The Extended Holiday Effects on Bucharest Stock Exchange during Coronavirus Pandemic
In the recent times, the Coronavirus Pandemic substantially influenced the financial markets. Such influence includes the transformations experienced by some calendar anomalies. This paper investigates the Extended Holiday Effects presence on the returns of three indexes from the Bucharest Stock Exc...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Dunarea de Jos University of Galati
2021-04-01
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| Series: | Risk in Contemporary Economy |
| Online Access: | http://www.rce.feaa.ugal.ro/images/stories/RCE2021/StefanescuDumitriu.pdf |
| _version_ | 1819278012401582080 |
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| author | Stefanescu Razvan Dumitriu Ramona |
| author_facet | Stefanescu Razvan Dumitriu Ramona |
| author_sort | Stefanescu Razvan |
| collection | DOAJ |
| description | In the recent times, the Coronavirus Pandemic substantially influenced the financial markets. Such influence includes the transformations experienced by some calendar anomalies. This paper investigates the Extended Holiday Effects presence on the returns of three indexes from the Bucharest Stock Exchange for the period February 3, 2020 – May 7, 2021. The results indicate that, comparing to a pre-pandemic period, significant changes occurred for both pre and post-Holiday Effects. |
| first_indexed | 2024-12-24T00:05:14Z |
| format | Article |
| id | doaj.art-e7ee3bd15beb47cb95d23beb63de7cdb |
| institution | Directory Open Access Journal |
| issn | 2067-0532 |
| language | English |
| last_indexed | 2024-12-24T00:05:14Z |
| publishDate | 2021-04-01 |
| publisher | Dunarea de Jos University of Galati |
| record_format | Article |
| series | Risk in Contemporary Economy |
| spelling | doaj.art-e7ee3bd15beb47cb95d23beb63de7cdb2022-12-21T17:25:01ZengDunarea de Jos University of GalatiRisk in Contemporary Economy2067-05322021-04-0111293303The Extended Holiday Effects on Bucharest Stock Exchange during Coronavirus PandemicStefanescu Razvan0Dumitriu Ramona1Dunarea de Jos University of Galati, RomaniaDunarea de Jos University of Galati, RomaniaIn the recent times, the Coronavirus Pandemic substantially influenced the financial markets. Such influence includes the transformations experienced by some calendar anomalies. This paper investigates the Extended Holiday Effects presence on the returns of three indexes from the Bucharest Stock Exchange for the period February 3, 2020 – May 7, 2021. The results indicate that, comparing to a pre-pandemic period, significant changes occurred for both pre and post-Holiday Effects.http://www.rce.feaa.ugal.ro/images/stories/RCE2021/StefanescuDumitriu.pdf |
| spellingShingle | Stefanescu Razvan Dumitriu Ramona The Extended Holiday Effects on Bucharest Stock Exchange during Coronavirus Pandemic Risk in Contemporary Economy |
| title | The Extended Holiday Effects on Bucharest Stock Exchange during Coronavirus Pandemic |
| title_full | The Extended Holiday Effects on Bucharest Stock Exchange during Coronavirus Pandemic |
| title_fullStr | The Extended Holiday Effects on Bucharest Stock Exchange during Coronavirus Pandemic |
| title_full_unstemmed | The Extended Holiday Effects on Bucharest Stock Exchange during Coronavirus Pandemic |
| title_short | The Extended Holiday Effects on Bucharest Stock Exchange during Coronavirus Pandemic |
| title_sort | extended holiday effects on bucharest stock exchange during coronavirus pandemic |
| url | http://www.rce.feaa.ugal.ro/images/stories/RCE2021/StefanescuDumitriu.pdf |
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