The Winter Effect on Bucharest Stock Exchange

The passing from quiet to turbulent periods could generate significant changes on some calendar anomalies of the capital markets. This paper approaches the persistence in time on Bucharest Stock Exchange of a seasonality associated to winter days. We investigate this calendar effect for three periods, two relative quiet and one turbulent. The results suggest this calendar anomaly was more visible during the turbulent periods than during the quiet ones

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Year of publication:	2018
Authors:	Dumitriu, Ramona
Other Persons:	Stefanescu, Razvan (contributor)
Publisher:	[2018]: [S.l.] : SSRN
Subject:	Börsenhandel \| Stock exchange trading \| Aktienmarkt \| Stock market \| Rumänien \| Romania \| Kapitaleinkommen \| Capital income
Description of contents:	Abstract [papers.ssrn.com] ; Abstract [doi.org]

Extent:	1 Online-Ressource (9 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 9, 2018 erstellt Volltext nicht verfügbar
Other identifiers:	10.2139/ssrn.3285511 [DOI]
Classification:	g40 ; G14 - Information and Market Efficiency; Event Studies ; G10 - General Financial Markets. General
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012907914