Month-of-the-year effects on Romanian capital market before and after the adhesion to European Union
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More about this item
KeywordsCalendar Anomalies; Romanian Capital Market; GARCH;
- G02 - Financial Economics - - General - - - Behavioral Finance: Underlying Principles
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G19 - Financial Economics - - General Financial Markets - - - Other
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