Ene, Corina Maria; Uzlau, Carmen Marilena; Panait, Iulian - In: Annales Universitatis Apulensis Series Oeconomica 1 (2013) 15, pp. 15-15
Our paper documents a set of statistical properties of the monthly, weekly and dailyreturns for the most liquid 30 stocks traded on Bucharest Stock Exchange during 2007 - 2012 andalso for 3 important Romanian stock market indices. Our results confirm the presence of most thestylized facts...