{"id":"https://openalex.org/W1768616697","doi":null,"title":"Day of the week effect in the European emerging stock markets: recent evidence from the financial crisis period","display_name":"Day of the week effect in the European emerging stock markets: recent evidence from the financial crisis period","publication_year":2011,"publication_date":"2011-01-01","ids":{"openalex":"https://openalex.org/W1768616697","mag":"1768616697"},"language":"en","primary_location":{"id":"pmh:oai:dk.upce.cz:10195/42167","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/10195/42167","pdf_url":"http://hdl.handle.net/10195/42167","source":{"id":"https://openalex.org/S4306402294","display_name":"Digit\u00e1ln\u00ed knihovna Univerzity Pardubice (Univerzity Pardubice)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I140744787","host_organization_name":"University of Pardubice","host_organization_lineage":["https://openalex.org/I140744787"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://hdl.handle.net/10195/42167","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"Katar\u00edna Gajdo\u0161ov\u00e1","orcid":"https://orcid.org/0000-0002-5585-0761","observed_orcids":["https://orcid.org/0000-0002-5585-0761"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Katar\u00edna Gajdo\u0161ov\u00e1","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-5585-0761","affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5023195712","display_name":"Ekrem Tufan","orcid":"https://orcid.org/0000-0002-1966-0709","observed_orcids":["https://orcid.org/0000-0002-1966-0709"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Ekrem Tufan","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-1966-0709","affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5031997931","display_name":"Tom\u00e1\u0161 Hery\u00e1n","orcid":"https://orcid.org/0000-0003-2027-7149","observed_orcids":["https://orcid.org/0000-0003-2027-7149"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Tom\u00e1\u0161 Hery\u00e1n","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0003-2027-7149","affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":2.0525,"has_fulltext":true,"cited_by_count":9,"citation_normalized_percentile":{"value":0.89484505,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":97},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/day-of-the-week-effect","display_name":"day-of-the-week effect","score":0.9440000057220459},{"id":"https://openalex.org/keywords/calendar-anomalies","display_name":"calendar anomalies","score":0.7480000257492065},{"id":"https://openalex.org/keywords/emerging-stock-markets","display_name":"emerging stock markets","score":0.781000018119812},{"id":"https://openalex.org/keywords/2008-financial-crisis","display_name":"2008 financial crisis","score":0.9940000176429749},{"id":"https://openalex.org/keywords/stock-market-anomalies","display_name":"stock market anomalies","score":0.6330000162124634}],"concepts":[{"id":"https://openalex.org/C2778300220","wikidata":"https://www.wikidata.org/wiki/Q114380","display_name":"Financial crisis","level":2,"score":0.6693198680877686},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.6577308177947998},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.6423713564872742},{"id":"https://openalex.org/C2780102689","wikidata":"https://www.wikidata.org/wiki/Q9058","display_name":"Slovak","level":3,"score":0.5575891137123108},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5554686784744263},{"id":"https://openalex.org/C2781291010","wikidata":"https://www.wikidata.org/wiki/Q178580","display_name":"Period (music)","level":2,"score":0.5216286778450012},{"id":"https://openalex.org/C121087249","wikidata":"https://www.wikidata.org/wiki/Q546395","display_name":"Emerging markets","level":2,"score":0.4203367829322815},{"id":"https://openalex.org/C2777842544","wikidata":"https://www.wikidata.org/wiki/Q9056","display_name":"Czech","level":2,"score":0.4059566855430603},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.3875357210636139},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3645108938217163},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.32636284828186035},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.30077868700027466},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2531225383281708},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.06465727090835571},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C24890656","wikidata":"https://www.wikidata.org/wiki/Q82811","display_name":"Acoustics","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:oai:dk.upce.cz:10195/42167","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/10195/42167","pdf_url":"http://hdl.handle.net/10195/42167","source":{"id":"https://openalex.org/S4306402294","display_name":"Digit\u00e1ln\u00ed