haku: @author Paudyal, K. / yhteensä: 9
viite: 5 / 9
| Tekijä: | Draper, P. Paudyal, K. |
| Otsikko: | Explaining Monday returns |
| Lehti: | Journal of Financial Research
2002 : WINTER, VOL. 25:4, p. 507-520 |
| Asiasana: | Stock exchanges Stock returns |
| Vapaa asiasana: | Monday effect |
| Kieli: | eng |
| Tiivistelmä: | In this article, the Monday effect is re-examined using two stock indexes and a sample of 452 individual stocks that trade on London Stock Exchange. A negative average return on Monday is revealed in the results that are based conventional test methods. When the analysis is extended to examine the effects of various possible influences simultaneously, the average Monday return becomes positive and does not differ significantly from the average returns of most other days of the week. |
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