𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Stock returns and the weekend effect

✍ Scribed by Kenneth R. French


Book ID
116126532
Publisher
Elsevier Science
Year
1980
Tongue
English
Weight
889 KB
Volume
8
Category
Article
ISSN
0304-405X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


A monthly effect in stock returns
✍ Robert A. Ariel πŸ“‚ Article πŸ“… 1987 πŸ› Elsevier Science 🌐 English βš– 961 KB
The β€œweekend effect” for stock indexes a
✍ Frederick J. Phillips-Patrick; Thomas Schneeweis πŸ“‚ Article πŸ“… 1988 πŸ› John Wiley and Sons 🌐 English βš– 458 KB

Thomas Schneeweis\* ver the last ten years, several academic studies have identified a statistical-0 ly significant weekly pattern in stock returns.' Similar effects have been found in stock index futures.\* The results of these studies show that the average return of stock indexes and stock index f