An Examination of the Day-of-The-Week Trading Patterns of Individual and Institutional Investors-Reference-Cited by-同舟云学术

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An Examination of the Day-of-The-Week Trading Patterns of Individual and Institutional Investors

Published:2012 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Nguyen Hoang,Morse Joel N.

Publisher

Elsevier BV

Reference14 articles.

1. The Individual Investor and the Weekend Effect;Abraham Abraham;Journal of Financial and Quantitative Analysis,1994

2. A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Security Markets;F Foster;Review of Financial Studies,1990

3. Variations in Trading Volume, Return Variability, and Trading Costs, Evidence on Recent Price Formation Models;F Foster;Journal of Finance,1993

4. Stock Returns and the Weekend Effect;Kenneth R French;Journal of Financial Economics,1980

5. Day of the Week Effects and Asset Returns;M R Gibbons;Journal of Business,1981

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