University of North Carolina at Chapel Hill and Claremont Graduate School, respectively. We would like to thank Joel Houston and Phillip Daves for extremely diligent and helpful research assistance and Jeremy Siegel for lengthy discussions and encouragement. Flannery acknowledges financial support from the Business Foundation of North Carolina, Inc. This research was substantially completed while Protopapadakis was a Research Officer at the Federal Reserve Bank of Philadelphia.
From T-Bills to Common Stocks: Investigating the Generality of Intra-Week Return Seasonality
Article first published online: 30 APR 2012
1988 The American Finance Association
The Journal of Finance
Volume 43, Issue 2, pages 431–450, June 1988
How to Cite
FLANNERY, M. J. and PROTOPAPADAKIS, A. A. (1988), From T-Bills to Common Stocks: Investigating the Generality of Intra-Week Return Seasonality. The Journal of Finance, 43: 431–450. doi: 10.1111/j.1540-6261.1988.tb03948.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
Options for accessing this content:
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!