The friday the thirteenth effect in stock prices: international evidence using panel data
Download full text from publisher
References listed on IDEAS
- Cadsby, Charles Bram & Ratner, Mitchell, 1992. "Turn-of-month and pre-holiday effects on stock returns: Some international evidence," Journal of Banking & Finance, Elsevier, vol. 16(3), pages 497-509, June.
- Bessembinder, Hendrik & Hertzel, Michael G, 1993. "Return Autocorrelations around Nontrading Days," Review of Financial Studies, Society for Financial Studies, vol. 6(1), pages 155-189.
- Daron Acemoglu & Simon Johnson & James A. Robinson, 2001.
"The Colonial Origins of Comparative Development: An Empirical Investigation,"
American Economic Review,
American Economic Association, vol. 91(5), pages 1369-1401, December.
- Daron Acemoglu & Simon Johnson & James A. Robinson, 2000. "The Colonial Origins of Comparative Development: An Empirical Investigation," NBER Working Papers 7771, National Bureau of Economic Research, Inc.
- Ariel, Robert A., 1987. "A monthly effect in stock returns," Journal of Financial Economics, Elsevier, vol. 18(1), pages 161-174, March.
- Abraham, Abraham & Ikenberry, David L., 1994. "The Individual Investor and the Weekend Effect," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 29(02), pages 263-277, June.
Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- Triskaidekaphobia (fear of Friday the 13th) and the stock market.
by brianmlucey in Brian M. Lucey on 2013-09-13 12:50:19
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Benjamin R. Auer & Horst Rottmann, 2013.
"Is there a Friday the 13th Effect in Emerging Asian Stock Markets?,"
CESifo Working Paper Series
4409, CESifo Group Munich.
- Auer, Benjamin R. & Rottmann, Horst, 2013. "Is there a Friday the 13th effect in ermerging Asian stock markets?," Weidener Diskussionspapiere 35, University of Applied Sciences Amberg-Weiden (OTH).
More about this item
KeywordsFriday the 13th effect; turn of the month effect; international; stock indices; between-country;
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:vuw:vuwecf:1994. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Library Technology Services). General contact details of provider: http://edirc.repec.org/data/egvuwnz.html .