Josef Lakonishok is Associate Professor, Faculty of Management, Tel-Aiv University, and Visiting Associate Professor, Faculty of Commerce, University of British Columbia. Maurice Levi is Associate Professor, Faculty of Commerce, University of British Columbia. We have received computational help from Gordon McOrmond and advice from Allen Felix, Director of Education, the New York Stock Exchange. Financial assistance was received from the Canadian Ministry of Industry, Trade and Commerce. The paper has benefited considerably from the valuable comments of Michael Brennan and Jerold Warner but the authors are solely responsible for any errors that may remain.
Weekend Effects on Stock Returns: A Note
Version of Record online: 30 APR 2012
© 1982 the American Finance Association
The Journal of Finance
Volume 37, Issue 3, pages 883–889, June 1982
How to Cite
LAKONISHOK, J. and LEVI, M. (1982), Weekend Effects on Stock Returns: A Note. The Journal of Finance, 37: 883–889. doi: 10.1111/j.1540-6261.1982.tb02231.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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