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The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market? · Study

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ArticleThe Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market?

Guglielmo Maria Caporale2015

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Articlegreen2015

The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market?

Guglielmo Maria Caporale · Luis A. Gil-Alana · Alex Plastun

30 citations·0/0 files stored·Journal of Economic Studies

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

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References

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1980Stock returns and the weekend effect 1995Gaussian Semiparametric Estimation of Long Range Dependence 1981Day of the Week Effects and Asset Returns 1984A Further Investigation of the Weekend Effect in Stock Returns 1973The Behavior of Stock Prices on Fridays and Mondays 1989Efficient Parameter Estimation for Self-Similar Processes 2002Anomalies and Market Efficiency

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2019Market anomalies and data persistence: The case of the day-of-the-week effect

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Year2015

Typearticle

Published2015-01-01

VenueJournal of Economic Studies

ISSN-L0144-3585

Languageen

Citations30

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1108/jes-09-2015-0167

openalex_workW2272997374

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