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Brusa et al., 2005 - Google Patents

Weekend effect,'reverse'weekend effect, and investor trading activities

Brusa et al., 2005

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Document ID
13782137726614026544
Author
Brusa J
Liu P
Schulman C
Publication year
Publication venue
Journal of Business Finance & Accounting

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Snippet

In this study, we document evidence of a 'reverse'weekend effect–whereby Monday returns are significantly positive and they are higher than the returns on other days of the week–over an extended period of eleven years (from 1988 to 1998). We also find that the …
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