Department of Finance, College of Commerce and Business Administration, University of Illinois at Urbana-Champaign and College of Business Administration, Northern Arizona University, respectively. We are grateful to David Ikenberry, Seymour Smidt, René Stulz, and an anonymous referee for helpful comments. We thank Jay Ritter and Philip Rettew of Merrill Lynch for assisting us with the data. This paper was presented at the Swedish School of Economics and Business Administration in Helsinki, Finland and at the 1989 meetings of the European Finance Association in Stockholm, Sweden.
The Weekend Effect: Trading Patterns of Individual and Institutional Investors
Version of Record online: 30 APR 2012
© 1990 the American Finance Association
The Journal of Finance
Volume 45, Issue 1, pages 231–243, March 1990
How to Cite
LAKONISHOK, J. and MABERLY, E. (1990), The Weekend Effect: Trading Patterns of Individual and Institutional Investors. The Journal of Finance, 45: 231–243. doi: 10.1111/j.1540-6261.1990.tb05089.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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