Are there Monday effects in stock returns: A stochastic dominance approach

Journal of Empirical Finance

Volumn 14, Issue 5, 2007, Pages 736-755

  Cho, Young Hyun ^a   Linton, Oliver ^b   Whang, Yoon Jae ^c  

^a Korea University   (South Korea)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^c Seoul National University   (South Korea)

Author keywords

Efficient markets; Stock market anomalies; Subsampling

Indexed keywords

EID: 35548943545     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2007.02.001     Document Type: Article

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