Day-of-the-week effect on Bucharest Stock Exchange in the meteorological seasons Cover Image

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 Stefanescu
Subject(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.

  • Issue Year: 22/2026
  • Issue No: 1
  • Page Range: 5-23
  • Page Count: 18
  • Language: English
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