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Applied Economics Letters Volume 8, 2001 - Issue 9
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Original Articles

Friday the 13th: international evidence

Brian M. Lucey School of Business Studies, Trinity College, Dublin 2, IrelandE-mail: [email protected]
Pages 577-579 | Published online: 06 Oct 2010

Citations (8)

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Read on this site (1)

Benjamin R. Auer. (2015) Superstitious seasonality in precious metals markets? Evidence from GARCH models with time-varying skewness and kurtosis. Applied Economics 47:27, pages 2844-2859.
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Articles from other publishers (7)

Tarika Singh Sikarwar, Karuna Shrivastava & Pratibha Jadon. (2020) Friday the 13th effect on Indian stock market. International Journal of Financial Engineering 07:02, pages 2050010.
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Tarsisius Renald Suganda, Indra Kurniawan Sumargo & Robiyanto Robiyanto. (2018) Superstitious behavior and stock returns: The case of Javanese traditional calendar. Kasetsart Journal of Social Sciences.
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Harshita Harshita, Shveta Singh & Surendra S. Yadav. (2018) Calendar anomaly: unique evidence from the Indian stock market. Journal of Advances in Management Research 15:1, pages 87-108.
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Benjamin R. Auer. (2016) On time-varying predictability of emerging stock market returns. Emerging Markets Review 27, pages 1-13.
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Jan Fidrmuc & J. D. Tena. (2015) Friday the 13th: The Empirics of Bad Luck. Kyklos 68:3, pages 317-334.
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Benjamin R. Auer & Horst Rottmann. (2014) Is there a Friday the 13th effect in emerging Asian stock markets?. Journal of Behavioral and Experimental Finance 1, pages 17-26.
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Benno Torgler. (2007) Determinants of superstition. The Journal of Socio-Economics 36:5, pages 713-733.
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