A FURTHER INVESTIGATION OF THE WEEKEND EFFECT IN STOCK RETURNS

被引：264

作者：

KEIM, DB ^{[1
]}

STAMBAUGH, RF ^{[1
]}

机构：

[1] UNIV CHICAGO,CHICAGO,IL 60637

来源：

JOURNAL OF FINANCE | 1984年 / 39卷 / 03期

关键词：

D O I：

10.1111/j.1540-6261.1984.tb03675.x

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：819 / 835

页数：17

共 16 条

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HESS, P .

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[7]

Godfrey M., 1964, KYKLOS, V17, P1, DOI DOI 10.1111/J.1467-6435.1964.TB02458.X

[8] SIZE-RELATED ANOMALIES AND STOCK RETURN SEASONALITY - FURTHER EMPIRICAL-EVIDENCE [J].

KEIM, DB .

JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (01) :13-32

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

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LEVI, M .

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[10]

LEFFLER GL, 1963, STOCK MARKET

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