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Statements

Subject Item
n2:RIV%2F47813059%3A19520%2F11%3A%230001411%21RIV12-MSM-19520___
rdf:type
n11:Vysledek skos:Concept
dcterms:description
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. 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.
dcterms:title
Day of the week effect in the European emerging stock markets: Recent evidence from the financial crisis period Day of the week effect in the European emerging stock markets: Recent evidence from the financial crisis period
skos:prefLabel
Day of the week effect in the European emerging stock markets: Recent evidence from the financial crisis period Day of the week effect in the European emerging stock markets: Recent evidence from the financial crisis period
skos:notation
RIV/47813059:19520/11:#0001411!RIV12-MSM-19520___
n11:predkladatel
n12:orjk%3A19520
n3:aktivita
n16:S
n3:aktivity
S
n3:cisloPeriodika
1
n3:dodaniDat
n4:2012
n3:domaciTvurceVysledku
n7:9874798 n7:2430614
n3:druhVysledku
n17:J
n3:duvernostUdaju
n13:S
n3:entitaPredkladatele
n10:predkladatel
n3:idSjednocenehoVysledku
192985
n3:idVysledku
RIV/47813059:19520/11:#0001411
n3:jazykVysledku
n18:eng
n3:klicovaSlova
Day of the week effect, stock market, Czech Republic, Hungary, Poland, Slovak Republic, Turkey, 2008 financial crisis
n3:klicoveSlovo
n6:Slovak%20Republic n6:Czech%20Republic n6:2008%20financial%20crisis n6:Hungary n6:Day%20of%20the%20week%20effect n6:Poland n6:Turkey n6:stock%20market
n3:kodStatuVydavatele
CZ - Česká republika
n3:kontrolniKodProRIV
[8782A3748484]
n3:nazevZdroje
Scientific Papers of the University of Pardubice, Series D
n3:obor
n15:AH
n3:pocetDomacichTvurcuVysledku
2
n3:pocetTvurcuVysledku
3
n3:rokUplatneniVysledku
n4:2011
n3:svazekPeriodika
2011
n3:tvurceVysledku
Heryán, Tomáš Tufan, Ekrem Gajdošová, Katarína
s:issn
1211-555X
s:numberOfPages
13
n8:organizacniJednotka
19520