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! ]
New Findings Regarding Day-of-the-Week Returns over Trading and Non-trading Periods: A Note Author info | Abstract | Publisher info | Download info | Related research | Statistics Rogalski, Richard J
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
page . 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): 39 (1984)
Issue (Month): 5 (December)
Pages: 1603-14
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:bla:jfinan:v:39:y:1984:i:5:p:1603-14Contact 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.)
Vicente Meneu & Angel Pardo, .
"El efecto "día festivo" en la Bolsa española ,"
Studies on the Spanish Economy
95, FEDEA.
[Downloadable!]
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: Chia, Ricky Chee-Jiun & Liew, Venus Khim-Sen & Syed Khalid Wafa, Syed Azizi Wafa, 2006.
"Calendar anomalies in the Malaysian stock market ,"
MPRA Paper
516, University Library of Munich, Germany.
[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:
Christos S. Savva & Denise R. Osborn & Len Gill, 2006.
"Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US ,"
The School of Economics Discussion Paper Series
0629, Economics, The University of Manchester.
[Downloadable!] Denise R. Osborn & Christos S. Savva & Len Gill, 2008.
"Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US ,"
Journal of Financial Econometrics ,
Oxford University Press, vol. 6(3), pages 307-325, Summer.
[Downloadable!] (restricted) Mazumder, M. Imtiaz & Miller, Edward M. & Varela, Oscar Albert, 2005.
"The weekend trading profitability: evidence from international mutual funds ,"
Working Papers
2004-10, University of New Orleans, Department of Economics and Finance.
[Downloadable!]
Syed A. Basher & Perry Sadorsky, 2004.
"Day-of-the-week effects in emerging stock markets ,"
Finance
0407017, EconWPA.
[Downloadable!]
Other versions: Josep Garcia Blandón, 2001.
"New Findings Regarding Return Autocorrelation Anomalies and the Importance of Non-trading Periods ,"
Economics Working Papers
585, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
Dimitris Kenourgios & Aristeidis Samitas & Spyros Papathanasiou, 2005.
"The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange ,"
Finance
0512028, EconWPA.
[Downloadable!]
Gordon Tang, 1998.
"Weekly Pattern of Exchange Rate Risks: Evidence from Ten Asian-Pacific Currencies ,"
Asia-Pacific Financial Markets ,
Springer, vol. 5(3), pages 261-274, November.
[Downloadable!] (restricted)
Access and
download statistics Did you know? Over five million full texts a year are downloaded through IDEAS.
This page was last updated on 2009-11-12.
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 .