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Weekend Effects on Stock Returns: A Comment

Authors

  • EDWARD A. DYL,

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    • Professor of Business Administration and Associate Professor of Business Administration, respectively, at the University of Wyoming. We appreciate comments by Josef Lakonishok and Maurice Levi on an earlier version of this note.

  • STANLEY A. MARTIN Jr.

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    • Professor of Business Administration and Associate Professor of Business Administration, respectively, at the University of Wyoming. We appreciate comments by Josef Lakonishok and Maurice Levi on an earlier version of this note.


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