Zobrazit minimální záznam
dc.contributor.author |
Gajdošová, Katarína |
|
dc.contributor.author |
Heryán, Tomáš |
|
dc.contributor.author |
Tufan, Ekrem |
|
dc.date.accessioned |
2011-12-14T08:15:36Z |
|
dc.date.available |
2011-12-14T08:15:36Z |
|
dc.date.issued |
2011 |
|
dc.identifier.issn |
1211-555X (Print) |
|
dc.identifier.issn |
1804-8048 (Online) |
|
dc.identifier.uri |
http://hdl.handle.net/10195/42167 |
|
dc.description.abstract |
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 SE WIG 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 January 2005 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. |
eng |
dc.format |
p. 38-51 |
|
dc.language.iso |
eng |
|
dc.publisher |
Univerzita Pardubice |
cze |
dc.relation.ispartof |
Scientific papers of the University of Pardubice. Series D, Faculty of Economics and Administration. 19 (1/2011) |
eng |
dc.subject |
day of the week effect |
cze |
dc.subject |
stock market |
cze |
dc.subject |
Czech republic |
cze |
dc.subject |
Hungary |
cze |
dc.subject |
Poland |
cze |
dc.subject |
Slovak republic |
cze |
dc.subject |
Turkey |
cze |
dc.subject |
2008 financial crisis |
cze |
dc.title |
Day of the week effect in the European emerging stock markets: recent evidence from the financial crisis period |
eng |
dc.type |
Article |
cze |
dc.peerreviewed |
yes |
eng |
dc.publicationstatus |
published |
eng |
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