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Applied Economics Letters Volume 13, 2006 - Issue 10
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Original Articles

Day-of-the-week effects in emerging stock markets

Syed A. Basher York University, 4700 Keele Street, Toronto, Ontario M3J 1P3, Canada
&
Perry Sadorsky York University, 4700 Keele Street, Toronto, Ontario M3J 1P3, CanadaCorrespondence[email protected]
Pages 621-628 | Published online: 02 Feb 2007

References

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  • Smirlock , M and Starks , L . 1986 . Day of the week and intraday effects in stock returns . Journal of Financial Economics , 17 : 197 – 210 .

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