Matches in SemOpenAlex for { <https://semopenalex.org/work/W2255786383> ?p ?o ?g. }
Showing items 1 to 90 of
90
with 100 items per page.
- W2255786383 endingPage "41" @default.
- W2255786383 startingPage "28" @default.
- W2255786383 abstract "This study investigates the presence on Bucharest Stock Exchange of one of the most documented seasonal anomalies of financial assets’ returns: the day-of-the-week effect. We use daily returns for five Romanian official exchange indices and for one MSCI Barra country index during May 2007- March 2013, thereby including both the 2007-2009 financial markets meltdown and the 2009-2012 recovery that followed it. We employed a GARCH-M model with dummy variables for both the mean and the variance equation, but the results obtained don’t offer clear enough and sufficient statistically significant arguments to confirm the presence of the above mentioned effects on all the six indices investigated." @default.
- W2255786383 created "2016-06-24" @default.
- W2255786383 creator A5002259559 @default.
- W2255786383 creator A5050066101 @default.
- W2255786383 creator A5078154997 @default.
- W2255786383 date "2013-01-01" @default.
- W2255786383 modified "2023-10-17" @default.
- W2255786383 title "THE DAY-OF-THE-WEEK EFFECT ON BUCHAREST STOCK EXCHANGE" @default.
- W2255786383 hasPublicationYear "2013" @default.
- W2255786383 type Work @default.
- W2255786383 sameAs 2255786383 @default.
- W2255786383 citedByCount "1" @default.
- W2255786383 countsByYear W22557863832013 @default.
- W2255786383 crossrefType "posted-content" @default.
- W2255786383 hasAuthorship W2255786383A5002259559 @default.
- W2255786383 hasAuthorship W2255786383A5050066101 @default.
- W2255786383 hasAuthorship W2255786383A5078154997 @default.
- W2255786383 hasConcept C10138342 @default.
- W2255786383 hasConcept C105795698 @default.
- W2255786383 hasConcept C106159729 @default.
- W2255786383 hasConcept C136764020 @default.
- W2255786383 hasConcept C138885662 @default.
- W2255786383 hasConcept C149782125 @default.
- W2255786383 hasConcept C162324750 @default.
- W2255786383 hasConcept C166957645 @default.
- W2255786383 hasConcept C18246116 @default.
- W2255786383 hasConcept C200870193 @default.
- W2255786383 hasConcept C204036174 @default.
- W2255786383 hasConcept C205649164 @default.
- W2255786383 hasConcept C23922673 @default.
- W2255786383 hasConcept C2777382242 @default.
- W2255786383 hasConcept C2779343474 @default.
- W2255786383 hasConcept C2780299701 @default.
- W2255786383 hasConcept C33923547 @default.
- W2255786383 hasConcept C41008148 @default.
- W2255786383 hasConcept C41895202 @default.
- W2255786383 hasConcept C56292299 @default.
- W2255786383 hasConcept C91602232 @default.
- W2255786383 hasConceptScore W2255786383C10138342 @default.
- W2255786383 hasConceptScore W2255786383C105795698 @default.
- W2255786383 hasConceptScore W2255786383C106159729 @default.
- W2255786383 hasConceptScore W2255786383C136764020 @default.
- W2255786383 hasConceptScore W2255786383C138885662 @default.
- W2255786383 hasConceptScore W2255786383C149782125 @default.
- W2255786383 hasConceptScore W2255786383C162324750 @default.
- W2255786383 hasConceptScore W2255786383C166957645 @default.
- W2255786383 hasConceptScore W2255786383C18246116 @default.
- W2255786383 hasConceptScore W2255786383C200870193 @default.
- W2255786383 hasConceptScore W2255786383C204036174 @default.
- W2255786383 hasConceptScore W2255786383C205649164 @default.
- W2255786383 hasConceptScore W2255786383C23922673 @default.
- W2255786383 hasConceptScore W2255786383C2777382242 @default.
- W2255786383 hasConceptScore W2255786383C2779343474 @default.
- W2255786383 hasConceptScore W2255786383C2780299701 @default.
- W2255786383 hasConceptScore W2255786383C33923547 @default.
- W2255786383 hasConceptScore W2255786383C41008148 @default.
- W2255786383 hasConceptScore W2255786383C41895202 @default.
- W2255786383 hasConceptScore W2255786383C56292299 @default.
- W2255786383 hasConceptScore W2255786383C91602232 @default.
- W2255786383 hasIssue "1" @default.
- W2255786383 hasLocation W22557863831 @default.
- W2255786383 hasOpenAccess W2255786383 @default.
- W2255786383 hasPrimaryLocation W22557863831 @default.
- W2255786383 hasRelatedWork W1498356642 @default.
- W2255786383 hasRelatedWork W1502060207 @default.
- W2255786383 hasRelatedWork W1594156707 @default.
- W2255786383 hasRelatedWork W1606530418 @default.
- W2255786383 hasRelatedWork W1770630385 @default.
- W2255786383 hasRelatedWork W1934674607 @default.
- W2255786383 hasRelatedWork W1963830889 @default.
- W2255786383 hasRelatedWork W2229638160 @default.
- W2255786383 hasRelatedWork W2913850813 @default.
- W2255786383 hasRelatedWork W2992234299 @default.
- W2255786383 hasRelatedWork W3121235345 @default.
- W2255786383 hasRelatedWork W3123590377 @default.
- W2255786383 hasRelatedWork W3126004960 @default.
- W2255786383 hasRelatedWork W3140642292 @default.
- W2255786383 hasRelatedWork W3151721738 @default.
- W2255786383 hasRelatedWork W3184149781 @default.
- W2255786383 hasRelatedWork W42385743 @default.
- W2255786383 hasRelatedWork W90513796 @default.
- W2255786383 hasRelatedWork W3017361754 @default.
- W2255786383 hasRelatedWork W3123640487 @default.
- W2255786383 hasVolume "29" @default.
- W2255786383 isParatext "false" @default.
- W2255786383 isRetracted "false" @default.
- W2255786383 magId "2255786383" @default.
- W2255786383 workType "article" @default.