Dumitriu, Ramona; Stefanescu, Razvan; Nistor, Costel - Volkswirtschaftliche Fakultät, … - 2012
The objective of the paper is to examine the possible holiday effects in the stock returns from a group of 28 countries. In our investigation we employ daily values of some representative indexes from January 2000 to December 2011. We split this sample in two sub-samples: before and during the...