US day-of-the-week effects and asymmetric responses to macroeconomic news

Journal of Banking and Finance

Volumn 22, Issue 5, 1998, Pages 513-534

  Chang, Eric C ^a,b   Michael Pinegar, J ^c   Ravichandran, R ^d  

^a GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

^c BRIGHAM YOUNG UNIVERSITY   (United States)

^d Academy for Management Excellence   (India)

Author keywords

Beta asymmetries; Day of the week effect; G14; Robustness

Indexed keywords

EID: 0040350309     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(98)00023-5     Document Type: Article

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