Influence of the Day of the Week on the Returns of the Shares of European Countries

Postgraduate Thesis uoadl:2959930 105 Read counter

Unit:
Κατεύθυνση Διαχείριση Κεφαλαίων και Κινδύνων
Library of the Faculty of Economics and of the Faculty of Business Administration
Deposit date:
2021-08-30
Year:
2021
Author:
Liosi Athanasia
Supervisors info:
Δημήτριος Καινούργιος, Καθηγητής Χρηματοοικονομικής, Τμήμα Οικονομικών Επιστημών, ΕΚΠΑ
Original Title:
Επίδραση της Ημέρας της εβδομάδας στις Αποδόσεις των Μετοχών Ευρωπαϊκών Χωρών
Languages:
Greek
Translated title:
Influence of the Day of the Week on the Returns of the Shares of European Countries
Summary:
The phenomenon of the day of the week is one of the most important calendar problems that have been observed in many stock exchanges around the world. This particular phenomenon has been observed and studied by many researchers for many years and consequently there are many different results. The present work aims at the theoretical examination of the concept, limits and effects of this phenomenon. Germany, France, the Netherlands, Austria, Greece, Italy, Spain, Portugal for the pre-crisis period (2005-2007), the global crisis period (2008-2009), the European crisis period were used to conduct the survey. Crisis (2010-2015) and the period of occurrence and presentation of the COVID-19 pandemic (2020 –Today). Therefore, it turned out that no country showed stagnation, and moreover, it does not appear that one day it had a significant effect on the performance of stock indices.
Main subject category:
Social, Political and Economic sciences
Keywords:
Phenomenon, Day, Impact, Yields, Share
Index:
No
Number of index pages:
0
Contains images:
Yes
Number of references:
18
Number of pages:
62
File:
File access is restricted only to the intranet of UoA.

Επίδραση της Ημέρας της Εβδομάδας στις Αποδόσεις των Μετοχών Ευρωπαικών Χωρών.pdf
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File access is restricted only to the intranet of UoA.