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Weekend Effects on Stock Returns: A Note

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Author Info
Lakonishok, Josef
Levi, Maurice
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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 37 (1982)
Issue (Month): 3 (June)
Pages: 883-89
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Handle: RePEc:bla:jfinan:v:37:y:1982:i:3:p:883-89

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  1. Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi, 2000. "Losing Sleep at the Market: The Daylight Saving Anomaly," American Economic Review, American Economic Association, vol. 90(4), pages 1005-1011, September. [Downloadable!] (restricted)
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  2. Amado Peiro Gimenez, 1994. "La estacionalidad diaria del mercado de acciones español," Investigaciones Economicas, Fundación SEPI, vol. 18(3), pages 557-569, September. [Downloadable!]
  3. Ercan Balaban, 1995. "Informational Efficiency of the Istanbul Securities Exchange and Some Rationale for Public Regulation," Discussion Papers 9502, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
  4. Christos S. Savva & Denise R. Osborn & Len Gill, 2006. "Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US," Centre for Growth and Business Cycle Research Discussion Paper Series 77, Economics, The Univeristy of Manchester. [Downloadable!]
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  5. Martin T. Bohl & Janusz Brzeszczynski, 2005. "Do Institutional Investors Destabilize Stock Prices? Evidence from an Emerging Market," CERT Discussion Papers 0501, Centre for Economic Reform and Transformation, Heriot Watt University. [Downloadable!]
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  6. Ercan Balaban, 1994. "Day of the Week Effects : New Evidence from an Emerging Stock Market," Discussion Papers 9410, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
  7. Paul Alagidede & Theodore Panagiotidis, 2006. "Calendar Anomalies in an Emerging African Market: Evidence from the Ghana Stock Exchange," Discussion Paper Series 2006_13, Department of Economics, Loughborough University, revised Jun 2006. [Downloadable!]
  8. A. Gregoriou & A. Kontonikas & N. Tsitsianis, 2004. "Does the day of the week effect exist once transaction costs have been accounted for? Evidence from the UK," Applied Financial Economics, Taylor and Francis Journals, vol. 14(3), pages 215-220, February. [Downloadable!] (restricted)
  9. Brian M. Lucey, 2004. "Robust estimates of daily seasonality in the Irish equity market," Applied Financial Economics, Taylor and Francis Journals, vol. 14(7), pages 517-523, April. [Downloadable!] (restricted)
  10. Michael Thorpe, 2005. "Financial Sector Reform in China," CERT Discussion Papers 0502, Centre for Economic Reform and Transformation, Heriot Watt University. [Downloadable!]
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