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: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Dunarea de Jos University of Galati
2014-06-01
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| Series: | Risk in Contemporary Economy |
| Online Access: | http://www.rce.feaa.ugal.ro/images/stories/RCE2014/papers/DumitriuStefanescu.pdf |
| _version_ | 1819122517789376512 |
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| author | Ramona DUMITRIU Razvan STEFANESCU |
| author_facet | Ramona DUMITRIU Razvan STEFANESCU |
| author_sort | Ramona DUMITRIU |
| collection | DOAJ |
| description | 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 markets. For the second period, the results of our investigation suggest the disappearance of the Gone Fishin’ effects. This process could be explained by the decline in the so called spirit of holiday during turbulent times or by the passing to new phases of the calendar anomaly’s life cycle. |
| first_indexed | 2024-12-22T06:53:43Z |
| format | Article |
| id | doaj.art-af3e3cb24e904699b7c18da3a975fd9b |
| institution | Directory Open Access Journal |
| issn | 2067-0532 2067-0532 |
| language | English |
| last_indexed | 2024-12-22T06:53:43Z |
| publishDate | 2014-06-01 |
| publisher | Dunarea de Jos University of Galati |
| record_format | Article |
| series | Risk in Contemporary Economy |
| spelling | doaj.art-af3e3cb24e904699b7c18da3a975fd9b2022-12-21T18:35:03ZengDunarea de Jos University of GalatiRisk in Contemporary Economy2067-05322067-05322014-06-0111254261GONE FISHIN’ EFFECTS IN RETURNSRamona DUMITRIU0Razvan STEFANESCU1Dunarea de Jos University of Galati, RomaniaDunarea de Jos University of Galati, RomaniaThis 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 markets. For the second period, the results of our investigation suggest the disappearance of the Gone Fishin’ effects. This process could be explained by the decline in the so called spirit of holiday during turbulent times or by the passing to new phases of the calendar anomaly’s life cycle.http://www.rce.feaa.ugal.ro/images/stories/RCE2014/papers/DumitriuStefanescu.pdf |
| spellingShingle | Ramona DUMITRIU Razvan STEFANESCU GONE FISHIN’ EFFECTS IN RETURNS Risk in Contemporary Economy |
| title | GONE FISHIN’ EFFECTS IN RETURNS |
| title_full | GONE FISHIN’ EFFECTS IN RETURNS |
| title_fullStr | GONE FISHIN’ EFFECTS IN RETURNS |
| title_full_unstemmed | GONE FISHIN’ EFFECTS IN RETURNS |
| title_short | GONE FISHIN’ EFFECTS IN RETURNS |
| title_sort | gone fishin effects in returns |
| url | http://www.rce.feaa.ugal.ro/images/stories/RCE2014/papers/DumitriuStefanescu.pdf |
| work_keys_str_mv | AT ramonadumitriu gonefishineffectsinreturns AT razvanstefanescu gonefishineffectsinreturns |