Cover Image

Japanese day-of-the-week return patterns: New results

We make tests on day-of-the-week stock market return patterns for Japan. We find that until the 1990s, Tuesdays have abnormal losses; in the 1990s, Tuesday losses disappear and Mondays have abnormal losses. Tests find that volume changes drive out the Monday loss.
Year of publication:
2009
Authors: Boynton, Wentworth ; Oppenheimer, Henry R. ; Reid, Sean F.
Published in:
Global Finance Journal. - Elsevier, ISSN 1044-0283. - Vol. 20.2009, 1, p. 1-12
Publisher: Elsevier
Subject: Day-of-the-week return patterns
Online Resource
Check full text access |
Check Google Scholar
In libraries world-wide (WorldCat)
In German libraries (KVK)
subito order
I need help
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005006691
Similar items by person