Advanced search
Publication Cover
Applied Economics Letters Volume 3, 1996 - Issue 12
Submit an article Journal homepage
42
Views
16
CrossRef citations to date
0
Altmetric
Original Articles

The weekend effect, good news, bad news and the Financial Times Industrial Ordinary Shares Index: 1935–94

Zainudin Arsad
&
J. Andrew Coutts
Pages 797-801 | Published online: 05 Oct 2010

Citations (16)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (7)

Shiok Ye Lim, Chong Mun Ho & Brian Dollery. (2010) An empirical analysis of calendar anomalies in the Malaysian stock market. Applied Financial Economics 20:3, pages 255-264.
Read now
Hai-Chin Yu, Ingyu Chiou & James Jordan-Wagner. (2008) Does the weekday effect of the yen/dollar spot rates exist in Tokyo, London, and New York? An analysis of panel probability distribution. Applied Economics 40:20, pages 2631-2643.
Read now
Brian M. Lucey. (2005) Are local or international influences responsible for the pre-holiday behaviour of Irish equities?. Applied Financial Economics 15:6, pages 381-389.
Read now
James M. Steeley. (2004) Information processing and the UK weekend effect: do investors cut their losses on Mondays?. Applied Economics Letters 11:14, pages 895-899.
Read now
Brian M. Lucey. (2004) Robust estimates of daily seasonality in the Irish equity market. Applied Financial Economics 14:7, pages 517-523.
Read now
Brian M. Lucey. (2002) Market direction and moment seasonality: evidence from Irish equities. Applied Economics Letters 9:10, pages 657-664.
Read now
J. ANDREW COUTTS & PETER A. HAYES. (1999) The weekend effect, the Stock Exchange Account and the Financial Times Industrial Ordinary Shares Index: 1987-1994. Applied Financial Economics 9:1, pages 67-71.
Read now

Articles from other publishers (9)

Peter J. Bush & John E. Stephens. (2016) The Return of the Monday Effect in European Currency Markets: An Empirical Analysis of the Impact of the Economic Crisis on Market Efficiency. International Journal of Finance & Economics 21:3, pages 241-246.
Crossref
Peter J. Bush & John E. Stephens. (2016) The Monday effect in the EUR/USD currency pair: Periods of EUR strength and weakness. Journal of Behavioral and Experimental Finance 10, pages 72-74.
Crossref
Satish K. MittalSonal Jain. (2009) Stock Market Behaviour: Evidences from Indian Market. Vision: The Journal of Business Perspective 13:3, pages 19-29.
Crossref
James M. Steeley. (2001) A note on information seasonality and the disappearance of the weekend effect in the UK stock market. Journal of Banking & Finance 25:10, pages 1941-1956.
Crossref
Brian M. Lucey. (2005) Are Local or International Influences Responsible for the Pre-Holiday Behavior of Irish Equities?. SSRN Electronic Journal.
Crossref
Brian M. Lucey. (2005) Investigating the Determinants of the Wednesday Seasonal in Irish Equities. SSRN Electronic Journal.
Crossref
Brian M. Lucey. (2002) How Robust is the Daily Seasonal in Irish Equities?. SSRN Electronic Journal.
Crossref
Brian M. Lucey. (2001) Market Direction and Moment Seasonality: Evidence from Irish Equities. SSRN Electronic Journal.
Crossref
Brian M. Lucey. (2001) Preholiday Behaviour of Irish Stock Exchange Indices. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.