✦ LIBER ✦

A Monthly Index of Commodity Prices, 1890-1900

✍ Scribed by Dorothy C. Bacon

Book ID: 125738463
Publisher: MIT Press
Year: 1926
Tongue: English
Weight: 378 KB
Volume: 8
Category: Article
ISSN: 0034-6535
DOI: 10.2307/1926876

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📜 SIMILAR VOLUMES

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✍ A. Sauerbeck 📂 Article 📅 1891 🏛 Blackwell Publishing 🌐 English ⚖ 778 KB

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ecent empirical research has documented many similarities between R stock market and futures market return seasonalities. Cross (19731, French (1980), Gibbons and Hess (1981), and Dyl and Maberly (1986) document a reliably negative Monday effect in both spot and futures stock index returns. Likewise

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