The day-of-the-week and the week-of-the-month effects: An analysis of investors' trading activities

Review of Quantitative Finance and Accounting

Volumn 23, Issue 1, 2004, Pages 19-30

  Brusa, Jorge ^a   Liu, Pu ^b  

^a Texas AandM International University   (United States)

^b UNIVERSITY OF ARKANSAS   (United States)

Author keywords

investors; Monday; reverse; week of the month; weekend

Indexed keywords

EID: 4344618764     PISSN: 0924865X     EISSN: None     Source Type: Journal    
DOI: 10.1023/B:REQU.0000037062.21050.3b     Document Type: Article

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