The Day-of-the-Week Effect Revisited: An Alternative Testing Approach
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References listed on IDEAS
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More about this item
KeywordsDay-of-the-week effect; Multiple hypotheses testing; Multiple comparisons; Closed test procedures; Multiple level a test;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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