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@inproceedings{992592,
author = {Linnertová, Dagmar and Cupal, Martin and Deev, Oleg},
address = {Brno},
booktitle = {European Financial Systems 2012},
editor = {Petr Červinek},
keywords = {EMT; weekend effect; close to close; PSE},
howpublished = {tištěná verze "print"},
language = {eng},
location = {Brno},
isbn = {978-80-210-5940-5},
pages = {131-135},
publisher = {Masarykova univerzita},
title = {Investigation of the Weekend Effect on the Prague Stock Exchange},
year = {2012}
}
TY - JOUR
ID - 992592
AU - Linnertová, Dagmar - Cupal, Martin - Deev, Oleg
PY - 2012
TI - Investigation of the Weekend Effect on the Prague Stock Exchange
PB - Masarykova univerzita
CY - Brno
SN - 9788021059405
KW - EMT
KW - weekend effect
KW - close to close
KW - PSE
N2 - Since the 1980's numerous studies based on historical data have shown that stock returns depend on the day of the week. So called weekend effect suggests that stock returns on Mondays are often significantly lower than those of the immediately preceding Fridays. In this proceeding we will apply the analysis of the weekend effect on the Prague Stock Exchange. We argue that the stock return on PSE (represented with PX Index), measured as closing to closing prices, should depend on the day of the week. In general, we assumed that the returns on Mondays should be lower and the returns on Fridays should be higher and also Monday return is significantly lower than the nonMonday return.
ER -
LINNERTOVÁ, Dagmar, Martin CUPAL a Oleg DEEV. Investigation of the Weekend Effect on the Prague Stock Exchange. Online. In Petr Červinek. \textit{European Financial Systems 2012}. Brno: Masarykova univerzita, 2012. s.~131-135. ISBN~978-80-210-5940-5. [citováno 2024-04-23]
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