AN EXAMINATION OF THE ROBUSTNESS OF THE WEEKEND EFFECT

[51] DAY-OF-THE-WEEK AND INTRADAY EFFECTS IN STOCK RETURNS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1986, 17 (01) : 197 - 210

[52] Tukey J. W., 1977, EXPLORATORY DATA ANA

[53] VELLEMAN P, 1981, APPLICATIONS BASICS

[54] WEAKER CRITERIA AND TESTS FOR LINEAR RESTRICTIONS IN REGRESSION [J]. ECONOMETRICA, 1972, 40 (04) : 689 - 698

[55] A HETEROSKEDASTICITY-CONSISTENT COVARIANCE-MATRIX ESTIMATOR AND A DIRECT TEST FOR HETEROSKEDASTICITY [J]. ECONOMETRICA, 1980, 48 (04) : 817 - 838

[56] ASYMPTOTIC-BEHAVIOR OF M-ESTIMATORS FOR THE LINEAR-MODEL [J]. ANNALS OF STATISTICS, 1979, 7 (02) : 258 - 268

[57] Zellner A., 1984, BASIC ISSUES ECONOME

[51] DAY-OF-THE-WEEK AND INTRADAY EFFECTS IN STOCK RETURNS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1986, 17 (01) : 197 - 210

[52] Tukey J. W., 1977, EXPLORATORY DATA ANA

[53] VELLEMAN P, 1981, APPLICATIONS BASICS

[54] WEAKER CRITERIA AND TESTS FOR LINEAR RESTRICTIONS IN REGRESSION [J]. ECONOMETRICA, 1972, 40 (04) : 689 - 698

[55] A HETEROSKEDASTICITY-CONSISTENT COVARIANCE-MATRIX ESTIMATOR AND A DIRECT TEST FOR HETEROSKEDASTICITY [J]. ECONOMETRICA, 1980, 48 (04) : 817 - 838

[56] ASYMPTOTIC-BEHAVIOR OF M-ESTIMATORS FOR THE LINEAR-MODEL [J]. ANNALS OF STATISTICS, 1979, 7 (02) : 258 - 268

[57] Zellner A., 1984, BASIC ISSUES ECONOME