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The Anomaly That Isn't There: A Comment on Friday the Thirteenth

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  • Dyl, Edward A
  • Maberly, Edwin D

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  • Dyl, Edward A & Maberly, Edwin D, 1988. "The Anomaly That Isn't There: A Comment on Friday the Thirteenth," Journal of Finance, American Finance Association, vol. 43(5), pages 1285-1286, December.
    • Handle: RePEc:bla:jfinan:v:43:y:1988:i:5:p:1285-86
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    Cited by:

    1. repec:vuw:vuwscr:18969 is not listed on IDEAS
    2. David Hirshleifer & Ming Jian & Huai Zhang, 2018. "Superstition and Financial Decision Making," Management Science, INFORMS, vol. 64(1), pages 235-252, January.
    3. 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).
    4. Shiller, Robert J., 1999. "Human behavior and the efficiency of the financial system," Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 20, pages 1305-1340, Elsevier.
    5. Christian Klein & Bernhard Zwergel & Sebastian Heiden, 2009. "On the existence of sports sentiment: the relation between football match results and stock index returns in Europe," Review of Managerial Science, Springer, vol. 3(3), pages 191-208, November.
    6. M. Berument & Nukhet Dogan, 2012. "Stock market return and volatility: day-of-the-week effect," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(2), pages 282-302, April.
    7. Auer, Benjamin R. & Rottmann, Horst, 2014. "Is there a Friday the 13th effect in emerging Asian stock markets?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 1(C), pages 17-26.
    8. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "The Weekly Structure of US Stock Prices," Discussion Papers of DIW Berlin 1077, DIW Berlin, German Institute for Economic Research.
    9. Terence Mills & J. Andrew Coutts, 1995. "Calendar effects in the London Stock Exchange FT-SE indices," The European Journal of Finance, Taylor & Francis Journals, vol. 1(1), pages 79-93.
    10. Torgler, Benno, 2007. "Determinants of superstition," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 36(5), pages 713-733, October.
    11. Gil-Alana, Luis A. & Cunado, Juncal & de Gracia, Fernando Perez, 2013. "Salient features of dependence in daily US stock market indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(15), pages 3198-3212.
    12. Boyle, Glenn & Hagan, Andrew & O'Connor, R. Seini, 2004. "Emotion, Fear and Superstition in the New Zealand Stockmarket," Working Paper Series 18969, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
    13. 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.
    14. Reinhold Lamb & Richard Zuber & John Gandar, 2004. "Don't lose sleep on it: a re-examination of the daylight savings time anomaly," Applied Financial Economics, Taylor & Francis Journals, vol. 14(6), pages 443-446.
    15. Lei Gao & Gerhard Kling, 2005. "Calendar Effects in Chinese Stock Market," Annals of Economics and Finance, Society for AEF, vol. 6(1), pages 75-88, May.
    16. 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.
    17. Richard Chung & Ali F. Darrat & Bin Li, 2014. "Superstitions and stock trading: some new evidence," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 19(4), pages 527-538, October.
    18. Kliger, Doron & Qadan, Mahmoud, 2019. "The High Holidays: Psychological mechanisms of honesty in real-life financial decisions," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 78(C), pages 121-137.
    19. Veera Lenkkeri & Wessel Marquering & Ben Strunkmann-Meister, 2006. "The Friday Effect in European Securitized Real Estate Index Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 33(1), pages 31-50, August.
    20. Huang, Yin-Siang & Chiu, Junmao & Lin, Chih-Yung & Robin,, 2022. "The effect of Chinese lunar calendar on individual investors' trading," Pacific-Basin Finance Journal, Elsevier, vol. 71(C).
    21. 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.
    22. Qadan, Mahmoud & Aharon, David Y. & Eichel, Ron, 2022. "Seasonal and Calendar Effects and the Price Efficiency of Cryptocurrencies," Finance Research Letters, Elsevier, vol. 46(PA).
    23. Bai, Min & Xu, Limin & Yu, Chia-Feng (Jeffrey) & Zurbruegg, Ralf, 2020. "Superstition and stock price crash risk," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
    24. 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.
    25. Ramona Dumitriu & Razvan Stefanescu, 2019. "Stock Prices Behavior Before and After Friday the 13th," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 20-30.

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