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Applied Economics Letters Volume 4, 1997 - Issue 10
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Original Articles

Trading patterns of small and large traders: implications for the weekend effect in Finland

Juha-Pekka Kallunki Department of Accounting and Finance, University of Vaasa, PO Box 700, FIN-65101, Vaasa, Finland
&
Teppo Martikainen Department of Accounting and Finance, University of Vaasa, PO Box 700, FIN-65101, Vaasa, Finland
Pages 595-597 | Received 09 Jul 1996, Published online: 02 Nov 2006

References

  • Booth , G.G. , Lin , J.-C , Martikainen , T. and Perttunen , J. The information content and price effects of trades in the Finnish upstairs and downstairs markets . Paper Presented to the Annual Meeting of the European Finance Association . August 30 , Milan, Italy.
  • Groth , J.C. , Lewellen , W. , Sclarbaum , G.G. and Lease , R. 1979 . An analysis of brokerage house security recommendations . Financial Analysts Journal , : 32 – 40 .
  • Holthausen , R.W. , Lefwich , R.W. and Mayers , D. 1987 . The effects of large block transactions on security prices: a cross-sectional analysis . Journal of Financial Economics , 19 : 327 – 68 .
  • Holthausen , R.W. , Lefwich , R.W. and Mayers , D. 1987 . Large block transactions, the speed of response and permanent and temporary price effects . Journal of Financial Economics , 26 : 71 – 95 .
  • Lakonishok , J. and Maberly , E. 1990 . The weekend effect: trading patterns of individual and institutional investors . Journal of Finance , 45 : 232 – 43 .
  • Lakonishok , J. and Smidt , S. 1989 . Are seasonal anomalies real? A ninety-year perspective . Review of Financial Studies , 1 : 403 – 25 .
  • Lee , C.M.C. and Ready , M.J. 1991 . Inferring trade direction from intraday data . Journal of Finance , 46 : 733 – 46 .
  • Martikainen , T. and Puttonen , V. 1996 . Finnish day-of-the-week effects . Journal of Business, Finance and Accounting , (forthcoming)
  • Miller , E.M. 1988 . Why a weekend effect? . Journal of Portfolio Managment , 14 : 43 – 8 .
  • Osborne , M.F.M. 1962 . Periodic structure in the Brownian motion of the stock markets . Operations Research , 10 : 345 – 79 .
  • Theobald , M. and Price , V. 1984 . Seasonality estimation in thin markets . Journal of Finance , 39 : 377 – 92 .

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