Some additional Australian evidence on the day-of-the-week effect

Applied Economics Letters

Volumn 6, Issue 4, 1999, Pages 247-249

  Davidson, Sinclair ^a   Faff, Robert ^a  

^a RMIT UNIVERSITY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039776537     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/135048599353447     Document Type: Article

References (4)

1. Connolly, R. (1989) An examination of the robustness of the weekend effect. Journal of Financial and Quantitative Analysis, 24, 133-69.
2. Easton, S. and Faff, R. (1994) An investigation of the robustness of the day-of-the-week effect in Australia, Applied Financial Economics, 4, 99-110.
3. Gibbons, M. and Hess, P. (1981) Day-of-the-week effects and asset returns, Journal of Business, 54, 579-96.
4. Jaffe, J. and Westerfield, R. (1985) The week-end effect in common stock returns: the international evidence, The Journal of Finance, 40, 433-54.