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Anomalies on the capital markets from the former communist European countries

Author

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  • Dragoş Ştefan OPREA

    (Bucharest University of Economic Studies)

Abstract

The anomalies on the capital markets represent patterns in financial asset returns that are not predicted by a central theory or paradigm. This study made an inventory of the most important anomalies initially identified for the US capital market, in the context of the capital markets from the former communist European countries. Further, this study emphasizes the implications of the presence of these anomalies on the asset pricing models for the analyzed capital markets. Also, this paper presents some methodological issues concerning the identification of capital market anomalies.

Suggested Citation

  • Dragoş Ştefan OPREA, 2013. "Anomalies on the capital markets from the former communist European countries," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(11(588)), pages 101-116, November.
    • Handle: RePEc:agr:journl:v:xx:y:2013:i:11(588):p:101-116
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    Cited by:

    1. Elena Valentina Tilica, 2014. "The Month-of-the-Year Effect in Post-Communist East European Stock Markets," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 6(1), pages 029-040, June.

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