knihovna Univerzity Pardubice (Univerzity Pardubice)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I140744787","host_organization_name":"University of Pardubice","host_organization_lineage":["https://openalex.org/I140744787"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article"},{"id":"mag:1768616697","doi":null,"is_oa":false,"landing_page_url":"https://dk.upce.cz/handle/10195/42167","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":{"id":"pmh:oai:dk.upce.cz:10195/42167","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/10195/42167","pdf_url":"http://hdl.handle.net/10195/42167","source":{"id":"https://openalex.org/S4306402294","display_name":"Digit\u00e1ln\u00ed knihovna Univerzity Pardubice (Univerzity Pardubice)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I140744787","host_organization_name":"University of Pardubice","host_organization_lineage":["https://openalex.org/I140744787"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W1768616697.pdf","grobid_xml":"https://content.openalex.org/works/W1768616697.grobid-xml"},"referenced_works_count":30,"referenced_works":["https://openalex.org/W82859364","https://openalex.org/W152014405","https://openalex.org/W1482672013","https://openalex.org/W1486185089","https://openalex.org/W1538841919","https://openalex.org/W1976863795","https://openalex.org/W1984211011","https://openalex.org/W1999772307","https://openalex.org/W2029048193","https://openalex.org/W2057269580","https://openalex.org/W2069125621","https://openalex.org/W2078174474","https://openalex.org/W2078236117","https://openalex.org/W2084704239","https://openalex.org/W2089615297","https://openalex.org/W2101656928","https://openalex.org/W2108424807","https://openalex.org/W2119143694","https://openalex.org/W2125918511","https://openalex.org/W2131773668","https://openalex.org/W2138293190","https://openalex.org/W2157487168","https://openalex.org/W2157990046","https://openalex.org/W2159345505","https://openalex.org/W2160460275","https://openalex.org/W2171191425","https://openalex.org/W2254415927","https://openalex.org/W2268409140","https://openalex.org/W2319967828","https://openalex.org/W2501305163"],"related_works":["https://openalex.org/W1973486994","https://openalex.org/W2911752743","https://openalex.org/W2136429322","https://openalex.org/W7162933475","https://openalex.org/W1538841919","https://openalex.org/W3134853094","https://openalex.org/W2585377436","https://openalex.org/W152014405","https://openalex.org/W2254415927","https://openalex.org/W2160460275"],"abstract_inverted_index":{"This":[0],"paper":[1,104],"reports":[2,106],"the":[3,9,12,19,23,28,32,37,43,48,63,67,89,109,116],"results":[4],"of":[5,8,11,62,118],"regression":[6],"analysis":[7],"day":[10],"week":[13],"effects":[14],"using":[15],"daily":[16],"observations":[17],"on":[18,108],"five":[20],"indexes":[21],"representing":[22],"European":[24],"emerging":[25],"stock":[26,111],"markets,":[27],"Czech":[29],"PX":[30],"Index,":[31,36,42,46],"Hungarian":[33],"Budapest":[34],"SE":[35,40,51],"Polish":[38],"Warsaw":[39],"WIG":[41],"Slovak":[44],"SAX":[45],"and":[47],"Turkish":[49],"Istanbul":[50],"National":[52],"100":[53],"Index.":[54],"In":[55],"order":[56],"to":[57,83,98],"investigate":[58],"2008":[59,87,97],"financial":[60,119],"crisis":[61],"weekday":[64],"effect":[65],"anomaly,":[66],"period":[68,117],"is":[69,76,92],"divided":[70],"into":[71],"sub-periods.":[72],"The":[73,103],"first":[74],"sub-period":[75,91],"covering":[77],"from":[78,93],"Monday":[79,94],"3rd":[80],"January":[81],"2005":[82],"Friday":[84,99],"30th":[85],"May":[86],"while":[88],"second":[90],"2nd":[95],"June":[96],"26th":[100],"November":[101],"2010.":[102],"new":[105],"anomalies":[107],"examined":[110],"markets":[112],"appear":[113],"only":[114],"during":[115],"crisis.":[120]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":3},{"year":2012,"cited_by_count":1}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2016-06-24T00:00:00"}