TOM Effects During Quiet and Turbulent Times

This paper investigates the turn-of-the-month effects presence on stock markets from 32 countries during two periods of time: a relative quiet one from January 2000 to December 2006 and a turbulent one from January 2000 to October 2013. We found some significant changes that occurred from the quiet to the turbulent times and some differences between emerging and developed markets

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Year of publication:	2013
Authors:	Dumitriu, Ramona
Other Persons:	Stefanescu, Razvan (contributor)
Publisher:	[2013]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (20 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 6, 2013 erstellt
Other identifiers:	10.2139/ssrn.2364714 [DOI]
Classification:	g02 ; G14 - Information and Market Efficiency; Event Studies ; G19 - General Financial Markets. Other
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013072015