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Day of the Week Effects In the Uk Equity Market: A Cross Sectional Analysis

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  • A.Y.F. Choy
  • J. O'hanlon

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  • A.Y.F. Choy & J. O'hanlon, 1989. "Day of the Week Effects In the Uk Equity Market: A Cross Sectional Analysis," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 16(1), pages 89-104, March.
    • Handle: RePEc:bla:jbfnac:v:16:y:1989:i:1:p:89-104
    DOI: 10.1111/j.1468-5957.1989.tb00006.x
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    References listed on IDEAS

    as
    1. Lakonishok, Josef & Levi, Maurice, 1982. "Weekend Effects on Stock Returns: A Note," Journal of Finance, American Finance Association, vol. 37(3), pages 883-889, June.
    2. Keim, Donald B & Stambaugh, Robert F, 1984. "A Further Investigation of the Weekend Effect in Stock Returns," Journal of Finance, American Finance Association, vol. 39(3), pages 819-835, July.
    3. Dyl, Edward A & Martin, Stanley A, Jr, 1985. "Weekend Effects on Stock Returns: A Comment," Journal of Finance, American Finance Association, vol. 40(1), pages 347-349, March.
    4. Gibbons, Michael R & Hess, Patrick, 1981. "Day of the Week Effects and Asset Returns," The Journal of Business, University of Chicago Press, vol. 54(4), pages 579-596, October.
    5. Theobald, Michael & Price, Vera, 1984. "Seasonality Estimation in Thin Markets," Journal of Finance, American Finance Association, vol. 39(2), pages 377-392, June.
    6. Rogalski, Richard J, 1984. "New Findings Regarding Day-of-the-Week Returns over Trading and Non-trading Periods: A Note," Journal of Finance, American Finance Association, vol. 39(5), pages 1603-1614, December.
    7. Poterba, James M & Summers, Lawrence H, 1984. "New Evidence that Taxes Affect the Valuation of Dividends," Journal of Finance, American Finance Association, vol. 39(5), pages 1397-1415, December.
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