The remainder of the paper answers four questions. Are seasonals in foreign stock markets independent of the previously reported seasonal in the U.S.? Due to different time zones, do Japan and Australia exhibit a seasonal one day out of phase? Do settlement procedures across countries impact week-end effects? Does the seasonal in foreign exchange offset the week-end effect in stocks for Americans investing overseas?

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Paper provided by Wharton School Rodney L. White Center for Financial Research in its series Rodney L. White Center for Financial Research Working Papers with number 3-85.

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