Search Results

There are 14062 results for: content related to: A New Look at the Monday Effect

  1. 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

  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. Security Design

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1349–1378, ARNOUD W. A. BOOT and ANJAN V. THAKOR

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04757.x

  8. 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

  9. 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

  10. 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

  11. 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

  12. 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

  13. Index to Abstracts by Location

    The Journal of Sexual Medicine

    Volume 1, Issue s1, November 2004, Pages: 149–154,

    Version of Record online : 30 SEP 2004, DOI: 10.1111/j.1743-6109.2004.04053.x

  14. 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

  15. GOOD NEWS, BAD NEWS, VOLUME, AND THE MONDAY EFFECT

    Journal of Business Finance & Accounting

    Volume 20, Issue 6, November 1993, Pages: 881–892, Raymond P.H. Fishe, Thomas F. Gosnell and Dennis J. Lasser

    Version of Record online : 7 DEC 2006, DOI: 10.1111/j.1468-5957.1993.tb00299.x

  16. Another New Look at the Monday Effect

    Journal of Business Finance & Accounting

    Volume 29, Issue 7-8, September/October 2002, Pages: 1123–1147, Qian Sun and Wilson H.S. Tong

    Version of Record online : 3 MAR 2003, DOI: 10.1111/1468-5957.00464

  17. The Impact of Public Information on the Stock Market

    The Journal of Finance

    Volume 49, Issue 3, July 1994, Pages: 923–950, MARK L. MITCHELL and J. HAROLD MULHERIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb00083.x

  18. The Monday effect in U.S. cotton prices

    Agribusiness

    Volume 25, Issue 3, Summer 2009, Pages: 427–448, Stephen P. Keef and Hui Zhu

    Version of Record online : 17 JUL 2009, DOI: 10.1002/agr.20207

  19. ON THE ROBUSTNESS OF RANGE-BASED VOLATILITY ESTIMATORS

    Journal of Financial Research

    Volume 33, Issue 2, Summer 2010, Pages: 179–199, Ozgur (Ozzy) Akay, Mark D. Griffiths and Drew B. Winters

    Version of Record online : 14 JUN 2010, DOI: 10.1111/j.1475-6803.2010.01267.x

  20. Public Information Arrival

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1331–1346, THOMAS D. BERRY and KEITH M. HOWE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02456.x