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Statements

Subject Item
n2:RIV%2F47813059%3A19520%2F11%3A%230001622%21RIV12-MSM-19520___
rdf:type
n8:Vysledek skos:Concept
dcterms:description
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.
dcterms: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?
skos:prefLabel
Stock markets' weekday effect in Visegrad countries: Did the financial crisis matter? Stock markets' weekday effect in Visegrad countries: Did the financial crisis matter?
skos:notation
RIV/47813059:19520/11:#0001622!RIV12-MSM-19520___
n8:predkladatel
n9:orjk%3A19520
n3:aktivita
n17:S
n3:aktivity
S
n3:dodaniDat
n19:2012
n3:domaciTvurceVysledku
n12:9301623 n12:2430614 n12:9874798
n3:druhVysledku
n16:D
n3:duvernostUdaju
n20:S
n3:entitaPredkladatele
n6:predkladatel
n3:idSjednocenehoVysledku
232438
n3:idVysledku
RIV/47813059:19520/11:#0001622
n3:jazykVysledku
n15:eng
n3:klicovaSlova
Weekday effect, emerging stock markets, regression, GARCH-M, financial crisis
n3:klicoveSlovo
n7:GARCH-M n7:financial%20crisis n7:regression n7:Weekday%20effect n7:emerging%20stock%20markets
n3:kontrolniKodProRIV
[6996385E6BD5]
n3:mistoKonaniAkce
Tallinn
n3:mistoVydani
Tallinn
n3:nazevZdroje
Economies of Central and Eastern Europe: Convergence, Opportunities and Challenges. Conference Proceedings
n3:obor
n14:AH
n3:pocetDomacichTvurcuVysledku
3
n3:pocetTvurcuVysledku
3
n3:rokUplatneniVysledku
n19:2011
n3:tvurceVysledku
Stavárek, Daniel Heryán, Tomáš Gajdošová, Katarína
n3:typAkce
n4:WRD
n3:zahajeniAkce
2011-06-12+02:00
s:numberOfPages
12
n10:hasPublisher
Tallinn University of Technology
n5:isbn
978-9949-430-50-5
n21:organizacniJednotka
19520