The Occurrence of the Day-of-the-Week Effects on Polish and Major World Stock Markets
The aim of this paper is to analyze the occurrence of the so called day of the week effects in market return time series from the period of January 2003 to September 2013 (and additionally January 1999 to December 2002). The study focuses on four indices of the Warsaw Stock Exchange (WIG, WIG20, mWI...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2014-08-01
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| Series: | Studies in Logic, Grammar and Rhetoric |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/slgr-2014-0018 |