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From t-bills to common stocks: investigating the generality of intra- week return seasonality

Author

Listed:
  • Mark J. Flannery
  • Aris Protopapadakis

Abstract

No abstract is available for this item.

Suggested Citation

  • Mark J. Flannery & Aris Protopapadakis, 1987. "From t-bills to common stocks: investigating the generality of intra- week return seasonality," Working Papers 87-19, Federal Reserve Bank of Philadelphia.
    • Handle: RePEc:fip:fedpwp:87-19
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    Cited by:

    1. Bruce Mizrach & Christopher J. Neely, 2007. "The microstructure of the U.S. treasury market," Working Papers 2007-052, Federal Reserve Bank of St. Louis.
    2. Syed Basher & Perry Sadorsky, 2006. "Day-of-the-week effects in emerging stock markets," Applied Economics Letters, Taylor & Francis Journals, vol. 13(10), pages 621-628.
    3. Mark J. Flannery & Aris A. Protopapadakis, 2002. "Macroeconomic Factors Do Influence Aggregate Stock Returns," The Review of Financial Studies, Society for Financial Studies, vol. 15(3), pages 751-782.
    4. G. Kohers & N. Kohers & V. Pandey & T. Kohers, 2004. "The disappearing day-of-the-week effect in the world's largest equity markets," Applied Economics Letters, Taylor & Francis Journals, vol. 11(3), pages 167-171.

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