Friday the Thirteenth: 'Part VII'--A Note
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Flavin, Marjorie A, 1983. "Excess Volatility in the Financial Markets: A Reassessment of the Empirical Evidence," Journal of Political Economy, University of Chicago Press, vol. 91(6), pages 929-956, December.
- Michener, Ronald W, 1982. "Variance Bounds in a Simple Model of Asset Pricing," Journal of Political Economy, University of Chicago Press, vol. 90(1), pages 166-175, February.
- Singleton, Kenneth J, 1980. "Expectations Models of the Term Structure and Implied Variance Bounds," Journal of Political Economy, University of Chicago Press, vol. 88(6), pages 1159-1176, December.
- LeRoy, Stephen F & Porter, Richard D, 1981. "The Present-Value Relation: Tests Based on Implied Variance Bounds," Econometrica, Econometric Society, vol. 49(3), pages 555-574, May.
- Lawrence H. Summers, 1982. "Do We Really Know That Financial Markets Are Efficient?," NBER Working Papers 0994, National Bureau of Economic Research, Inc.
- Jeffrey A. Frankel & James H. Stock, 1983. "A Relationship Between Regression Tests and Volatility Tests of Market ncy," NBER Working Papers 1105, National Bureau of Economic Research, Inc.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Qadan, Mahmoud & Kliger, Doron, 2016. "The short trading day anomaly," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 62-80.
- James E. Larsen, 2015. "Triskaidekaphobia and North American Residential Real Estate Prices," International Real Estate Review, Asian Real Estate Society, vol. 18(3), pages 317-329.
- Benno Torgler, 2003. "It Is About Believing: Superstition and Religiosity," CREMA Working Paper Series 2003-10, Center for Research in Economics, Management and the Arts (CREMA).
- Auer, Benjamin R. & Rottmann, Horst, 2013.
"Is there a Friday the 13th effect in ermerging Asian stock markets?,"
35, University of Applied Sciences Amberg-Weiden (OTH).
- Benjamin R. Auer & Horst Rottmann, 2013. "Is there a Friday the 13th Effect in Emerging Asian Stock Markets?," CESifo Working Paper Series 4409, CESifo Group Munich.
- Dowling, Michael & Lucey, Brian M., 2005. "Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence," International Review of Financial Analysis, Elsevier, vol. 14(3), pages 337-355.
- repec:eee:finana:v:52:y:2017:i:c:p:292-308 is not listed on IDEAS
- De Paola, Maria & Gioia, Francesca & Scoppa, Vincenzo, 2014. "Overconfidence, omens and gender heterogeneity: Results from a field experiment," Journal of Economic Psychology, Elsevier, vol. 45(C), pages 237-252.
- Woo, Chi-Keung & Horowitz, Ira & Luk, Stephen & Lai, Aaron, 2008. "Willingness to pay and nuanced cultural cues: Evidence from Hong Kong's license-plate auction market," Journal of Economic Psychology, Elsevier, vol. 29(1), pages 35-53, February.
- Glenn Boyle & Andrew Hagan & R. Seini O'Connor & Nick Whitwell, 2004.
"Emotion, fear and superstition in the New Zealand stockmarket,"
New Zealand Economic Papers,
Taylor & Francis Journals, vol. 38(1), pages 65-85.
- Boyle, Glenn & Hagan, Andrew & O'Connor, R. Seini, 2004. "Emotion, Fear and Superstition in the New Zealand Stockmarket," Working Paper Series 3873, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
- Maria De Paola & Francesca Gioia & Vincenzo Scoppa, 2013.
"Overconfidence, Omens And Emotions: Results From A Field Experiment,"
201303, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
- Maria De Paola & Francesca Gioia & Vincenzo Scoppa, 2013. "Overconfidence, Omens And Emotions: Results From A Field Experiment," Framed Field Experiments 00395, The Field Experiments Website.
- Brian Lucey, 2000. "Friday the 13th and the philosophical basis of financial economics," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 24(3), pages 294-301, September.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jfinan:v:42:y:1987:i:5:p:1385-87. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum). General contact details of provider: http://edirc.repec.org/data/afaaaea.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.