Showing 1 - 7 of 7
Purpose – The purpose of this paper is to provide a brief review of pre‐2003 work on the weekend effect and then discuss how recent selected work has extended our knowledge of the subject. Design/methodology/approach – Results of recently published studies are organized and summarized by...
Persistent link: https://www.econbiz.de/10014940191
Purpose – The purpose of this paper is to provide a brief review of pre-2003 work on the weekend effect and then discuss how recent selected work has extended our knowledge of the subject. Design/methodology/approach – Results of recently published studies are organized and summarized by...
Persistent link: https://www.econbiz.de/10009275405
Purpose –The purpose of this paper is to analyze the effects of individual manager characteristics on real estate mutual fund (REMF) performance. Human capital theory predicts that factors like education, experience and professional certifications improve skill sets and thus performance....
Persistent link: https://www.econbiz.de/10010747809
Purpose – The purpose of this paper is to analyze the effects of individual manager characteristics on real estate mutual fund (REMF) performance. Human capital theory predicts that factors like education, experience and professional certifications improve skill sets and thus performance....
Persistent link: https://www.econbiz.de/10014939898
Purpose – The purpose of this paper is to examine whether the seasonal anomaly known as the reverse weekend effect detected at index level can also be observed at individual stock level. Design/methodology/approach – This paper's methodology is based on the model first developed by Connolly...
Persistent link: https://www.econbiz.de/10014940192
Purpose – The purpose of the paper is to check for reverse weekend effect in the Canadian stock market. Design/methodology/approach – T ‐tests, non‐parametric tests and regressions were employed. Findings – There is reverse weekend effect in the Canadian stock market. Canadian stocks...
Persistent link: https://www.econbiz.de/10014940193
Purpose – The purpose of this paper is to examine the day‐of‐the‐week effect for three primary money market instruments in Canada. The sample period is 1980‐2009. Design/methodology/approach – The authors use three approaches. First, a parametric t ‐test is employed to determine if...
Persistent link: https://www.econbiz.de/10014940194