Η επίδραση της ημέρας της εβδομάδας στις αποδόσεις  χρηματιστηριακών δεικτών

Παπαδόπουλος, Αλέξανδρος

Day of the week effect on stock market indices

Master Thesis

Author

Παπαδόπουλος, Αλέξανδρος

Date

2017

Abstract

The aim of this dissertation is to examine the existence or not of the “day-of-the-week effect” in 15 European countries in the years from 2007 to 2016, divided into two sub periods. These countries are not limited to the confines of neither the euro-zone nor the wider European Union. Previous studies showed that in some indicators there is a “day-of-the-week effect” and this was a fact that investors should consider in order to achieve profits. Earlier studies are used and their results are compared in this paper. Regression methodology, including dummy variables, is used for the extraction of results, since this is the conventional style of analysis of this trend. Daily returns have been used and results are grouped per country and per sub-period in the methodology followed. Additionally, a comparison of the results of the survey with the results of previous investigations has been made. Finally, there is a proposal for subsequent surveys.

Postgraduate Studies Programme

Αναλογιστική Επιστήμη και Διοικητική Κινδύνου

Department

Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής Επιστήμης

Number of pages

137

Language

Greek

URI

https://dione.lib.unipi.gr/xmlui/handle/unipi/10324

Collections

Τμήμα Στατιστικής και Ασφαλιστικής Επιστήμης

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