A transaction data study of weekly and intradaily patterns in stock returns
Author:
Publisher
Elsevier BV
Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference15 articles.
1. The relationship between return and market value of common stock;Banz;Journal of Financial Economics,1981
2. Biases in computed returns: An application to the size effect;Blume;Journal of Financial Economics,1983
3. The behavior of stock price on Fridays and Mondays;Cross;Financial Analysts Journal,1973
4. Stock returns and the weekend effect;French;Journal of Financial Economics,1980
5. Day of the week effects and asset returns;Gibbons;Journal of Business,1981
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