๐”– Bobbio Scriptorium
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A further investigation of the day-of-the-week effect in the gold market

โœ Scribed by Christopher K. Ma


Publisher
John Wiley and Sons
Year
1986
Tongue
English
Weight
592 KB
Volume
6
Category
Article
ISSN
0270-7314

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๐Ÿ“œ SIMILAR VOLUMES


The daily effect in the gold market: A r
โœ Christopher K. Ma; G. Wenchi Wong; Edwin D. Maberly ๐Ÿ“‚ Article ๐Ÿ“… 1989 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 146 KB

The inconsistency in sign may have been due to the mismatching in time between London afternoon fixing spot quote and U.S. Chicago afternoon closing futures quote. ZThe magnitude of the mean returns they reported were surprising. Further conversations and confirmations with Professor Maberly indicat

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he existence of day-of-the-week effects in growth rates of real goods T prices has been documented. We find that, prior to 1981, almost all commodity price increments were concentrated on Friday. Moreover, similar to findings in common stock markets, the "blue Monday'' effect is confirmed in the Dow

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