Losing Sleep at the Market: Comment
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Volume (Year): 92 (2002)
Issue (Month): 4 (September)
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- Chang, Eric C. & Pinegar, J. Michael & Ravichandran, R., 1993. "International Evidence on the Robustness of the Day-of-the-Week Effect," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 28(04), pages 497-513, December.
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"A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix,"
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- Wang, Ko & Li, Yuming & Erickson, John, 1997. " A New Look at the Monday Effect," Journal of Finance, American Finance Association, vol. 52(5), pages 2171-86, December.
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