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Are investors moonstruck? Lunar phases and stock returns

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  • Yuan, Kathy
  • Zheng, Lu
  • Zhu, Qiaoqiao

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  • Yuan, Kathy & Zheng, Lu & Zhu, Qiaoqiao, 2006. "Are investors moonstruck? Lunar phases and stock returns," Journal of Empirical Finance, Elsevier, vol. 13(1), pages 1-23, January.
    • Handle: RePEc:eee:empfin:v:13:y:2006:i:1:p:1-23
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    References listed on IDEAS

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    15. Ariel, Robert A., 1987. "A monthly effect in stock returns," Journal of Financial Economics, Elsevier, vol. 18(1), pages 161-174, March.
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