The Behavior of Stock Prices during Lent and Advent

The religious practices generate some important calendar effects on the stock markets evolutions. This paper explores the impact on stock markets of two periods from the Catholic Church Calendar, Advent and Lent, for the period January 2009 � May 2017. We employ as data the closing daily values of s...

وصف كامل

التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: Ramona DUMITRIU, Razvan STEFANESCU
التنسيق: مقال
اللغة:English
منشور في: Dunarea de Jos University of Galati 2017-06-01
سلاسل:Risk in Contemporary Economy
الوصول للمادة أونلاين:http://www.rce.feaa.ugal.ro/images/stories/RCE2017/papers/RCE_2017_95-112.pdf