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An examination of the day-of-the-week effect in junk bond returns over business cycles

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  • Kohers, Theodor
  • Patel, Jayen B.

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  • Kohers, Theodor & Patel, Jayen B., 1996. "An examination of the day-of-the-week effect in junk bond returns over business cycles," Review of Financial Economics, Elsevier, vol. 5(1), pages 31-46.
    • Handle: RePEc:eee:revfin:v:5:y:1996:i:1:p:31-46
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    Cited by:

    1. Jalonen, Einari & Vähämaa, Sami & Äijö, Janne, 2010. "Turn-of-the-month and intramonth effects in government bond markets: Is there a role for macroeconomic news?," Research in International Business and Finance, Elsevier, vol. 24(1), pages 75-81, January.
    2. Lucey, Brian M., 2006. "Investigating the determinants of the Wednesday seasonal in Irish Equities," Research in International Business and Finance, Elsevier, vol. 20(1), pages 62-76, March.
    3. Chhabra, Damini & Gupta, Mohit, 2022. "Calendar anomalies in commodity markets for natural resources: Evidence from India," Resources Policy, Elsevier, vol. 79(C).
    4. Brian Lucey & Edel Tully, 2005. "Seasonality, Risk And Return In Daily COMEX Gold And Silver Data 1982-2002," The Institute for International Integration Studies Discussion Paper Series iiisdp057, IIIS.
    5. Jayen B. Patel & Dorla A. Evans & John E. Burnett, 1998. "Junk Bond Behavior With Daily Returns And Business Cycles," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 21(4), pages 407-418, December.
    6. Stephen Keef & Melvin Roush, 2004. "Day-of-the-week effects: New Zealand bank bills, 1985-2000," Applied Financial Economics, Taylor & Francis Journals, vol. 14(12), pages 859-873.

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