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Are there Monday effects in stock returns: A stochastic dominance approach · Study

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ArticleAre there Monday effects in stock returns: A stochastic dominance approach

Younghyun Cho2007

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Articlegreen2007

Are there Monday effects in stock returns: A stochastic dominance approach

Younghyun Cho · Oliver Linton · Yoon‐Jae Whang

105 citations·0/0 files stored·Journal of Empirical Finance

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

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References

1975Judgment under Uncertainty: Heuristics and Biases 1991Efficient Capital Markets: II n.d.A model of investor sentiment /1983Judgement under Uncertainty: Heuristics and Biases 1998A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1 1980Stock returns and the weekend effect 1969Rules for Ordering Uncertain Prospects 1969The Efficiency Analysis of Choices Involving Risk

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Year2007

Typearticle

Published2007-03-28

VenueJournal of Empirical Finance

ISSN-L0927-5398

Languageen

Citations105

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jempfin.2007.02.001

openalex_workW2103781827

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