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- W2149193797 abstract "In this paper we find that the “reverse” weekend effect—where average Monday returns tend to be positive—is a unique feature of the U.S. market. During the time the U.S. market exhibits the reverse weekend effect, foreign markets still show the “traditional” weekend effect or no effect at all. The results persist even after we sort the data by week of the month and month of the year. We also find that in foreign markets negative Monday returns tend to follow negative Friday returns. However, in the U.S. market, positive Monday returns tend to follow positive Friday returns." @default.
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- W2149193797 date "2003-07-01" @default.
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- W2149193797 title "The “reverse” weekend effect: the U.S. market versus international markets" @default.
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- W2149193797 doi "https://doi.org/10.1016/s1057-5219(03)00011-5" @default.
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