布加勒斯特证券交易所的月度季节性

ERN: Financial Market Efficiency (Topic) Pub Date : 2011-03-06 DOI:10.2139/ssrn.2002401

Ramona Dumitriu, R. Stefanescu, C. Nistor

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引用次数: 1

摘要

本文研究了月度效应对罗马尼亚证券交易所的存在性。我们采用主要指数的收益和布加勒斯特证券交易所主要组成部分的交易量和交易价值。我们发现不同形式的月季节性可以用股票的一些特征来解释。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Monthly Seasonality in the Bucharest Stock Exchange

This paper investigates the existence of the monthly effects on the Romanian Stock Exchange. We employ the returns of the main indices and the trading volume and the trading values from the main components of the Bucharest Stock Exchange. We find different forms of monthly seasonality explainable by some characteristics of the stocks.

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ERN: Financial Market Efficiency (Topic)

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