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

Kód výsledku v 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>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

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

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

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

Popis výsledku anglicky

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.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2011

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Scientific Papers of the University of Pardubice, Series D

ISSN

1211-555X

e-ISSN

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Svazek periodika

2011

Číslo periodika v rámci svazku

1

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

13

Strana od-do

38-51

Kód UT WoS článku

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EID výsledku v databázi Scopus

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