THE WEEK-END EFFECT IN COMMON-STOCK RETURNS - THE INTERNATIONAL EVIDENCE

被引：257

作者：

JAFFE, J

WESTERFIELD, R

机构：

来源：

JOURNAL OF FINANCE | 1985年 / 40卷 / 02期

关键词：

D O I：

10.2307/2327894

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：433 / 454

页数：22

共 9 条

[1]

Cross F., 1973, FINANCIAL ANAL J, V29, P67, DOI [10.2469/faj.v29.n6.67, DOI 10.2469/FAJ.V29.N6.67]

[2] STOCK RETURNS AND THE WEEKEND EFFECT [J].

FRENCH, KR .

JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (01) :55-69

[3] DAY OF THE WEEK EFFECTS AND ASSET RETURNS [J].

GIBBONS, MR ;

HESS, P .

JOURNAL OF BUSINESS, 1981, 54 (04) :579-596

[4] A FURTHER INVESTIGATION OF THE WEEKEND EFFECT IN STOCK RETURNS [J].

KEIM, DB ;

STAMBAUGH, RF .

JOURNAL OF FINANCE, 1984, 39 (03) :819-835

[5] WEEKEND EFFECTS ON STOCK RETURNS - A NOTE [J].

LAKONISHOK, J ;

LEVI, M .

JOURNAL OF FINANCE, 1982, 37 (03) :883-889

[6] WEEKEND GAME - CLEARING HOUSE VS FEDERAL FUNDS [J].

LEVI, MD .

CANADIAN JOURNAL OF ECONOMICS-REVUE CANADIENNE D ECONOMIQUE, 1978, 11 (04) :750-757

[7] THE DISTRIBUTION OF FOREIGN-EXCHANGE PRICE CHANGES - TRADING DAY EFFECTS AND RISK MEASUREMENT [J].

MCFARLAND, JW ;

PETTIT, RR ;

SUNG, SK .

JOURNAL OF FINANCE, 1982, 37 (03) :693-715

[8]

Pindyck R.S., 1981, ECONOMETRIC MODELS E, V2nd

[9] SEASONALITY ESTIMATION IN THIN MARKETS [J].

THEOBALD, M ;

PRICE, V .

JOURNAL OF FINANCE, 1984, 39 (02) :377-392

← 1 →