HISTORICAL PRE AND POST SPECIAL CLOSING EFFECTS
This study examines the historical return behavior surrounding foreseeable or expected special closings of the New York Stock Exchange. Pre and Post special closing return behavior supports no existing hypothesis, but instead clearly demonstrates a new pre and post special closing effect similar to the pre and post holiday effect found by Ariel (1990, 1987).
Year of publication: |
1998
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Authors: | Seiler, Michael J. |
Published in: |
Studies in Economics and Finance. - MCB UP Ltd, ISSN 1755-6791, ZDB-ID 2070355-7. - Vol. 18.1998, 2, p. 59-73
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Publisher: |
MCB UP Ltd |
Saved in:
Online Resource
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