Day of the week effect and Baltic stock exchanges
Objective: There is an ongoing debate in the field of finance and economics on the existence of abnormal equity returns associated with calendar events. Commentaries including tax-loss selling at year-end, cash flows at month-end and negative news flow over the weekend give convincing evidence in su...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Cracow University of Economics
2018-10-01
|
| Series: | Przedsiębiorczość Międzynarodowa |
| Subjects: | |
| Online Access: | http:////pm.uek.krakow.pl/article/view/1656 |