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Original Articles

Some additional Australian evidence on the day-of-the-week effect

Pages 247-249 | Published online: 06 Oct 2010

References

  • Connolly , R. 1989 . An examination of the robustness of the weekend effect . Journal of Financial and Quantitative Analysis , 24 : 133 – 169 .
  • Easton , S. and Faff , R. 1994 . An investigation of the robustness of the day-of-the-week effect in Australia . Applied Financial Economics , 4 : 99 – 110 .
  • Gibbons , M. and Hess , P. 1981 . Day-of-the-week effects and asset returns . Journal of Business , 54 : 579 – 596 .
  • Jaffe , J. and Westerfield , R. 1985 . The week-end effect in common stock returns: the international evidence . The Journal of Finance , 40 : 433 – 454 .

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