Day-of-the-week effect on Bucharest Stock Exchange in the meteorological seasons
Day-of-the-week effect on Bucharest Stock Exchange in the meteorological seasons
Author(s): Ramona Dumitriu, Razvan StefanescuSubject(s): Business Economy / Management, Financial Markets
Published by: Евдемония Продъкшън ЕООД
Keywords: day-of-the-week effect; meteorological seasons; Romanian capital market
Summary/Abstract: There are circumstances such as weather, daylight or vacancies that could influence the characteristics of day-of-the-week effect in the meteorological seasons. This paper approaches the daily seasonality of Romanian capital market in the four meteorological seasons. The investigation covers two periods: January 2007 - December 2013 and January 2014 - June 2025. We found, for both periods, there are some particularities of day-of-the-week effect in the four meteorological seasons.
Journal: Vanguard Scientific Instruments in Management
- Issue Year: 22/2026
- Issue No: 1
- Page Range: 5-23
- Page Count: 18
- Language: English
