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  • Since the 1980's numerous studies based on historical data have shown that stock returns depend on the day of the week. So called weekend effect suggests that stock returns on Mondays are often significantly lower than those of the immediately preceding Fridays. In this proceeding we will apply the analysis of the weekend effect on the Prague Stock Exchange. We argue that the stock return on PSE (represented with PX Index), measured as closing to closing prices, should depend on the day of the week. In general, we assumed that the returns on Mondays should be lower and the returns on Fridays should be higher and also Monday return is significantly lower than the nonMonday return.
  • Since the 1980's numerous studies based on historical data have shown that stock returns depend on the day of the week. So called weekend effect suggests that stock returns on Mondays are often significantly lower than those of the immediately preceding Fridays. In this proceeding we will apply the analysis of the weekend effect on the Prague Stock Exchange. We argue that the stock return on PSE (represented with PX Index), measured as closing to closing prices, should depend on the day of the week. In general, we assumed that the returns on Mondays should be lower and the returns on Fridays should be higher and also Monday return is significantly lower than the nonMonday return. (en)
Title
  • Investigation of the Weekend Effect on the Prague Stock Exchange
  • Investigation of the Weekend Effect on the Prague Stock Exchange (en)
skos:prefLabel
  • Investigation of the Weekend Effect on the Prague Stock Exchange
  • Investigation of the Weekend Effect on the Prague Stock Exchange (en)
skos:notation
  • RIV/00216224:14560/12:00060923!RIV13-MSM-14560___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • S
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 142943
http://linked.open...ai/riv/idVysledku
  • RIV/00216224:14560/12:00060923
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • EMT; weekend effect; close to close; PSE (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [CAEA566D0849]
http://linked.open...v/mistoKonaniAkce
  • Brno
http://linked.open...i/riv/mistoVydani
  • Brno
http://linked.open...i/riv/nazevZdroje
  • European Financial Systems 2012
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Cupal, Martin
  • Deev, Oleg
  • Linnertová, Dagmar
http://linked.open...vavai/riv/typAkce
http://linked.open...ain/vavai/riv/wos
  • 000316422800023
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • Masarykova univerzita
https://schema.org/isbn
  • 9788021059405
http://localhost/t...ganizacniJednotka
  • 14560
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