An analysis of trading and nontrading pe
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Edwin D. Maberly
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Article
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1987
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John Wiley and Sons
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English
β 183 KB
Junkus (1986) tested for the existence of the Monday effect for Value Line spot and futures prices. No statistically significant evidence of the Monday effect was found on a close-to-close basis for either spot or futures prices. The purpose of this note is to show that a well-defined Monday effec