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An Examination of the Calendar Anomalies on Emerging Central and Eastern European Stock Markets

机译：中欧和东欧新兴市场日历异常的检验

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The main aim of this article is to analyse the influence of day of the week and month of the year effect on CEE stock markets between 2000 and 2010. Some of the main findings of the paper are: the Friday effect in Czech Republic, Croatia and Hungary, positive and significant yields on Thursday in the majority of the cases, the recording of a higher return on Wednesday, the existence of the month of the year effect and the existence of January effect in Czech Republic, Croatia, Macedonia, Romania, Slovenia and Hungary. Also, the results are very different if the regression is applied for sub periods, pre and post accession in the EU, because of the degree of capital market maturity, EU accession and other important events, like the financial crisis.

机译：本文的主要目的是分析2000年至2010年期间，星期几和一年中的月份对CEE股票市场的影响。本文的一些主要发现是：捷克共和国，克罗地亚和匈牙利，大多数情况下，周四多数国债收益率高且正，周三收益率更高，捷克共和国，克罗地亚，马其顿，罗马尼亚，斯洛文尼亚存在年度月份效应和一月份效应和匈牙利。同样，如果将回归应用于欧盟的子时期，加入前后，由于资本市场的成熟程度，加入欧盟以及其他重要事件（例如金融危机），结果也会大不相同。

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来源
《Recent researches in applied economics》|2011年|p.116-121|共6页
会议地点 Iasi(RO);Iasi(RO)
作者
OVIDIU STOICA; DELIA-ELENA DIACONASU;
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作者单位

Department of Business Administration 'Alexandra Ioan Cuza' University of Iasi CarolIBd.,No.11,Iasi ROMANIA;

Department of Business Administration 'Alexandra Ioan Cuza' University of Iasi CarolIBd.,No.11,Iasi ROMANIA;

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会议组织
原文格式 PDF
正文语种 eng
中图分类经济计划与管理;
关键词
day of the week effect; month of the year effect; efficiency; capital market; return;

机译：星期几影响；一年中的月份效果；效率;资本市场；返回;

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An Examination of the Calendar Anomalies on Emerging Central and Eastern European Stock Markets

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