L’effet lundi sur les marchés d’Europe Centrale et Orientale : un élément à intégrer dans une stratégie d’investissement internationale ?
Bibliographic record
Abstract
L’effet lundi est une anomalie dans laquelle les rentabilités boursières du lundi sont significativement plus faibles que celles des autres jours. Suite à la transition économique des pays d’Europe centrale et orientale, nous avons analysé ces 11 marchés d’actions, de 1993 à 2017 pour la plus longue série. Suivant une démarche économétrique exhaustive, nous avons étudié la rentabilité et la volatilité des indices phares de chaque pays. L’effet lundi est observé sur la plupart de ces marchés, mais se révèle inversé pour deux d’entre eux. Les investisseurs peuvent donc utiliser cette anomalie pour optimiser leur stratégie d’investissement internationale.
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How this classification was reachedexpand
Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.001 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.001 | 0.000 |
| Open science | 0.001 | 0.001 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.009 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one teacher head, not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".