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| Tekijä: | Brusa, J. Liu, P. Schulman, C. |
| Otsikko: | The "reverse" weekend effect: the U.S. market versus international markets |
| Lehti: | International Review of Financial Analysis
2003 : VOL. 12:3, p. 267-286 |
| Asiasana: | International business Stock markets Time USA |
| Vapaa asiasana: | Days of the week |
| Kieli: | eng |
| Tiivistelmä: | It is found that the "reverse" weekend effect - where average Monday returns tend to be positive - is a unique feature of the U.S. market. During the time the U.S. market exhibits the reverse weekend effect, foreign markets still show the "traditional" weekend effect or no effect at all. The results persist even after the data is sorted by week of the month and month of the year. |
SCIMA