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The friday the thirteenth effect in stock prices: international evidence using panel data. (2011). Khaled, Mohammed ; Keef, Stephen.
In: Working Paper Series.
RePEc:vuw:vuwecf:1994.

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  1. Is there a Friday the 13th effect in ermerging Asian stock markets?. (2013). Rottmann, Horst ; Auer, Benjamin R..
    In: Weidener Diskussionspapiere.
    RePEc:zbw:hawdps:35.

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  2. Is there a Friday the 13th Effect in Emerging Asian Stock Markets?. (2013). Rottmann, Horst ; Auer, Benjamin R..
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4409.

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References

References cited by this document

  1. Abraham, A. & Ikenberry, D. (1994). The individual investor and the weekend effect, Journal of Financial and Quantitative Analysis, 29, 263-277.

  2. Acemoglu, D., Johnson, S. & Robinson, J. A. (2001). The colonial origins of comparative development: An empirical investigation. American Economic Review, 91, 1369-1402.

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  4. Ariel, R. A. (1987). A monthly effect in stock returns, Journal of Financial Economics, 17, 161-174.

  5. Battersby, S. (1998). Chronology: Friday XIII, Nature, 396 (12 November 1998), 113.
    Paper not yet in RePEc: Add citation now

  6. Bessembinder, H. & Hertzel, M. G. (1993). Returns autocorrelation around nontrading days, Review of Financial Studies, 6, 155-189.

  7. Brusa, J., Liu, P. & Schulman, C. (2003). The “reverse” weekend effect: The U.S. market versus international markets, International Review of Financial Analysis, 12, 267-286.
    Paper not yet in RePEc: Add citation now

  8. Cadsby, C. B. & Ratner, M. (1992). Turn-of-month and pre-holiday effects on stock returns: Some international evidence, Journal of Banking and Finance, 16, 497-509.

  9. Page 24 Chamberlain, T. W., Cheung, C. S. & Kwan, C. C. Y. (1991). The Friday the thirteenth effect: Myth or reality?, Quarterly Journal of Business and Economics, 30, 111-117.
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  2. The evolution and cross-section of the day-of-the-week effect. (2017). Zilca, Shlomo.
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  7. The friday the thirteenth effect in stock prices: international evidence using panel data. (2011). Khaled, Mohammed ; Keef, Stephen.
    In: Working Paper Series.
    RePEc:vuw:vuwecf:1994.

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  8. THE SEASONALITY OF MARKET INTEGRATION: CASE OF INDONESIAN STOCK MARKETS. (2011). Herwany, Aldrin ; Brahmana, Rayenda.
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  11. Individual investors surpass their reputation: Trading behaviour on the Polish futures market. (2010). Goodfellow, Christiane ; Bohl, Martin T. ; Bialkowski, Jedrzej .
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  15. Calendar Anomalies: The Case of International Property Shares. (2009). Ben-Hamo, Yair ; Brounen, Dirk.
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  16. Japanese day-of-the-week return patterns: New results. (2009). Oppenheimer, Henry R. ; Boynton, Wentworth ; Reid, Sean F..
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  17. The dynamics of the Monday effect in international stock indices. (2009). Khaled, Mohammed ; Keef, Stephen ; Zhu, Hui.
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  19. The day-of-the-week effect and conditional volatility: Sensitivity of error distributional assumptions. (2008). Saadi, Samir ; Rahman, Abdul ; Baker, Kent H..
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  23. On the behavioral differences between professional and amateur investors after the weekend. (2007). Venezia, Itzhak ; Shapira, Zur.
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  45. The individual investor and the weekend effect: A reexamination with intraday data. (1997). Kim, Hong Shik ; Brooks, Raymond M..
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  48. The day-of-the-week effect: The international evidence. (1996). Dubois, M. ; Louvet, P..
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  50. Day of the Week Effects : New Evidence from an Emerging Stock Market. (1994). Balaban, Ercan.
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