Twist-of-the-Monday Effect: Evidence from United State and 18 Selected European Union Stock Markets
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References listed on IDEAS
- Shiok Ye Lim & Chong Mun Ho & Brian Dollery, 2010. "An empirical analysis of calendar anomalies in the Malaysian stock market," Applied Financial Economics, Taylor & Francis Journals, vol. 20(3), pages 255-264.
- repec:bbz:fcpbbr:v:5:y:2008:i:3:p:233-241 is not listed on IDEAS
- Madureira, Leonardo L. & Leal, Ricardo P. C., 2001. "Elusive anomalies in the Brazilian stock market," International Review of Financial Analysis, Elsevier, vol. 10(2), pages 123-134.
More about this item
KeywordsTwist-of-the-Monday Effect; European Union Stock Markets;
- G1 - Financial Economics - - General Financial Markets
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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