-
1
-
-
84971946968
-
The individual investor and the weekend effect
-
Abraham, A. and D. Ikenberry (1994), 'The Individual Investor and the Weekend Effect', Journal of Financial and Quantitative Analysis, Vol. 29, No. 2, pp. 263-77.
-
(1994)
Journal of Financial and Quantitative Analysis
, vol.29
, Issue.2
, pp. 263-277
-
-
Abraham, A.1
Ikenberry, D.2
-
2
-
-
77951894966
-
Calendar anomalies: The weekend effect and' reverse' weekend effect
-
(UniversityofArkansas)
-
Brusa, J., P. Liu and C. Schulman (1998), 'Calendar Anomalies: The Weekend Effect and'Reverse'Weekend Effect', Working Paper(UniversityofArkansas).
-
(1998)
Working Paper
-
-
Brusa, J.1
Liu, P.2
Schulman, C.3
-
3
-
-
0038474794
-
The weekend effect, 'reverse' weekend effect and firm size
-
- (2000), 'The Weekend Effect, 'Reverse' Weekend Effect and Firm Size', The Journal of Business Finance & Accounting, Vol. 27, Nos. 5 & 6, pp. 555-70.
-
(2000)
The Journal of Business Finance & Accounting
, vol.27
, Issue.5-6
, pp. 555-570
-
-
-
5
-
-
84972029212
-
International evidence on the robustness of the day-of-the-week effect
-
Chang, E., M. Pinegar and R. Ravichandran (1993), 'International Evidence on the Robustness of the Day-of-the-Week Effect', Journal of Financial and Quantitative Analysis, Vol. 28, No. 4, pp. 497-513.
-
(1993)
Journal of Financial and Quantitative Analysis
, vol.28
, Issue.4
, pp. 497-513
-
-
Chang, E.1
Pinegar, M.2
Ravichandran, R.3
-
6
-
-
0040350309
-
U.s. Day-of-the-week effects and asymmetric responses to macroeconomic news
-
- (1998), 'U.S. Day-of-the-Week Effects and Asymmetric Responses to Macroeconomic News', Journal of Banking and Finance, Vol. 22, pp. 513-34.
-
(1998)
Journal of Banking and Finance
, vol.22
, pp. 513-534
-
-
-
7
-
-
84974329534
-
An examination of the robustness of the weekend effect
-
Connolly, R. (1989), 'An Examination of the Robustness of the Weekend Effect', Journal of Financial and Quantitative Analysis, Vol. 24, No. 2, pp. 133-69.
-
(1989)
Journal of Financial and Quantitative Analysis
, vol.24
, Issue.2
, pp. 133-169
-
-
Connolly, R.1
-
8
-
-
0002897891
-
The behavior of stock prices on fridays and mondays
-
Cross, F. (1973), 'The Behavior of Stock Prices on Fridays and Mondays', Financial Analysts Journal, Vol. 29, No. 6, pp. 67-69.
-
(1973)
Financial Analysts Journal
, vol.29
, Issue.6
, pp. 67-69
-
-
Cross, F.1
-
9
-
-
0030547054
-
Dividend changes, abnormal returns, and intra-industry firm valuations
-
Firth, M. (1996), 'Dividend Changes, Abnormal Returns, and Intra-Industry Firm Valuations', Journal of Financial and Quantitative Analysis, Vol. 31, No. 2, pp. 189-211.
-
(1996)
Journal of Financial and Quantitative Analysis
, vol.31
, Issue.2
, pp. 189-211
-
-
Firth, M.1
-
10
-
-
0000720902
-
Intra-industry information transfers associated with earnings releases
-
Foster, G. (1981), 'Intra-Industry Information Transfers Associated with Earnings Releases', Journal of Accounting and Economics, Vol. 3, pp. 201-32.
-
(1981)
Journal of Accounting and Economics
, vol.3
, pp. 201-232
-
-
Foster, G.1
-
11
-
-
0001428538
-
An earnings prediction approach to examining inter-company information transfers
-
Freeman, R. and S. Tse (1992), 'An Earnings Prediction Approach to Examining Inter-company Information Transfers', Journal of Accounting and Economics, Vol. 15, pp. 509-23.
