Day of the week effect in the European emerging stock markets: Recent evidence from the financial crisis period

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F11%3A%230001411" target="_blank" >RIV/47813059:19520/11:#0001411 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Day of the week effect in the European emerging stock markets: Recent evidence from the financial crisis period
Original language description
This paper reports the results of regression analysis of the day of the week effects using daily observations on the five indexes representing the European emerging stock markets, the Czech PX Index, the Hungarian Budapest SE Index, the Polish Warsaw SEWIG Index, the Slovak SAX Index, and the Turkish Istanbul SE National 100 Index. In order to investigate 2008 financial crisis of the weekday effect anomaly, the period is divided into sub-periods. The first sub-period is covering from Monday 3rd January2005 to Friday 30th May 2008 while the second sub-period is from Monday 2nd June 2008 to Friday 26th November 2010. The paper new reports anomalies on the examined stock markets appear only during the period of financial crisis.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AH - Economics
OECD FORD branch
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Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical
Scientific Papers of the University of Pardubice, Series D
ISSN
1211-555X
e-ISSN
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Volume of the periodical
2011
Issue of the periodical within the volume
1
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
13
Pages from-to
38-51
UT code for WoS article
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EID of the result in the Scopus database
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