IS THERE A WEEKEND EFFECT IN EUROPE? AN ANALYSIS OF DAILY RETURNS, NON-TRADING RETURNS, AND TRADING RETURNS
This paper examines the stock markets o f eight European countries for recent evidence o f a weekend effect where Monday s return is significantly less than the re. ·t o f the week. We further decompose daily returns into non-trading periods (close-to-open) and trading periods (open-to-close) and te...
Main Authors: | William Compton, Robert Kunkel |
---|---|
Format: | Article |
Language: | English |
Published: |
People & Global Business Association (P&GBA)
2004-09-01
|
Series: | Global Business and Finance Review |
Subjects: | |
Online Access: | http://www.gbfrjournal.org/pds/journal/thesis/20150624150834-BS1EL.pdf |
Similar Items
-
The Unconditional and Conditional Methods to Examine the Weekend Effect of Stock Returns
by: Suwandi ., et al.
Published: (2015-03-01) -
THE DEPENDENCE OF MARKET RETURN VOLATILITY ON TRADING VOLUME IN KOREA AND THAILAND
by: Ravindra Karnath, et al.
Published: (2000-03-01) -
PERBEDAAN ACTUAL RETURN, ABNORMAL RETURN, TRADING VOLUME ACTIVITY DAN SECURITY RETURN VARIABILITY SAHAM SEBELUM DAN SETELAH MERGER
by: Nurussobakh Nurussobakh
Published: (2017-03-01) -
Quantile Risk–Return Trade-Off
by: Nektarios Aslanidis, et al.
Published: (2021-06-01) -
Absolute Stock Returns and Trading Volumes: Psychological Insights
by: Andrey Kudryavtsev
Published: (2017-07-01)