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Razvan Stefanescu

affiliation not provided to SSRN

SCHOLARLY PAPERS

33

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Top 33,484

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36

Scholarly Papers (33)

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1.

The Halloween Effect During Quiet and Turbulent Times

Number of pages: 6 Posted: 23 Apr 2012
Ramona Dumitriu, Razvan Stefanescu and Costel Nistor
Independent, affiliation not provided to SSRN and University Dunarea De Jos Galati
Downloads 444 (162,082)
Citation 2

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Calendar Anomalies, Halloween Effect, Stock Markets

2.

Holiday Effects on the Romanian Stock Market

Number of pages: 5 Posted: 22 Feb 2012
Ramona Dumitriu, Razvan Stefanescu and Costel Nistor
Independent, affiliation not provided to SSRN and University Dunarea De Jos Galati
Downloads 298 (253,981)
Citation 4

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calendar anomalies, Romanian stock market, holiday effect

3.

Provocările Politicii Monetare (Monetary Policy Challenges)

Number of pages: 16 Posted: 03 Oct 2013
Ramona Dumitriu and Razvan Stefanescu
Independent and affiliation not provided to SSRN
Downloads 228 (334,744)
Citation 1

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Monetary Policy, Global Crisis, Coordination between Policies, Macroeconomics Objectives

4.

Holiday Effects During Quiet and Turbulent Times

Number of pages: 7 Posted: 23 Apr 2012
Ramona Dumitriu, Razvan Stefanescu and Costel Nistor
Independent, affiliation not provided to SSRN and University Dunarea De Jos Galati
Downloads 193 (393,598)
Citation 6

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Calendar Anomalies, Global Crisis, Holiday Effect

5.

Overreaction and Underreaction on the Bucharest Stock Exchange

Number of pages: 7 Posted: 24 Apr 2012
Razvan Stefanescu, Ramona Dumitriu and Costel Nistor
affiliation not provided to SSRN, Independent and University Dunarea De Jos Galati
Downloads 155 (480,208)
Citation 5

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Efficient Markets, Overreaction Hypothesis, Underreaction Hypothesis, Romanian Capital Market

6.

External Debt Management in Romania

Number of pages: 15 Posted: 25 Dec 2013
Ramona Dumitriu and Razvan Stefanescu
Independent and affiliation not provided to SSRN
Downloads 154 (482,968)
Citation 4

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External Debt, Crisis, External Deficits

7.

TOM Effects During Quiet and Turbulent Times

Number of pages: 20 Posted: 08 Dec 2013
Ramona Dumitriu and Razvan Stefanescu
Independent and affiliation not provided to SSRN
Downloads 131 (554,631)
Citation 1

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Calendar Anomalies, GARCH, Emerging and Developed Capital Market, Volatility, Persistence in Time

8.

The US Macroeconomic News Announcements and the Within-Month Effects on the Bucharest Stock Exchange

Proceedings of the International Conference “Education and Creativity for a Knowledge Society”- 5th Edition, November 11-12, 2011, Bucharest, Romania
Number of pages: 6 Posted: 20 Feb 2012
Ramona Dumitriu, Razvan Stefanescu and Costel Nistor
Independent, affiliation not provided to SSRN and University Dunarea De Jos Galati
Downloads 104 (669,616)

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Within-month effects, Macroeconomic news announcements, Romanian capital market

9.

Decizii Strategice Ale Politicii Monetare (Strategic Decisions of the Monetary Policy)

Number of pages: 23 Posted: 06 Nov 2013
Ramona Dumitriu and Razvan Stefanescu
Independent and affiliation not provided to SSRN
Downloads 99 (694,528)

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Monetary Policy, Decision Making, Central Bank

10.

Cointegration and Causality between Romanian Exports and Imports

Number of pages: 5 Posted: 21 Oct 2012
Ramona Dumitriu, Razvan Stefanescu and Costel Nistor
Independent, affiliation not provided to SSRN and University Dunarea De Jos Galati
Downloads 97 (704,534)
Citation 2

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Causality, Cointegration, Romanian Foreign Trade

11.

Dow Effects in Returns and in Volatility of Stock Markets during Quiet and Turbulent Times

Number of pages: 27 Posted: 28 Feb 2013
Ramona Dumitriu and Razvan Stefanescu
Independent and affiliation not provided to SSRN
Downloads 95 (715,072)
Citation 3

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Calendar Anomalies, GJR - GARCH, Volatility, Day of the Week Effects, Stock Markets

12.

