Friday the 13th: international evidence

The Friday the 13th anomaly discussed by Kolb and Rodriguez in 1987 is revisited in an international context. Using the FTSE world indices over the period 1988-2000, for 19 countries, it is found that there is some evidence that returns on Friday the 13th are statistically different from, and generally greater than, returns on other Fridays.

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Year of publication:	2001
Authors:	Lucey, Brian
Published in:	Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 8.2001, 9, p. 577-579
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009189200