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The Weekend Effect: Trading Patterns of Individual and Institutional Investors Author info | Abstract | Publisher info | Download info | Related research | Statistics Lakonishok, Josef
Maberly, Edwin
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In this paper, the authors document regularities in trading patterns of individual and institutional investors related to the day of the week. They find a relative increase in trading activity by individuals on Mondays. In addition, there is a tendency for individuals to increase the number of sell transactions relative to buy transactions, which might explain at least part of the weekend effect. Copyright 1990 by American Finance Association.
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Article provided by American Finance Association in its journal Journal of Finance .
Volume (Year): 45 (1990)
Issue (Month): 1 (March)
Pages: 231-43
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Handle: RePEc:bla:jfinan:v:45:y:1990:i:1:p:231-43Contact details of provider: Web page: http://www.afajof.org/ More information through EDIRC
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