Introducere în analiza anomaliilor calendaristice, Partea întâi (An Introduction to the Analysis of the Calendar Anomalies, Part 1)

44 Pages Posted: 30 Oct 2018

See all articles by Razvan Stefanescu

Razvan Stefanescu

University Dunarea De Jos Galati

Ramona Dumitriu

University Dunarea De Jos Galati

Date Written: October 5, 2018

Abstract

Romanian Abstract: Această lucrare abordează unele dintre principalele caracteristici ale anomaliilor calendaristice precum cauzele acestora, persistenţa lor în timp sau posibilităţile de a le utiliza in elaborarea strategiilor de investiţii. Sunt prezentate, totodată, câteva dintre tehnicile folosite pentru identificarea efectelor calendaristice.

English Abstract: This paper approaches some of the main characteristics of the calendar anomalies such as their causes, their persistence in time or the possibilities of using them in building the investment strategies. There are also presented some of the techniques employed in the calendar effects identification.

Note: Downloadable document is in Romanian.

Keywords: Financial markets, Calendar anomalies, Behavioral finance

JEL Classification: G10, G14, G40

Suggested Citation

Stefanescu, Razvan and Dumitriu, Ramona, Introducere în analiza anomaliilor calendaristice, Partea întâi (An Introduction to the Analysis of the Calendar Anomalies, Part 1) (October 5, 2018). Available at SSRN: https://ssrn.com/abstract=3261576 or http://dx.doi.org/10.2139/ssrn.3261576

Razvan Stefanescu (Contact Author)

University Dunarea De Jos Galati ( email )

Str. Domnească, nr. 47
Galati, 800008
Romania

Ramona Dumitriu

University Dunarea De Jos Galati ( email )

Romania

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