This paper provides an explanation of the continued persistence of the weekend effect. Using the 23 non-holiday Wednesday closings of 1968 as a benchmark, it is postulated that negative Monday returns can be explained by risk averse investors reacting to the arrival of new information
The weekend effect is a widely studied but incompletely understood financial phenomenon. An analysis...
There are several theories which attempt to explain the behavior of the financial market: be it the ...
There are several theories which attempt to explain the behavior of the financial market: be it the ...
The existence of the weekend effect has been documented as early as 1885. This paper examines whethe...
In this study, we document evidence of a 'reverse' weekend effect - whereby Monday returns are signi...
Market behaviour of stock returns and the weekend effect were investigated. Our study confirms the p...
The problem of efficiency of financial markets, especially the weekend effect, has always fascinated...
Purpose: The purpose of this paper is to provide a brief review of pre‐2003 work on the weekend effe...
The problem of efficiency of financial markets, especially the weekend effect has always fascinated ...
Market behaviour of stock returns and the weekend effect were investigated. Our study confirms the ...
The Monday effect is reexamined using two stock indexes and a sample of 452 individual stocks that t...
This paper investigates the relevance of weekend effect in the Singapore stock market. Firstly, it d...
This paper investigates the relevance of weekend effect in the Singapore stock market. Firstly, it d...
The Monday effect is re-examined using two stock indices and a sample of 452 individual stocks that...
The lack of empirical dossiers on the examination of the weekend effect causes intrigues us to inves...
The weekend effect is a widely studied but incompletely understood financial phenomenon. An analysis...
There are several theories which attempt to explain the behavior of the financial market: be it the ...
There are several theories which attempt to explain the behavior of the financial market: be it the ...
The existence of the weekend effect has been documented as early as 1885. This paper examines whethe...
In this study, we document evidence of a 'reverse' weekend effect - whereby Monday returns are signi...
Market behaviour of stock returns and the weekend effect were investigated. Our study confirms the p...
The problem of efficiency of financial markets, especially the weekend effect, has always fascinated...
Purpose: The purpose of this paper is to provide a brief review of pre‐2003 work on the weekend effe...
The problem of efficiency of financial markets, especially the weekend effect has always fascinated ...
Market behaviour of stock returns and the weekend effect were investigated. Our study confirms the ...
The Monday effect is reexamined using two stock indexes and a sample of 452 individual stocks that t...
This paper investigates the relevance of weekend effect in the Singapore stock market. Firstly, it d...
This paper investigates the relevance of weekend effect in the Singapore stock market. Firstly, it d...
The Monday effect is re-examined using two stock indices and a sample of 452 individual stocks that...
The lack of empirical dossiers on the examination of the weekend effect causes intrigues us to inves...
The weekend effect is a widely studied but incompletely understood financial phenomenon. An analysis...
There are several theories which attempt to explain the behavior of the financial market: be it the ...
There are several theories which attempt to explain the behavior of the financial market: be it the ...