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- W3141529306 abstract "In the last decades the specialized literature revealed the seasonal effects on the financial markets evolution. Among them there is the day – of – the – week effect, which consists in significant differences from the average returns on some days of the week than others. This paper investigates the presence of the day – of – the – week effect in Bucharest Stock Exchange. Our analysis is based on the BET index and on the returns of all the stocks traded in BET during the first semester of 2009. The tendency of the Bucharest Stock Market to display systematic patterns of certain day of the week is studied by regressions with dummy variables for the working days of a week. The results indicate a significant Thursday effect for BET and for most of the ten stocks" @default.
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- W3141529306 date "2009-01-01" @default.
- W3141529306 modified "2023-10-15" @default.
- W3141529306 title "Investigation about the presence of the day – of - the - week effect in the Bucharest Stock Exchange" @default.
- W3141529306 hasPublicationYear "2009" @default.
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