-
(1992)
Journal of Accounting and Economics
, vol.15
, pp. 509-523
-
-
Freeman, R.1
Tse, S.2
-
12
-
-
49149143225
-
Stock returns and the weekend effect
-
French, K. (1980), 'Stock Returns and the Weekend Effect', Journal of Financial Economics, Vol. 8, pp. 55-69.
-
(1980)
Journal of Financial Economics
, vol.8
, pp. 55-69
-
-
French, K.1
-
13
-
-
0001121281
-
Unexpected earnings and intra-industry information transfers: Further evidence
-
Han, J. and J. Wild (1990), 'Unexpected Earnings and Intra-industry Information Transfers: Further Evidence', Journal of Accounting Research, Vol. 28, No. 1, pp. 211-19.
-
(1990)
Journal of Accounting Research
, vol.28
, Issue.1
, pp. 211-219
-
-
Han, J.1
Wild, J.2
-
14
-
-
0010758121
-
Daily returns and size-related premiums: One more time
-
Keim, D. (1987), 'Daily Returns and Size-related Premiums: One More Time', The Journal of Portfolio Management, Vol. 13, pp. 41-47.
-
(1987)
The Journal of Portfolio Management
, vol.13
, pp. 41-47
-
-
Keim, D.1
-
15
-
-
0000277728
-
Are seasonal anomalies real? A ninety-year perspective
-
Lakonishok, J. and S. Smidt (1988), 'Are Seasonal Anomalies Real? A Ninety- Year Perspective, ' Review of Financial Studies, Vol. 1, No. 4, pp. 403-25.
-
(1988)
Review of Financial Studies
, vol.1
, Issue.4
, pp. 403-425
-
-
Lakonishok, J.1
Smidt, S.2
-
16
-
-
0041913802
-
The day-of-the-week effect in stock returns over business cycles
-
Liano, K. and B. Gup (1989), 'The Day-of-the-Week Effect in Stock Returns over Business Cycles, ' Financial Analysts Journal, Vol. 16, pp. 74-76.
-
(1989)
Financial Analysts Journal
, vol.16
, pp. 74-76
-
-
Liano, K.1
Gup, B.2
-
17
-
-
0037798092
-
An analysis of the weekend effect within the monthly effect
-
-and J. Lindley (1995), 'An Analysis of the Weekend Effect Within the Monthly Effect, ' Review of Quantitative Finance and Accounting, Vol. 5, pp. 419-26.
-
(1995)
Review of Quantitative Finance and Accounting
, vol.5
, pp. 419-426
-
-
Lindley, J.1
-
18
-
-
4043066128
-
The reversal of the monday effect: New evidence from US equity markets
-
Mehdian, S. and M. Perry (2001), 'The Reversal of the Monday Effect: New Evidence from US Equity Markets', Journal of Business Finance&Accounting, Vol. 28, Nos. 7 & 8, pp. 1043-65.
-
(2001)
Journal of Business Finance&Accounting
, vol.28
, Issue.7-8
, pp. 1043-1065
-
-
Mehdian, S.1
Perry, M.2
-
19
-
-
0039064917
-
Do industries explain momentum?
-
Moskowitz, T. and M. Grinblatt (1999), 'Do Industries Explain Momentum?' Journal of Finance, Vol. 54, No. 4, pp. 1249-90.
-
(1999)
Journal of Finance
, vol.54
, Issue.4
, pp. 1249-1290
-
-
Moskowitz, T.1
Grinblatt, M.2
-
20
-
-
77951918410
-
Mutual fund update
-
Mutual Fund Update (2000), Wiesenberger Financial Services, Vol. 9, No. 1, pp. 1-160.
-
(2000)
Wiesenberger Financial Services
, vol.9
, Issue.1
, pp. 1-160
-
-
-
21
-
-
0000706085
-
A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
-
Newey, W. and K. West (1987), 'A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix', Econometrica, Vol. 55, pp. 703-8.
-
(1987)
Econometrica
, vol.55
, pp. 703-708
-
-
Newey, W.1
West, K.2
-
23
-
-
0038878979
-
A new look at the monday effect
-
Wang, K., Y. Li and J. Erickson (1997), 'A New Look at the Monday Effect', Journal of Finance, Vol. 52, No. 5, pp. 2171-86.
-
(1997)
Journal of Finance
, vol.52
, Issue.5
, pp. 2171-2186
-
-
Wang, K.1
Li, Y.2
Erickson, J.3
|