Dumitriu, Ramona; Stefanescu, Razvan; Nistor, Costel - Volkswirtschaftliche Fakultät, … - 2011
Within-month anomalies and influence of macroeconomic news announcements are important characteristics of a stock market. In this paper we investigate their presence on Bucharest Stock Exchange. We find significant within-month effects and a considerable impact of some US macroeconomic news...