The week-of-the-year effect: Evidence from around the globe
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- Anthony Heyes & Matthew Neidell & Soodeh Saberian, 2016. "The Effect of Air Pollution on Investor Behavior: Evidence from the S&P 500," NBER Working Papers 22753, National Bureau of Economic Research, Inc.
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More about this item
KeywordsWeek-of-the-year effect; Day-of-the-week effect; Week-of-the-month effect; Month-of-the-year effect; May-to-October effect; Seasonal Affective Disorder (SAD);
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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