𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The Weekend Effect, ‘Reverse’ Weekend Effect, and Firm Size

✍ Scribed by Jorge Brusa; Pu Liu; Craig Schulman


Book ID
108567856
Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
115 KB
Volume
27
Category
Article
ISSN
0306-686X

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Gold and the “weekend effect”
✍ Clifford A. Ball; Walter N. Torous; Adrian E. Tschoegl 📂 Article 📅 1982 🏛 John Wiley and Sons 🌐 English ⚖ 389 KB

R 1981) find that average daily return to various financial assets was significantly negative for Monday though positive for the other four days of the week. These results are anomalous since they are inconsistent with the two simplest models of the stock return generating process: the trading time