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Price coordination in the Spanish oil market: The monday effect
Energy Policy, 2021Spanish premium oil operators have been accused of coordinating gasoline price cuts on Mondays. The objective of this practice, known as the “Monday effect” was to lower the official prices of automotive fuels - that was collected on Mondays - so as Spain was not at the top of the European price ranking. This behavior presumably ceased in May 2013 when
Perdiguero, Jordi +1 more
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Journal of Economic Behavior & Organization, 2018
Abstract This study sheds light on the still-unknown cause of the Monday effect, by providing explicit evidence on the trading behavior of different types of investors, using complete trading data with investor type identification from three Asian stock markets.
Numan Ülkü, Madeline Rogers
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Abstract This study sheds light on the still-unknown cause of the Monday effect, by providing explicit evidence on the trading behavior of different types of investors, using complete trading data with investor type identification from three Asian stock markets.
Numan Ülkü, Madeline Rogers
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Sentiment changes and the Monday effect
Finance Research Letters, 2022Karam Kim, Doojin Ryu
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Monday effect in Brazilian hedge funds with immediate redemption
Research in International Business and Finance, 2017Abstract The weekday effect is characterized by a behaviour pattern in stock returns connected with certain days of the week. Several studies on this subject have been published in conferences and journals. However, the analysis of this anomaly with returns of investment funds still represents an opportunity for new studies.
Samuel de Paiva Naves Mamede +1 more
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International Review of Financial Analysis, 2001
Abstract We explored relationships between daily market returns, Mondays, and the level of merger activity during 1982–1998 in a multivariate model. Once other factors (interest rates and future market directions) are accounted for, we found no statistically significant relationship between daily market returns and either Mondays or the level of ...
Ben Branch, Jay Jung, Taewon Yang
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Abstract We explored relationships between daily market returns, Mondays, and the level of merger activity during 1982–1998 in a multivariate model. Once other factors (interest rates and future market directions) are accounted for, we found no statistically significant relationship between daily market returns and either Mondays or the level of ...
Ben Branch, Jay Jung, Taewon Yang
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Monday Effect Across Asset Classes
SSRN Electronic Journal, 2009This paper extends research on the Monday effect across specific asset classes. We examine this anomaly using the CRB Index, the US Treasury Bond Rates and the US Dollar Index. The study tests have shown that the Monday effect holds true for the CRB Index and Treasury Bonds. However, there is no statistically significant Monday effect on the US dollar.
Opeyemi Tella, Raphael Kahan
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A New Look at the Monday Effect
The Journal of Finance, 1997ABSTRACTIt is well documented that expected stock returns vary with the day‐of‐the‐week (the Monday or weekend effect). In this article we show that the well‐known Monday effect occurs primarily in the last two weeks (fourth and fifth weeks) of the month.
Wang, Ko, Li, Yuming, Erickson, John
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DID BLACK MONDAY HAVE A PERMANENT EFFECT?
Journal of Financial Research, 1993AbstractBlack Monday caused an immediate disruption between index futures and stock markets, but it is not clear whether it had any lasting effects. Here we examine links between the markets that are sensitive to the liquidity shortages during Black Monday.
Robert L. Albert +2 more
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The Monday effect in U.S. cotton prices
Agribusiness, 2009AbstractThere is an extensive literature on the Monday effect with stock indices. It is regularly reported that the return on Monday is correlated with the return on the prior Friday. The bad Monday effect occurs when the return on the preceding Friday is negative. Cotton is an economically important commodity in the United States and around the world.
Stephen P. Keef, Hui Zhu
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Another New Look at the Monday Effect
Journal of Business Finance & Accounting, 2002We link up the findings of Abraham and Ikenberry (1994) and Wang, Li and Erickson (1997) by showing that negative Monday returns concentrate on days 18 to 26 of a month and they can be completely explained in the statistical sense by the negative returns on the previous Friday. More importantly, we observe a ‘week–four effect’.
Qian Sun, Wilson H.S. Tong
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