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There are 7930641 results for: content related to: DISCUSSION

  1. A New Look at the Monday Effect

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2171–2186, KO WANG, YUMING LI and JOHN ERICKSON

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02757.x

  2. New Findings Regarding Day-of-the-Week Returns over Trading and Non-Trading Periods: A Note

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1603–1614, RICHARD J. ROGALSKI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04927.x

  3. INTERNATIONAL EVIDENCE ON WEEKEND ANOMALIES

    Journal of Financial Research

    Volume 23, Issue 4, Winter 2000, Pages: 495–522, Wilson Tong

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.2000.tb00757.x

  4. From T-Bills to Common Stocks: Investigating the Generality of Intra-Week Return Seasonality

    The Journal of Finance

    Volume 43, Issue 2, June 1988, Pages: 431–450, MARK J. FLANNERY and ARIS A. PROTOPAPADAKIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb03948.x

  5. Does Mood Explain the Monday Effect?

    Journal of Forecasting

    Volume 33, Issue 6, September 2014, Pages: 409–418, Azizah Abu Bakar, Antonios Siganos and Evangelos Vagenas-Nanos

    Version of Record online : 7 JUL 2014, DOI: 10.1002/for.2305

  6. Seasonality Estimation in Thin Markets

    The Journal of Finance

    Volume 39, Issue 2, June 1984, Pages: 377–392, MICHAEL THEOBALD and VERA PRICE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb02315.x

  7. The Weekly Pattern in Stock Returns: Cash versus Futures: A Note

    The Journal of Finance

    Volume 40, Issue 2, June 1985, Pages: 583–588, BRADFORD CORNELL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04975.x

  8. Role of Speculative Short Sales in Price Formation: The Case of the Weekend Effect

    The Journal of Finance

    Volume 58, Issue 2, April 2003, Pages: 685–705, Honghui Chen and Vijay Singal

    Version of Record online : 21 MAR 2003, DOI: 10.1111/1540-6261.00541

  9. Industrial Structure and the Comparative Behavior of International Stock Market Indices

    The Journal of Finance

    Volume 47, Issue 1, March 1992, Pages: 3–41, RICHARD ROLL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb03977.x

  10. Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 951–986, G. ANDREW KAROLYI and RENÉ M. STULZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02713.x

  11. Explaining Monday Returns

    Journal of Financial Research

    Volume 25, Issue 4, December 2002, Pages: 507–520, Paul Draper and Krishna Paudyal

    Version of Record online : 7 NOV 2002, DOI: 10.1111/1475-6803.00034

  12. The Week-End Effect in Common Stock Returns: The International Evidence

    The Journal of Finance

    Volume 40, Issue 2, June 1985, Pages: 433–454, JEFFREY JAFFE and RANDOLPH WESTERFIELD

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04966.x

  13. Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 187–211, F. DOUGLAS FOSTER and S. VISWANATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04706.x

  14. Order Imbalances and Stock Price Movements on October 19 and 20, 1987

    The Journal of Finance

    Volume 44, Issue 4, September 1989, Pages: 827–848, MARSHALL E. BLUME, A. CRAIG MACKINLAY and BRUCE TERKER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02626.x

  15. Weekend Effects on Stock Returns: A Comment

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 347–349, EDWARD A. DYL and STANLEY A. MARTIN Jr.

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04956.x

  16. The Return of the Monday Effect in European Currency Markets: An Empirical Analysis of the Impact of the Economic Crisis on Market Efficiency

    International Journal of Finance & Economics

    Volume 21, Issue 3, July 2016, Pages: 241–246, Peter J. Bush and John E. Stephens

    Version of Record online : 15 OCT 2015, DOI: 10.1002/ijfe.1534

  17. The Weekend Effect: Trading Patterns of Individual and Institutional Investors

    The Journal of Finance

    Volume 45, Issue 1, March 1990, Pages: 231–243, JOSEF LAKONISHOK and EDWIN MABERLY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05089.x

  18. Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies

    The Journal of Finance

    Volume 53, Issue 1, February 1998, Pages: 219–265, Torben G. Andersen and Tim Bollerslev

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.85732

  19. A Further Investigation of the Weekend Effect in Stock Returns

    The Journal of Finance

    Volume 39, Issue 3, July 1984, Pages: 819–835, DONALD B. KEIM and ROBERT F. STAMBAUGH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03675.x

  20. The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement

    The Journal of Finance

    Volume 37, Issue 3, June 1982, Pages: 693–715, JAMES W. McFARLAND, R. RICHARDSON PETTIT and SAM K. SUNG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb02218.x