Lunar seasonality in precious metal returns?

Brian Lucey

Applied Economics Letters, 2010, vol. 17, issue 9, 835-838

Abstract: We demonstrate for the first time the existence of a lunar cycle on precious metal returns. This appears to be more pronounced in silver than gold, with very little evidence for an effect in platinum.

Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:17:y:2010:i:9:p:835-838

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DOI: 10.1080/17446540802516188

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