Results 261 to 270 of about 3,327,692 (300)

Investor Psychology and the Day-of-the-Week Effect

Financial Analysts Journal, 1989
(1989). Investor Psychology and the Day-of-the-Week Effect. Financial Analysts Journal: Vol. 45, No. 5, pp. 75-78.
David S. Rystrom, Earl D. Benson
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Day-of-the-week effect on the Paris Bourse

Journal of Banking & Finance, 1990
Abstract We present evidence on the day-of-the-week effect on a stock market with a particular settlement procedure: the Paris Bourse. A strong and persistent negative return is found on Tuesdays. A similar result was previously found for Japan and Australia.
Solnik, Bruno H., Bousquet, L.
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Day-Of-The-Week Effect And Indian Stock Market

Paradigm: A Management Research Journal, 2006
The current study contributes to the literature by considering the impact of capital market reforms, especially rolling settlement effect on the trading days of the week, on Indian stock exchanges as the stock market was full of fluctuations and different capital reforms were undertaken during the period of fourteen years from January 1992 to October ...
Vandana Sharma, Balwinder Singh
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Spread determinants and the day-of-the-week effect

The Quarterly Review of Economics and Finance, 2014
Abstract In this paper, we examine the determinants of the dollar bid–ask spread for each day of the week over the period 1998–2008. Using a panel cointegration approach, we estimate the determinants of the spread in both the short-run and long-run. Our main findings suggest that: (1) there are day-of-the-week effects for certain groups of firms; (2)
Paresh Kumar Narayan, Sagarika Mishra, Seema Narayan   +2 more
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The day-of-the-week effect revisited: international evidence

Journal of Economics and Finance, 2012
The aim of this study is to determine whether the DOW effect still exists, and to evaluate empirically the explanations of the DOW effect for international equity markets. Evaluating 51 markets in 33 countries for the period between January 2000 and December 2007, reveals that the DOW effect persists for a significant proportion of equity markets ...
Mehmet F. Dicle, John D. Levendis
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The day-of-the-week effect: The international evidence

Journal of Banking & Finance, 1996
Abstract We re-examine the day-of-the-week effect for eleven indexes from nine countries during the 1969–1992 period. The standard methodology as well as the moving average methodology are used and we find returns to be lower at the beginning of the week (but not necessarily on Monday) for the full period. As in Chang et al.
M. Dubois, P. Louvet
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European day‐of‐the‐week effects, beta asymmetries and international herding*

European Financial Management, 1995
AbstractEuropean equity markets with the most robust day‐of‐the‐week effects in mean returns also exhibit day‐of‐the‐week effects in risk. Betas measured relative to a world index are higher on Monday than on other days of the week, especially when returns on the world market are negative.
Chang, EC, Pinegar, MJ, Ravichandran, R
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The day-of-the-week effect in conditional correlation

Review of Quantitative Finance and Accounting, 2006
The day-of-the-week effect in the first and second moments of the return distribution is a well researched area. However, not many studies have attempted to identify this effect in the comovement or correlation of the markets. This paper models the day-of-the-week effect in the returns and the conditional correlation for some Asia-Pacific equity ...
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Settlement system and the day-of-the-week effect

Economics Letters, 1988
Abstract In this paper, I empirically show that a settlement system matters importantly in determining the day-of-the-week effect of stock returns.
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INTRADAY AND OVERNIGHT RETURNS AND DAY‐OF‐THE‐WEEK EFFECTS

Journal of Financial Research, 1985
AbstractThis paper examines intra‐trading‐day and overnight returns constructed from a transactions data base. Day‐of‐the‐week effects are examined for firms classified by level of thin trading. Results indicate that thin trading masks day‐of‐the‐week effects. Day‐of‐the‐week effects are much more pronounced for actively traded stocks.
Thomas H. McInish, Robert A. Wood
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