THE DAY OF THE WEEK EFFECT IN SOUTH EASTERN EUROPE STOCK MARKETS

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MARTIN MIHAJLOV; DRAGAN TEVDOVSKI; IGOR SAZDOVSKI;
(2012)
  • Publisher: Academica Brâncuşi
  • Journal: Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie,volume 3,issue September,pages20-24 (issn: 1844-7007)
  • Publisher copyright policies & self-archiving
  • Subject: calendar anomalies | daily returns | HF1021-1027 | HB71-74 | Economics as a science | the day of the week effect | Commercial geography. Economic geography | SEE. | calendar anomalies, the day of the week effect, daily returns, SEE.
    mesheuropmc: education

The main aim of this research is to examine existence of day of the week effect on the stock market indices in five countries from South Eastern Europe (SEE): Bosnia and Herzegovina, Bulgaria, Croatia, Macedonia and Serbia in the most recent period which is characterize... View more
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    17 references, page 1 of 2

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