Changes in the stocks prices behavior before and after the public holidays: case of Bucharest Stock Exchange

Very often, the holiday effects are studied only for the first day before and for the first day after any public holiday. Beside these traditional forms of the holiday effects it was revealed an extended one, which refers to the abnormal stocks returns occurring in intervals, containing some days be...

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Bibliographic Details
Main Authors: Razvan STEFANESCU, Ramona DUMITRIU
Format: Article
Language:English
Published: Dunarea de Jos University of Galati 2018-06-01
Series:Risk in Contemporary Economy
Online Access:http://www.rce.feaa.ugal.ro/images/stories/RCE2018/Stefanescu_Dumitriu.pdf