Seasonality analysis of Lithuanian stock market
The main purpose of this article is to test if there are any seasonal tendencies in Lithuanian stock market and if so, do they match seasonal anomalies found in other countries. To achieve this ambition, tests were done by dividing returns of OMXV index into three groups: month of the year, week of...
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| Format: | Article |
| Language: | English |
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Vilnius Gediminas Technical University
2010-09-01
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| Series: | Business: Theory and Practice |
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| Online Access: | https://journals.vgtu.lt/index.php/BTP/article/view/8882 |