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 are...

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...