Changes in the DOW effects in the Romanian foreign exchange market
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- Dumitriu, Ramona & Stefanescu, Razvan, 2013. "DOW effects in returns and in volatility of stock markets during quiet and turbulent times," MPRA Paper 47218, University Library of Munich, Germany, revised 02 Apr 2013.
More about this item
KeywordsDay-of-the-week effect; Foreign Exchange Rates; Romanian Financial Market; Global Crisis; Seasonality;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G01 - Financial Economics - - General - - - Financial Crises
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