NEW FINDINGS REGARDING DAY-OF-THE-WEEK RETURNS OVER TRADING AND NON-TRADING PERIODS

[1] Cross F., 1973, FINANCIAL ANAL J, V29, P67, DOI [10.2469/faj.v29.n6.67, DOI 10.2469/FAJ.V29.N6.67]

[2] STOCK RETURNS AND THE WEEKEND EFFECT [J]. JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (01) : 55 - 69

[3] DAY OF THE WEEK EFFECTS AND ASSET RETURNS [J]. JOURNAL OF BUSINESS, 1981, 54 (04) : 579 - 596

[4] KEIM D, 1983, UNPUB FURTHER INVEST

[5] SIZE-RELATED ANOMALIES AND STOCK RETURN SEASONALITY - FURTHER EMPIRICAL-EVIDENCE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (01) : 13 - 32

[6] WEEKEND EFFECTS ON STOCK RETURNS - A NOTE [J]. JOURNAL OF FINANCE, 1982, 37 (03) : 883 - 889

[7] Morgenstern O., 1970, PREDICTABILITY STOCK

[8] A THEORY OF COMMON-STOCK RETURNS OVER TRADING AND NON-TRADING PERIODS [J]. JOURNAL OF FINANCE, 1980, 35 (03) : 729 - 751

[9] Roll R., 1983, J PORTFOLIO MANAGE, V9, P18

[10] Scheffe H., 1999, ANAL VARIANCE, V72

[1] Cross F., 1973, FINANCIAL ANAL J, V29, P67, DOI [10.2469/faj.v29.n6.67, DOI 10.2469/FAJ.V29.N6.67]

[2] STOCK RETURNS AND THE WEEKEND EFFECT [J]. JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (01) : 55 - 69

[3] DAY OF THE WEEK EFFECTS AND ASSET RETURNS [J]. JOURNAL OF BUSINESS, 1981, 54 (04) : 579 - 596

[4] KEIM D, 1983, UNPUB FURTHER INVEST

[5] SIZE-RELATED ANOMALIES AND STOCK RETURN SEASONALITY - FURTHER EMPIRICAL-EVIDENCE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (01) : 13 - 32

[6] WEEKEND EFFECTS ON STOCK RETURNS - A NOTE [J]. JOURNAL OF FINANCE, 1982, 37 (03) : 883 - 889

[7] Morgenstern O., 1970, PREDICTABILITY STOCK

[8] A THEORY OF COMMON-STOCK RETURNS OVER TRADING AND NON-TRADING PERIODS [J]. JOURNAL OF FINANCE, 1980, 35 (03) : 729 - 751

[9] Roll R., 1983, J PORTFOLIO MANAGE, V9, P18

[10] Scheffe H., 1999, ANAL VARIANCE, V72