Systematic Risks for the Financial and for the Non-Financial Romanian Companies

Number of pages: 11 Posted: 12 Feb 2012
Ramona Dumitriu, Razvan Stefanescu and Costel Nistor
Independent, affiliation not provided to SSRN and University Dunarea De Jos Galati
Downloads 94 (720,278)
Citation 1

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Systematic risk, CAPM Betas, Bucharest Stock Exchange, Global Crisis, Financial and Non Financial Companies

13.

Evoluţii ale Învăţământului Superior Economic Românesc (Evolutions of the Romanian Economic High Education)

Number of pages: 7 Posted: 02 Jun 2015
Ramona Dumitriu and Razvan Stefanescu
Independent and affiliation not provided to SSRN
Downloads 92 (730,864)

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Transition, Higher Education, Economic Studies

14.

Reactions of the Capital Markets to the Shocks Before and During the Global Crisis

Number of pages: 22 Posted: 05 Apr 2012
Ramona Dumitriu, Razvan Stefanescu and Costel Nistor
Independent, affiliation not provided to SSRN and University Dunarea de Jos Galati
Downloads 87 (759,537)
Citation 1

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15.

Exports as an Engine for the Economic Growth: The Case of Romania

Number of pages: 5 Posted: 06 Oct 2012
Ramona Dumitriu, Razvan Stefanescu and Costel Nistor
Independent, affiliation not provided to SSRN and University Dunarea de Jos Galati
Downloads 85 (771,553)
Citation 1

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Export led-growth, Cointegration, Granger Causality

16.

Perspective ale Ţintirii Inflaţiei (Perspectives of the Inflation Targeting)

Number of pages: 8 Posted: 15 Jan 2014
Ramona Dumitriu and Razvan Stefanescu
Independent and affiliation not provided to SSRN
Downloads 81 (796,622)

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Monetary Policy Strategies, Central Bank, Inflation Expectations

17.

Analysis of the Romanian Current Account Sustainability

Number of pages: 6 Posted: 12 Dec 2012
Ramona Dumitriu and Razvan Stefanescu
Independent and affiliation not provided to SSRN
Downloads 76 (830,555)
Citation 2

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Romanian Current Account, Sustainability, Cointegration

18.

An Incremental Approach to the European Union Enlargement

ANALELE UNIVERSITĂŢII DIN ORADEA, TOM XVI, 2007, VOLUMUL I
Number of pages: 6 Posted: 17 May 2014
Ramona Dumitriu and Razvan Stefanescu
Independent and affiliation not provided to SSRN
Downloads 66 (907,769)

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Incrementalism, E.U. Enlargements, Cultural Differences, Euro-skepticism

19.

Perspectives on the Euro Area Current Account Sustainability

Proceedings of the International Conference, 'Challenges of the Knowledge Society', Bucharest, June 4-5, 2009
Number of pages: 9 Posted: 02 Mar 2012
Ramona Dumitriu and Razvan Stefanescu
Independent and affiliation not provided to SSRN
Downloads 66 (907,769)

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current account, Euro Area, sustainability, cointegration, stationarity

20.

Volatility Transmission from S&P 500 to the Bucharest Stock Exchange Indexes

Number of pages: 16 Posted: 10 Aug 2014
Ramona Dumitriu and Razvan Stefanescu
Independent and affiliation not provided to SSRN
Downloads 62 (942,565)
Citation 1

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volatility transmission, Integration, GARCH, Romanian capital market

21.

Changes in the Dynamic Relation between the Prices and the Trading Volume from the Bucharest Stock Exchange

IECS 2011, CRISES AFTER THE CRISIS - INQUIRIES FROM A NATIONAL, EUROPEAN AND GLOBAL PERSPECTIVE, 2011
Number of pages: 10 Posted: 12 Feb 2012
Ramona Dumitriu, Razvan Stefanescu and Costel Nistor
Independent, affiliation not provided to SSRN and University Dunarea De Jos Galati
Downloads 60 (961,006)

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Romanian Stock Exchange, Stock Index Volume, Trading Volume Causality

22.

Gone Fishin’ Effects in Returns

Number of pages: 9 Posted: 01 Apr 2014
Ramona Dumitriu and Razvan Stefanescu
Independent and affiliation not provided to SSRN
Downloads 59 (970,490)

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Calendar Anomalies, Spirit of Holiday, Emerging and Developed Capital Market, Persistence in Time

23.

