Kudryavtsev, Andrey; Cohen, Gil; Pavlodsky, Julia - In: Journal of finance and investment analysis 1 (2012) 4, pp. 1-14
Aviv Stock Exchange (TASE) where the trading week starts on Sunday and ends on Thursday, creating thus a unique kind of non-synchronous … trading - a trading day when TASE is the only active stock exchange in the world. We find that TASE returns on Sundays are …