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The Analysis of Calendar Effects on the Daily Returns of the Portuguese Stock Market: the Weekend and Public Holiday Effects

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  • Miguel Balbina

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  • Miguel Balbina, 2002. "The Analysis of Calendar Effects on the Daily Returns of the Portuguese Stock Market: the Weekend and Public Holiday Effects," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    • Handle: RePEc:ptu:bdpart:ab200212
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    File URL: https://www.bportugal.pt/sites/default/files/anexos/papers/ab200212_e.pdf
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    References listed on IDEAS

    as
    1. Ariel, Robert A., 1987. "A monthly effect in stock returns," Journal of Financial Economics, Elsevier, vol. 18(1), pages 161-174, March.
    2. Ariel, Robert A, 1990. "High Stock Returns before Holidays: Existence and Evidence on Possible Causes," Journal of Finance, American Finance Association, vol. 45(5), pages 1611-1626, December.
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