’s problem. Journal of Business Economics and Management, 5(2), 97-101. https://doi.org/10.3846/16111699.2004.9636073

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June 30, 2004
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Copyright (c) 2004 The Author(s). Published by Vilnius Gediminas Technical University.

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Published

2004-06-30

Issue

Vol 5 No 2 (2004)

Section

Articles

Copyright

Copyright (c) 2004 The Author(s). Published by Vilnius Gediminas Technical University.

License

Creative Commons License
This work is licensed under a Creative Commons Attribution 4.0 International License.

How to Cite

Frenkel, B., Alberg, D., & Frenkel, I. (2004). Simulation analysis of the weekend effect’s problem. Journal of Business Economics and Management, 5(2), 97-101. https://doi.org/10.3846/16111699.2004.9636073

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