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Comment on “Why a Weekend Effect?”

In: GREAT INVESTMENT IDEAS

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  • William T Ziemba

Abstract

The weekend effect in U.S. security markets has been documented by French (1980), Gibbons and Hess (1981), and others. Miller (1988) argues that the effect could be explained by a tendency for self-initiated sell orders to exceed self-initiated buy orders over the weekend, while broker-initiated buy trades result in a surplus of buying during the remainder of the week…

Suggested Citation

  • William T Ziemba, 2016. "Comment on “Why a Weekend Effect?”," World Scientific Book Chapters, in: GREAT INVESTMENT IDEAS, chapter 1, pages 1-14, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789813144385_0001
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    More about this item

    Keywords

    Investment Management; Portfolio Theory and Practice; Great Investors; Stock Market Anomalies; Evaluation Theory; Portfolio Performance; Stock Market Performance;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

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