A TWIST ON THE MONDAY EFFECT IN STOCK-PRICES - EVIDENCE FROM THE UNITED-STATES AND FOREIGN STOCK MARKETS

[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] THE WEEK-END EFFECT IN COMMON-STOCK RETURNS - THE INTERNATIONAL EVIDENCE [J]. JOURNAL OF FINANCE, 1985, 40 (02) : 433 - 454

[5] KEIM DB, 1984, J FINANC, V39, P819

[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] THE WEEK-END EFFECT IN COMMON-STOCK RETURNS - THE INTERNATIONAL EVIDENCE [J]. JOURNAL OF FINANCE, 1985, 40 (02) : 433 - 454

[5] KEIM DB, 1984, J FINANC, V39, P819