This paper has received financial support from the Spanish Ministry of Science and Innovation (ECO2009-12819). We would like to thank the editor Robert Faff and anonymous reviewers for their helpful comments. We would also like to thank seminar participants at the 2011 EFMA Annual Meeting (Braga, Portugal) and the 2011 ACEDE Annual Congress, (Barcelona, Spain).
The effect of US holidays on the European markets: when the cat’s away…
Version of Record online: 24 NOV 2011
© 2011 The Authors. Accounting and Finance © 2011 AFAANZ
Accounting & Finance
Volume 53, Issue 1, pages 111–136, March 2013
How to Cite
Casado, J., Muga, L. and Santamaria, R. (2013), The effect of US holidays on the European markets: when the cat’s away…. Accounting & Finance, 53: 111–136. doi: 10.1111/j.1467-629X.2011.00460.x
- Issue online: 15 MAR 2013
- Version of Record online: 24 NOV 2011
- Received 22 August 2011; accepted 27 October 2011 by Robert Faff (Editor).
Vol. 54, Issue 4, 1381, Version of Record online: 17 DEC 2014
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