International evidence on weekend anomalies

Journal of Financial Research

Volumn 23, Issue 4, 2000, Pages 495-522

  Tong, Wilson ^a  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 78149467681     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.2000.tb00757.x     Document Type: Article

References (12)

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2. Bessembinder, H. and M. Hertzel, 1993, Return autocorrelations around nontrading days, Review of Financial Studies 1, 155–89.
3. Cross, F., 1973, The behavior of stock price on Fridays and Mondays, Financial Analysts Journal Nov-Dec, 67–69.
4. French, K., 1980, Stock returns and the weekend effect, Journal of Financial Economics 8, 55–70.
5. Jaffe, J. and R. Westerfield, 1985, The weekend effect in common stock returns: The international evidence, Journal of Finance 40, 433–54.
6. Jaffe, F., R. Westerfield, and C. Ma, 1989, A twist on the Monday effect in stock prices: Evidence from the U.S. and foreign stock markets, Journal of Banking and Finance 13, 641–50.
7. Keim, D., R. Rogalski, and R. Stambaugh, 1984, A further investigation of the weekend effect in stock returns, Journal of Finance 39, 819–35.
8. Kelly, F. 1930, Why You Win or Lose (Fraser Publishing, Burlington, VT).
9. Lakonishok, J. and E. Maberly, 1990, The weekend effect: Trading patterns of individual and institutional investors, Journal of Finance 45, 231–43.
10. Maberly, E., 1995, Eureka! Eureka! Discovery of the Monday effect belongs to the ancient scribes, Financial Analysts Journal Sept-Oct, 10–11.
11. Sias, R. and L. Starks, 1995, The day-of-the-week anomaly: The role of institutional investors, Financial Analysts Journal May-June, 58–67.
12. Wang, K., Y. Li, and J. Erickson, 1997, A new look at the Monday effect, Journal of Finance 52, 2171–86.