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The Monday merger effect

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  • Branch, Ben
  • Jung, Jay
  • Yang, Taewon

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  • Branch, Ben & Jung, Jay & Yang, Taewon, 2001. "The Monday merger effect," International Review of Financial Analysis, Elsevier, vol. 10(1), pages 1-18.
    • Handle: RePEc:eee:finana:v:10:y:2001:i:1:p:1-18
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    References listed on IDEAS

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    1. 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.
    2. Wang, Ko & Li, Yuming & Erickson, John, 1997. "A New Look at the Monday Effect," Journal of Finance, American Finance Association, vol. 52(5), pages 2171-2186, December.
    3. Loughran, Tim & Vijh, Anand M, 1997. "Do Long-Term Shareholders Benefit from Corporate Acquisitions?," Journal of Finance, American Finance Association, vol. 52(5), pages 1765-1790, December.
    4. 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.
    5. Lakonishok, Josef & Maberly, Edwin, 1990. "The Weekend Effect: Trading Patterns of Individual and Institutional Investors," Journal of Finance, American Finance Association, vol. 45(1), pages 231-243, March.
    6. Jaffe, Jeffrey F. & Westerfield, Randolph & Ma, Christopher, 1989. "A twist on the Monday effect in stock prices: Evidence from the U.S. and foreign stock markets," Journal of Banking & Finance, Elsevier, vol. 13(4-5), pages 641-650, September.
    7. Flannery, Mark J & Protopapadakis, Aris A, 1988. " From T-Bills to Common Stocks: Investigating the Generality of Intra-Week Return Seasonality," Journal of Finance, American Finance Association, vol. 43(2), pages 431-450, June.
    8. French, Kenneth R., 1980. "Stock returns and the weekend effect," Journal of Financial Economics, Elsevier, vol. 8(1), pages 55-69, March.
    9. 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.
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