The Sad Cycle for the Bucharest Stock Exchange

The SAD effect is a calendar anomaly linked to the few length of the daylight during the autumn and the winter. In this paper we investigate the presence of this seasonal effect on the Romanian capital market. We find evidences of a significant SAD effect for an important index of the Bucharest Stock Exchange. We also identify some differences of this anomaly from before and during the crisis

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Year of publication:	2012
Authors:	Stefanescu, Razvan
Other Persons:	Dumitriu, Ramona (contributor)
Publisher:	[2012]: [S.l.] : SSRN
Subject:	Börse \| Bourse \| Rumänien \| Romania \| Aktienmarkt \| Stock market

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Extent:	1 Online-Ressource (6 p)
Series:	International Conference “Risk in Contemporary Economy” XIIth Edition, 2011, Galati, Romania, “Dunarea de Jos” University of Galati – Faculty of Economics and Business Administration
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2011 erstellt
Other identifiers:	10.2139/ssrn.2002303 [DOI]
Classification:	g02 ; G14 - Information and Market Efficiency; Event Studies ; G01 - Financial Crises
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013110958