Day-Of-The-Week Effect on Romanian Foreign Exchange Market during Quiet and Turbulent Times

Some calendar anomalies could have different characteristics during quiet and turbulent times. This paper approaches the behavior of day-of-the-week (DOW) effect on the Romanian foreign exchange market for three periods: January 2010 - December 2014, January 2015 - December 2019 and January 2020 - August 2022. The results suggest there were differences between characteristics of the DOW effect in quiet and turbulent circumstances

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Year of publication:	2022
Authors:	Stefanescu, Razvan ; Dumitriu, Ramona
Publisher:	[S.l.] : SSRN
Subject:	Rumänien \| Romania \| Devisenmarkt \| Foreign exchange market \| Volatilität \| Volatility \| Kalendereffekt \| Calendar effect

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Extent:	1 Online-Ressource (11 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: The XVth International & Interdisciplinary Scientific Conference VANGUARD SCIENTIFIC INSTRUMENTS IN MANAGEMENT '2022 (9 - 13 September 2022) Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 28, 2022 erstellt
Other identifiers:	10.2139/ssrn.4287378 [DOI]
Classification:	F31 - Foreign Exchange ; G14 - Information and Market Efficiency; Event Studies ; g40
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014237762