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Applied Financial Economics Volume 9, 1999 - Issue 1
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Original Articles

The weekend effect, the Stock Exchange Account and the Financial Times Industrial Ordinary Shares Index: 1987-1994

J. ANDREW COUTTS
&
PETER A. HAYES
Pages 67-71 | Published online: 07 Oct 2010

Citations (20)

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Read on this site (6)

Zhuo Qiao, Weiwei Qiao & Wing-Keung Wong. (2011) Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach. Global Economic Review 40:3, pages 251-267.
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Edward Hope & Brian M. Lucey. (2007) Daily seasonality in 19th century stocks -- some evidence from the Dublin stock exchange. Applied Economics Letters 14:4, pages 277-282.
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Erik Theissen. (2007) An analysis of private investors’ stock market return forecasts. Applied Financial Economics 17:1, pages 35-43.
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Brian M. Lucey. (2004) Robust estimates of daily seasonality in the Irish equity market. Applied Financial Economics 14:7, pages 517-523.
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J. Andrew Coutts & Mohamed A. Sheikh. (2002) The anomalies that aren't there: the weekend, January and pre-holiday effects on the all gold index on the Johannesburg Stock Exchange 1987-1997. Applied Financial Economics 12:12, pages 863-871.
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Brian M. Lucey. (2002) Market direction and moment seasonality: evidence from Irish equities. Applied Economics Letters 9:10, pages 657-664.
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Articles from other publishers (14)

Evanthia Chatzitzisi, Stilianos Fountas & Theodore Panagiotidis. (2021) Another look at calendar anomalies. The Quarterly Review of Economics and Finance 80, pages 823-840.
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Olfa Chaouachi. (2021) Impact of the religious festivity on the Tunis Stock Exchange. Investment Management and Financial Innovations 18:2, pages 12-19.
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Quynh Van Nong & Chi Tim Ng. (2019) Clustering of subsample means based on pairwise L1 regularized empirical likelihood. Annals of the Institute of Statistical Mathematics 73:1, pages 135-174.
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Young-Hyun Cho, Oliver Linton & Yoon-Jae Whang. (2007) Are there Monday effects in stock returns: A stochastic dominance approach. Journal of Empirical Finance 14:5, pages 736-755.
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Brian M. Lucey. (2006) Investigating the determinants of the Wednesday seasonal in Irish Equities. Research in International Business and Finance 20:1, pages 62-76.
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Ken Holden, John Thompson & Yuphin Ruangrit. (2005) The Asian crisis and calendar effects on stock returns in Thailand. European Journal of Operational Research 163:1, pages 242-252.
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Robert W. Faff & Michael D. McKenzie. (2002) The Impact of Stock Index Futures Trading on Daily Returns Seasonality: A Multicountry Study. The Journal of Business 75:1, pages 95-125.
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Brian M. Lucey. (2005) Investigating the Determinants of the Wednesday Seasonal in Irish Equities. SSRN Electronic Journal.
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Brian M. Lucey. (2003) Daily Seasonality in LME Base Metal Returns 1989-2002: A Robust Analysis. SSRN Electronic Journal.
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Nikolaus Hautsch, Michael Noo & S. Sarah Zhang. (2017) The Ambivalent Role of High-Frequency Trading in Turbulent Market Periods. SSRN Electronic Journal.
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Brian M. Lucey. (2002) How Robust is the Daily Seasonal in Irish Equities?. SSRN Electronic Journal.
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Brian M. Lucey. (2001) Market Direction and Moment Seasonality: Evidence from Irish Equities. SSRN Electronic Journal.
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Krzysztof Borowski. (2015) Analysis of Selected Seasonality Effects in Market of Rubber Future Contracts Quoted on Tokyo Commodity Exchange. SSRN Electronic Journal.
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Wing-Keung Wong, Weiwei Qiao & Zhuo Qiao. (2010) Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach. SSRN Electronic Journal.
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