This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Weekend Effects on Stock Returns: A Note Author info | Abstract | Publisher info | Download info | Related research | Statistics Lakonishok, Josef
Levi, Maurice
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
file . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by American Finance Association in its journal Journal of Finance .
Volume (Year): 37 (1982)
Issue (Month): 3 (June)
Pages: 883-89
Download reference. The following formats are available: HTML ,
plain text ,
BibTeX ,
RIS (EndNote),
ReDIF
Handle: RePEc:bla:jfinan:v:37:y:1982:i:3:p:883-89Contact details of provider: Web page: http://www.afajof.org/ More information through EDIRC
Order Information: Web: http://www.afajof.org/membership/join.asp
For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
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)
Other versions: Amado Peiro Gimenez, 1994.
"La estacionalidad diaria del mercado de acciones espaƱol ,"
Investigaciones Economicas ,
Fundación SEPI, vol. 18(3), pages 557-569, September.
[Downloadable!]
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!]
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!]
Other versions: 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!]
Other versions: 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!]
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!]
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)
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)
Michael Thorpe, 2005.
"Financial Sector Reform in China ,"
CERT Discussion Papers
0502, Centre for Economic Reform and Transformation, Heriot Watt University.
[Downloadable!]
Access and
download statistics Did you know? No RePEc service, like IDEAS, charges for the use or the display of bibliographic data.
This page was last updated on 2008-11-26.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .