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Daily seasonality in 19th century stocks -- some evidence from the Dublin stock exchange

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  • Edward Hope
  • Brian Lucey

Abstract

We document, for a new data set, the existence of daily seasonality. The data set consists of the trades in four equities and two bonds on the Dublin stock exchange for the mid nineteenth century.

Suggested Citation

  • Edward Hope & Brian Lucey, 2007. "Daily seasonality in 19th century stocks -- some evidence from the Dublin stock exchange," Applied Economics Letters, Taylor & Francis Journals, vol. 14(4), pages 277-282.
    • Handle: RePEc:taf:apeclt:v:14:y:2007:i:4:p:277-282
    DOI: 10.1080/13504850601137609
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    References listed on IDEAS

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    1. Andrew C. Harvey, 1990. "The Econometric Analysis of Time Series, 2nd Edition," MIT Press Books, The MIT Press, edition 2, volume 1, number 026208189x, December.
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    Cited by:

    1. Richard S. Grossman & Ronan C. Lyons & Kevin Hjortshøj O'rourke & Madalina A. Ursu, 2014. "A monthly stock exchange index for Ireland, 1864–1930," European Review of Economic History, European Historical Economics Society, vol. 18(3), pages 248-276.

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