RESULTS OF MISTAKEN TIME PERIOD IN ANALYSIS IN THE CASE OF FRAMING EFFECT FOR SOME CAPITAL MARKETS’ MODELS

Economic activity around the world should be supported by analysis determined by the different level of difficulty of applied quantitativemethods. The article presents the importance selecting a proper time windowfor analysis for correct diagnosing of situations based on information takenfrom TNI, BSOPM, Markowitz’s, and Sharpe’s models. TNI shows the roleof expansiveness of media relations regarding the SE. The correct specification of the time window causes the proper valuation of price and risk. Behavioural finance flaming effect is a field of discussion in his research