Reactions to Shocks of the Romanian Companies Stock Prices

Number of pages: 10 Posted: 13 Apr 2013
Ramona Dumitriu and Razvan Stefanescu
Independent and affiliation not provided to SSRN
Downloads 56 (1,000,027)
Citation 1

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Stock market shocks, Romanian capital market, Underreaction, Overreaction

24.

Romanian Current Account Sustainability after the Adhesion to European Union

Number of pages: 7 Posted: 07 Apr 2013
Ramona Dumitriu and Razvan Stefanescu
Independent and affiliation not provided to SSRN
Downloads 56 (1,000,027)

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Romanian Current Account, Sustainability, Adhesion to European Union

25.

Gone Fishin’ Effects on the Bucharest Stock Exchange

Annals of the University of Petroşani, Economics, 13(1), 2013, 107-116
Number of pages: 10 Posted: 07 Sep 2014
Ramona Dumitriu and Razvan Stefanescu
Independent and affiliation not provided to SSRN
Downloads 51 (1,052,702)

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Calendar Anomalies, GARCH, Romanian Capital Market, Volatility, Persistence in Time

26.

Utilizarea Cursurilor Valutare Drept Ancore Nominale Antiinflaţioniste (The Use of Exchange Rates as Nominal Anchors)

Number of pages: 12 Posted: 22 Dec 2013
Ramona Dumitriu and Razvan Stefanescu
Independent and affiliation not provided to SSRN
Downloads 50 (1,063,489)

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Monetary Policy, Exchange Rate Regimes, Nominal Anchors

27.

Efecte Gone Fishin’ La Bursa De Valori Din Bucureşti (Gone Fishin’ Effects on the Bucharest Stock Exchange)

Number of pages: 10 Posted: 25 Dec 2013
Ramona Dumitriu and Razvan Stefanescu
Independent and affiliation not provided to SSRN
Downloads 47 (1,097,529)

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Calendar Anomalies, GARCH, Romanian Capital Market, Volatility, Persistence in Time

28.

Changes in the DOW Effects in the Romanian Foreign Exchange Market

The International Conference on Economics and Administration, Faculty of Business and Administration, University of Bucharest, Romania, ICEA – FAA Bucharest, June 4-5, 2010
Number of pages: 13 Posted: 03 Oct 2012
Ramona Dumitriu and Razvan Stefanescu
Independent and affiliation not provided to SSRN
Downloads 47 (1,097,529)

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Day-of-the-week effect, Foreign Exchange Rates, Romanian Financial Market, Global Crisis, Seasonality

29.

The Relationship between Romanian Exports and Economic Growth after the Adhesion to European Union

Number of pages: 14 Posted: 13 Apr 2015
Ramona Dumitriu and Razvan Stefanescu
Independent and affiliation not provided to SSRN
Downloads 46 (1,109,210)

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Exports, Economic growth, Granger Causality

30.

Changes in the Monthly Effects from the Romanian Foreign Exchange Market

Number of pages: 14 Posted: 06 Oct 2012 Last Revised: 12 Oct 2012
Ramona Dumitriu, Costel Nistor and Razvan Stefanescu
Independent, University Dunarea de Jos Galati and affiliation not provided to SSRN
Downloads 41 (1,170,409)
Citation 1

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Seasonality, Romanian Foreign Exchange Market, Foreign Trade, Monetary Policy

31.

Postadheration Strategies of the Romanian Companies

THE ANNALS OF "DUNÃREA DE JOS" UNIVERSITY OF GALAŢI FASCICLE I - 2006, Economics and Applied Informatics, Year XII, ISSN 1584-0409
Number of pages: 7 Posted: 14 Nov 2013
Ramona Dumitriu and Razvan Stefanescu
Independent and affiliation not provided to SSRN
Downloads 36 (1,236,159)

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Adheration, Strategy, Expectations, Executives

32.

Motivations for the Romanian Exporters

Number of pages: 5 Posted: 10 Oct 2012
Ramona Dumitriu, Razvan Stefanescu and Costel Nistor
Independent, affiliation not provided to SSRN and University Dunarea de Jos Galati
Downloads 35 (1,249,711)

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Romanian Exporters, Government Assistance, Export Performance

33.

Evolutions of the Romanian Economic High Education

Number of pages: 8 Posted: 06 Jun 2015
Ramona Dumitriu and Razvan Stefanescu
Independent and affiliation not provided to SSRN
Downloads 33 (1,277,121)

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Transition, Higher Education, Economic Studies