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TOM EFFECTS DURING QUIET AND TURBULENT TIMES

Dumitriu, Ramona; Stefanescu, Razvan - In: Risk in Contemporary Economy (2013), pp. 131-148

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...

Persistent link: https://www.econbiz.de/10010858409

Gone Fishin’ Effects on the Bucharest Stock Exchange

Dumitriu, Ramona; Stefanescu, Razvan - In: Annals of the University of Petrosani, Economics 13 (2013) 1, pp. 107-116

2013. In this analysis we employ daily values of five main indexes of Bucharest Stock Exchange. We use GARCH models to …

Persistent link: https://www.econbiz.de/10011067141

Month-of-the-year effects on Romanian capital market before and after the adhesion to European Union

Stefanescu, Razvan; Dumitriu, Ramona - Volkswirtschaftliche Fakultät, … - 2013

employ daily values of one from the main indexes of the Bucharest Stock Exchange. We use a GARCH model to reveal the monthly …

Persistent link: https://www.econbiz.de/10011258155

Efecte Gone Fishin’ la Bursa de Valori din Bucureşti

Dumitriu, Ramona; Stefanescu, Razvan - Volkswirtschaftliche Fakultät, … - 2013

2013. In this analysis we employ daily values of five main indexes of Bucharest Stock Exchange. We use GARCH models to …

Persistent link: https://www.econbiz.de/10011258329

Empirical evidence on calendar anomalies in trading and non-trading day returns in Indian stock market

Tuyekar, Suraj Prakash; Padyala, Sri Ram; Ramesh, … - In: Finance India : the quarterly journal of Indian … 37 (2023) 3, pp. 899-918

Persistent link: https://www.econbiz.de/10014583105