The “reverse” weekend effect: the U.S. market versus international markets

Author:

Brusa Jorge,Liu Pu,Schulman Craig

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference24 articles.

1. The individual investor and the weekend effect;Abraham;Journal of Financial and Quantitative Analysis,1994

2. Seasonal and day-of-the-week effects in four emerging stock markets;Aggarwal;Financial Review,1989

3. Anomalies or illusions? Evidence from stock markets in eighteen countries;Agrawal;Journal of International Money and Finance,1994

4. The Italian stock market: efficiency and calendar anomalies;Barone;Journal of Banking and Finance,1990

5. Brusa, J., Liu, P., & Schulman, C. (1998). Calendar anomalies: the reverse weekend effect (working paper). University of Arkansas.

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