Weekend gold returns in bull and bear markets

Author:

Blose Laurence E.,Gondhalekar Vijay

Publisher

Wiley

Subject

Economics, Econometrics and Finance (miscellaneous),Finance,Accounting

Reference31 articles.

1. Day of the week effects, information seasonality, and higher moments of security returns;Aggarwal;Journal of Economics and Business,1997

2. Calendar anomalies in the Gulf Cooperation Council stock markets;Ariss;Emerging Markets Review,2011

3. Gold and the “Weekend Effect”;Ball;Journal of Futures Markets,1982

4. Day-of-the-week patterns in futures prices: some further results;Chamberlain;Quarterly Journal of Business and Economics,1990

5. Day of the week effects and commodity price changes;Chang;Journal of Futures Markets,1988

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