A Further Investigation of the Weekend Effect in Stock Returns

Author:

KEIM DONALD B.,STAMBAUGH ROBERT F.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference16 articles.

1. Biases in Computed Returns: An Application to the Size Effect;Blume;Journal of Financial Economics,November 1983

2. F. Bruch Day-of-the Week Effect. Manuscript, University of Chicago 1982

3. F. Cross The Behavior of Stock Prices on Fridays and Mondays. Financial Analysts Journal November/December 1973 67 69

4. The Behavior of Stock Market Prices;Fama;Journal of Business,January 1965

5. Some New Stock Market Indices;Fisher;Journal of Business,1966

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