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  • We apply regression analysis and GARCH-M approach on data of daily stock market indices returns in the Czech Republic, Hungary, Poland and Slovakia. The investigated period is divided into the two sub-periods; before and after 17 March 2008. The results are mixed, however we found some evidence of partial weekday effects particularly in the Hungarian stock market. The impact of financial crisis on the weekday effect is uncertain.
  • We apply regression analysis and GARCH-M approach on data of daily stock market indices returns in the Czech Republic, Hungary, Poland and Slovakia. The investigated period is divided into the two sub-periods; before and after 17 March 2008. The results are mixed, however we found some evidence of partial weekday effects particularly in the Hungarian stock market. The impact of financial crisis on the weekday effect is uncertain. (en)
Title
  • Stock markets' weekday effect in Visegrad countries: Did the financial crisis matter?
  • Stock markets' weekday effect in Visegrad countries: Did the financial crisis matter? (en)
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  • Stock markets' weekday effect in Visegrad countries: Did the financial crisis matter?
  • Stock markets' weekday effect in Visegrad countries: Did the financial crisis matter? (en)
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  • RIV/47813059:19520/11:#0001622!RIV12-MSM-19520___
http://linked.open...avai/predkladatel
http://linked.open...avai/riv/aktivita
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  • S
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  • 232438
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  • RIV/47813059:19520/11:#0001622
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http://linked.open.../riv/klicovaSlova
  • Weekday effect, emerging stock markets, regression, GARCH-M, financial crisis (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [6996385E6BD5]
http://linked.open...v/mistoKonaniAkce
  • Tallinn
http://linked.open...i/riv/mistoVydani
  • Tallinn
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  • Economies of Central and Eastern Europe: Convergence, Opportunities and Challenges. Conference Proceedings
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http://linked.open...iv/tvurceVysledku
  • Heryán, Tomáš
  • Stavárek, Daniel
  • Gajdošová, Katarína
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
number of pages
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  • Tallinn University of Technology
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  • 978-9949-430-50-5
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  • 19520
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