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International Evidence on the Robustness of the Day-of-the-Week Effect

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Author Info
Chang, Eric C.
Pinegar, J. Michael
Ravichandran, R.
Abstract

Consistent with Connolly's (1989), (1991) evidence, this study finds that sample size and/or error term adjustments render U.S. day-of-the-week effects statistically insignificant. In contrast, day-of-the-week effects in seven European countries and in Canada and Hong Kong are robust to individual sample size or error term adjustments, and day-of-the-week effects in five European countries survive the simultaneous imposition of both types of adjustments. In most countries where day-of-the-week effects are robust, however, the effects are statistically significant in not more than two weeks out of the month. These findings are inconsistent with explanations of the day-of-the-week effect based on institutional differences or on the arrival of new information. Thus, in the absence of other potential explanations already dismissed by Jaffe and Westerfield (1985), evidence in this study further complicates the international day-of-the-week effect puzzle.

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Article provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.

Volume (Year): 28 (1993)
Issue (Month): 04 (December)
Pages: 497-513
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Handle: RePEc:cup:jfinqa:v:28:y:1993:i:04:p:497-513_00

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  1. Rudel, Richard K. & McCamley, Francis, 2000. "Volatility Of Cash Corn Prices By Day-Of-The-Week," 2000 Annual meeting, July 30-August 2, Tampa, FL 21873, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  2. Brian M. Lucey & Shane Whelan, 2004. "Monthly and semi-annual seasonality in the Irish equity market 1934-2000," Applied Financial Economics, Taylor and Francis Journals, vol. 14(3), pages 203-208, February. [Downloadable!] (restricted)
  3. James M. Steeley, 2004. "Information processing and the UK weekend effect: do investors cut their losses on Mondays?," Applied Economics Letters, Taylor and Francis Journals, vol. 11(14), pages 895-899, November. [Downloadable!] (restricted)
  4. Stephen P. Keef & Melvin L. Roush, 2004. "Day-of-the-week effects: New Zealand bank bills, 1985-2000," Applied Financial Economics, Taylor and Francis Journals, vol. 14(12), pages 859-873, August. [Downloadable!] (restricted)
  5. J. Michael Pinegar, 2002. "Losing Sleep at the Market: Comment," American Economic Review, American Economic Association, vol. 92(4), pages 1251-1256, September. [Downloadable!]
  6. Li L. Ong & Srobona Mitra & Jorge A. Chan-Lau, 2007. "Contagion Risk in the International Banking System and Implications for London as a Global Financial Center," IMF Working Papers 07/74, International Monetary Fund. [Downloadable!]
  7. Li L. Ong & Jason D. Mitchell, 2006. "Seasonalities in China's Stock Markets: Cultural or Structural?," IMF Working Papers 06/04, International Monetary Fund. [Downloadable!]
  8. 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)
  9. Stephen P. Keef & Melvin L. Roush, 2005. "Day-of-the-week effects in the pre-holiday returns of the Standard & Poor's 500 stock index," Applied Financial Economics, Taylor and Francis Journals, vol. 15(2), pages 107-119, January. [Downloadable!] (restricted)
  10. Veera Lenkkeri & Wessel Marquering & Ben Strunkmann-Meister, 2006. "The Friday Effect in European Securitized Real Estate Index Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 33(1), pages 31-50, August. [Downloadable!] (restricted)
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