GONE FISHIN’ EFFECTS ON THE BUCHAREST STOCK EXCHANGE
This paper investigates the presence of Gone Fishin’ Effects on the Romanian Capital Market from January 2000 to July 2013. In this analysis we employ daily values of five main indexes of Bucharest Stock Exchange. We use GARCH models to reveal this seasonality not only on indexes returns but also on...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Petrosani
2013-10-01
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| Series: | Annals of the University of Petrosani: Economics |
| Subjects: | |
| Online Access: | http://www.upet.ro/annals/economics/pdf/2013/part1/Dumitriu-Stefanescu.pdf |