Table of contents - Special Issue: Day of the week anomalies
Guest Editors: Dr James Philpot
A brief history and recent developments in day‐of‐the‐week effect literature
James Philpot, Craig A. PetersonThe purpose of this paper is to provide a brief review of pre‐2003 work on the weekend effect and then discuss how recent selected work has extended our knowledge of the subject.
1419
Reverse weekend effect, trading volume, and illiquidity
Jorge Brusa, Rodrigo Hernandez, Pu LiuThe purpose of this paper is to examine whether the seasonal anomaly known as the reverse weekend effect detected at index level can also be observed at individual stock level.
948
Reversal of the weekend effect in Canada: an empirical analysis
Srinivas Nippani, John G. GreenhutThe purpose of the paper is to check for reverse weekend effect in the Canadian stock market.
648
Day‐of‐the‐week effect in the Canadian money market
Kenneth Washer, Srinivas Nippani, John WingenderThe purpose of this paper is to examine the day‐of‐the‐week effect for three primary money market instruments in Canada. The sample period is 1980‐2009.
918
ISSN:
0307-4358Online date, start – end:
1975Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Professor Don Johnson