Weekend and day of the week effects in returns on stock index futures
- 1 September 1986
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 6 (3) , 397-407
- https://doi.org/10.1002/fut.3990060305
Abstract
No abstract availableThis publication has 14 references indexed in Scilit:
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- DISCUSSION: WHAT THE ANOMALIES MEANThe Journal of Finance, 1984
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- Day of the Week Effects and Asset ReturnsThe Journal of Business, 1981
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- The pricing of commodity contractsJournal of Financial Economics, 1976
- The Behavior of Stock Prices on Fridays and MondaysCFA Magazine, 1973
- Futures Trading and Investor Returns: An Investigation of Commodity Market Risk PremiumsJournal of Political Economy, 1973