GONE FISHIN’ EFFECTS IN RETURNS
This paper approaches the presence of the Gone Fishin’ effects on returns from 32 advanced and emerging markets during two periods of time: a relative quiet one and a turbulent one. For the first period we found that calendar anomaly was more pregnant on the advanced markets than on the emerging mar...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Dunarea de Jos University of Galati
2014-06-01
|
| Series: | Risk in Contemporary Economy |
| Online Access: | http://www.rce.feaa.ugal.ro/images/stories/RCE2014/papers/DumitriuStefanescu.pdf |