The Short-Selling Hypothesis of Weekend Effect and T + 1 Trading Mechanism
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
Finance
Link
http://link.springer.com/content/pdf/10.1007/s10690-021-09329-5.pdf
Reference23 articles.
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3. Brusa, J., Liu, P., & Schulman, C. (2003). The weekend and “reverse” weekend effects: an analysis by month of the year, week of the month, and industry. Journal of Business Finance & Accounting, 30, 863–890.
4. Chan, S. H., Leung, W.-K., & Wang, K. (2004). The impact of institutional investors on the monday seasonal. Journal of Business, 77, 967–986.
5. Chen, H., & Singal, V. (2003). Role of speculative short sales in price formation: The case of the weekend effect. The Journal of Finance, 58, 685–705.
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