We have all struggled through the day after a poor night's sleep, weighed down by
weariness, fighting lethargy, and perhaps even facing despondency. Fortunately, few people …

Studies have suggested that individual investor behavior is the primary cause of the
weekend effect. This examination of differences in the daily returns of securities held …

New evidence is presented on the nature of the Monday effect in stock market returns. Using
stock returns for the years 1962‐1986, the Monday effect is found to be confined to periods …

This paper investigates the robustness of the major calendar anomalies in stock returns with
respect to the choice of return measure, estimation procedure, and time period. For daily …

This paper tests whether the carry-forward transactions in different periods have any impact
on week-end effect in the Indian stock market during the period January 1990-December …

Zahlreiche Wertpapiere werden an mehreren Börsen gleichzeitig gehandelt. Der Anleger
muß daher beim Kauf dieser Aktien eine Auswahlentscheidung zwischen mehreren …

Based on a model by Easley/Kiefer/O'Hara/Paperman (1996) and a sample of IBIS-
transactions of DAX stocks we have investigated the differential trader composition of the …

The purpose of this study is to test the informational efficiency of Indian securities marketwith
respect to a widely reported market anomaly, ie, Day of the Week Effect or Weekend Effect …

The weekend effect, or Monday effect, in stock returns has received much attention recently,
especially by those attempting to exploit it. It is examined whether individual investors can …

This paper examines the extent, and determinants, of daily seasonality in the Dublin stock
exchange over a 10-year period. The Dublin market provides an interesting institutional …