TOM EFFECTS DURING QUIET AND TURBULENT TIMES

TOM EFFECTS DURING QUIET AND TURBULENT TIMES

This paper investigates the turn-of-the-month effects presence on stock markets from 32 countries during two periods of time: a relative quiet one from January 2000 to December 2006 and a turbulent one from January 2000 to October 2013. We found some significant changes that occurred from the quiet...

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Main Authors: Ramona Dumitriu, Razvan Stefanescu
Format: Article
Language:English
Published: Dunarea de Jos University of Galati 2013-12-01
Series:Risk in Contemporary Economy
Online Access:http://www.rce.feaa.ugal.ro/images/stories/RCE2013/papers/Dumitriu_Stefanescu.pdf
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spelling doaj-455ca8a3099b426fa0e36c44e832e27a2020-11-24T20:44:28ZengDunarea de Jos University of Galati Risk in Contemporary Economy2067-05322067-05322013-12-011131148TOM EFFECTS DURING QUIET AND TURBULENT TIMESRamona Dumitriu0Razvan Stefanescu1Dunarea de Jos University of Galati, RomaniaDunarea de Jos University of Galati, RomaniaThis paper investigates the turn-of-the-month effects presence on stock markets from 32 countries during two periods of time: a relative quiet one from January 2000 to December 2006 and a turbulent one from January 2000 to October 2013. We found some significant changes that occurred from the quiet to the turbulent times and some differences between emerging and developed markets.http://www.rce.feaa.ugal.ro/images/stories/RCE2013/papers/Dumitriu_Stefanescu.pdf
collection DOAJ
language English
format Article
sources DOAJ
author Ramona Dumitriu
Razvan Stefanescu
spellingShingle Ramona Dumitriu
Razvan Stefanescu
TOM EFFECTS DURING QUIET AND TURBULENT TIMES
Risk in Contemporary Economy
author_facet Ramona Dumitriu
Razvan Stefanescu
author_sort Ramona Dumitriu
title TOM EFFECTS DURING QUIET AND TURBULENT TIMES
title_short TOM EFFECTS DURING QUIET AND TURBULENT TIMES
title_full TOM EFFECTS DURING QUIET AND TURBULENT TIMES
title_fullStr TOM EFFECTS DURING QUIET AND TURBULENT TIMES
title_full_unstemmed TOM EFFECTS DURING QUIET AND TURBULENT TIMES
title_sort tom effects during quiet and turbulent times
publisher Dunarea de Jos University of Galati
series Risk in Contemporary Economy
issn 2067-0532
2067-0532
publishDate 2013-12-01
description This paper investigates the turn-of-the-month effects presence on stock markets from 32 countries during two periods of time: a relative quiet one from January 2000 to December 2006 and a turbulent one from January 2000 to October 2013. We found some significant changes that occurred from the quiet to the turbulent times and some differences between emerging and developed markets.
url http://www.rce.feaa.ugal.ro/images/stories/RCE2013/papers/Dumitriu_Stefanescu.pdf
work_keys_str_mv AT ramonadumitriu tomeffectsduringquietandturbulenttimes
AT razvanstefanescu tomeffectsduringquietandturbulenttimes
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