Bucharest Stock Exchange
Overreaction and underreaction on the BUCHAREST STOCK EXCHANGE
... Abstract: Efficient Market Hypothesis states that financial markets react instantaneous and unbiased to new information. However, in the last decades empirical researches revealed some anomalies in investors reactions to ...
7
The impact of the Great Lent and of the Nativity Fast on the Bucharest Stock Exchange
... In this paper we approach the effects of two periods of fasting on the Bucharest Stock Exchange (BSE). More than 80 percents of the Romanian population belong to the Eastern Orthodoxy which has two ...
14
Impact of the foreign exchange rates fluctuations on returns and volatility of the Bucharest Stock Exchange
... foreign exchange rates variation on the returns and volatility of the stock prices from the Romanian capital market for the period of time January 2000 - December ...foreign exchange market on the ...
15
Board of Directors Independence and Firm Value: Empirical Evidence Based on the Bucharest Stock Exchange Listed Companies
... In Romania, Corporate Governance principles and recommendations are expressed within the Bucharest Stock Exchange Corporate Governance Code (2008). Thus, the companies admitted to trading on the ...
16
Changes in the dynamic relation between the prices and the trading volume from the Bucharest stock exchange
... Abstract: This paper explores the relation between the prices and the trading volume from the Bucharest Stock Exchange. The data employed consist in the daily values from January 2002 to March 2011. ...
11
Short term momentum and contrarian profits on the Bucharest Stock Exchange before and during the global crisis
... In this paper we approach the opportunities of momentum and contrarian profits on the Bucharest Stock Exchange (BSE) before and during the global crisis. Beginning with 2005, the success of economic ...
12
Corporate Governance Ratings and Firm Value: Empirical Evidence from the Bucharest Stock Exchange
... ABSTRACT: This paper aims at assessing corporate governance by the instrumentality of ratings for a sample of 68 companies listed on the Bucharest Stock Exchange (BSE) over the year 2011. Therewith, ...
14
Skewness in stock returns: evidence from the Bucharest stock exchange during 2000 – 2011
... in stock returns of the 30 most liquid companies traded on Bucharest Stock Exchange during 2000 – 2011 and also the most representative 5 market ...emerging stock market indices around ...
10
Bucharest Stock Exchange - the evolution of institutional framework and of the main financial instruments
... The Bucharest Stock Exchange operated as an auction market in which the principle of price uniqueness is respected as a point of equilibrium between supply and demand at a certain point in ...the ...
7
Investigation about the presence of the day – of the week effect in the Bucharest Stock Exchange
... in Bucharest Stock ...the Bucharest Stock Market to display systematic patterns of certain day of the week is studied by regressions with dummy variables for the working days of a ...
9
An Analysis of Determinants of Corporate Financial Performance: Evidence from the Bucharest Stock Exchange Listed Companies
... The purpose of this paper is to investigate potential factors of influence on corporate financial performance. The analysis was conducted on Romania’s case and included a sample of 46 companies listed on the ...
8
Turn of the month effect on the Bucharest stock exchange
... on Bucharest Stock ...the stock prices of some of the biggest Romanian companies and RAQ – C, which includes the stock prices of smaller ...
6
The companies financial architecture and the market values: is there an interlinkage ? The case of Bucharest Stock Exchange
... This study reviews the literature on financial information relevance in the securities’ valuation and investigates the empirical evidences from an emergent capital market 1 the Bucharest Stock ...
17
Monthly seasonality in the Bucharest stock exchange
... In this paper we analyze the potential monthly effects from the Bucharest Stock Exchange (BSE). We take into consideration two main components of BSE: BET, where there are listed some of the biggest ...
7
The SAD cycle for the Bucharest Stock Exchange
... The SAD cycle for the Bucharest Stock Exchange Stefanescu, Razvan and Dumitriu, Ramona Dunarea de Jos University of Galati, Dunarea de Jos University of Galati.[r] ...
7
The US macroeconomic news announcements and the within month effects on the Bucharest Stock Exchange
... Within-month anomalies and influence of macroeconomic news announcements are important characteristics of a stock market. In this paper we investigate their presence on Bucharest Stock ...
7
Insider Ownership and the Value of the Bucharest Stock Exchange Listed Companies: Convergence-of-Interest or Entrenchment Effect?
... 184 the Bucharest Stock Exchange (BSE), over the period 2007-2011. Thereby panel data regression models will be employed. Additionally, the importance and the need of this study are emphasized by the ...
13
Analysis of within – month effects on the Bucharest stock exchange
... In this paper we study the within- month effects on the Bucharest Stock Exchange (BSE). In the last years BSE experienced some significant transformations. It was reopened in 1995 after its activity ...
7
Volatility and causality study of the daily returns on the Bucharest Stock Exchange during 2007 2011
... major stock markets and Bucharest Stock Exchange is not only a mere coincidence, we rand several Granger causality tests between S&P500 New York Stock Exchange index and all ...
9
Do Investors Listen to Fiscal Policy? – Study case Bucharest Stock Exchange
... current stock market return for both quarterly and monthly ...on stock market returns when the prediction of fiscal policy is poor as indicated by the ...on stock market returns, which is consistent ...
22