Access the full text.
Sign up today, get DeepDyve free for 14 days.
D. Malliaropulos (1996)
ARE LONG-HORIZON STOCK RETURNS PREDICTABLE? A BOOTSTRAP ANALYSISJournal of Business Finance & Accounting, 23
D. Hirshleifer (2001)
Investor Psychology and Asset PricingBehavioral & Experimental Finance eJournal
E. Lehmann, H. D'Abrera (1976)
Nonparametrics: Statistical Methods Based on Ranks
MlcbaeI . " Losing Sleep at the Market : The Daylight Savings Anomaly : Comment
“ Bootstrap Statistica Inference : Examples and Evaluations for P litical Science
T. Monk (1980)
Traffic accident increases as a possible indicant of desynchronosis.Chronobiologia, 7 4
B. Efron (1979)
Bootstrap Methods: Another Look at the JackknifeAnnals of Statistics, 7
(1983)
DAYLIGHT SAVING ANOMALY crease Traffic Accidents.”Perceptual and Motor Skills
E. Miller (1988)
Why a weekend effect, 14
(1984)
Stock Returns and the Week end Effect.”Journal of Financial Economics
D. Hirshleifer, Tyler Shumway (2001)
Good Day Sunshine: Stock Returns and the WeatherRoss: Finance (Topic)
J. Jaffe, R. Westerfield (1985)
The Week-End Effect in Common Stock Returns: The International EvidenceJournal of Finance, 40
F. Diebold, Celia Chen (1996)
Testing structural stability with endogenous breakpoint A size comparison of analytic and bootstrap proceduresJournal of Econometrics, 70
M. Levi (1978)
The Weekend Game: Clearing House vs Federal FundsCanadian Journal of Economics, 11
(1993)
“ Intraweek Seasonality in the Federal Fun Market Stock Returns and the Week end Effect
L. Glosten, R. Jagannathan, D. Runkle (1993)
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on StocksJournal of Finance, 48
B. Efron, R. Tibshirani (1994)
An Introduction to the Bootstrap
Richard Rogalski (1984)
New Findings Regarding Day‐of‐the‐Week Returns over Trading and Non‐Trading Periods: A NoteJournal of Finance, 39
A. Abraham, D. Ikenberry (1994)
The Individual Investor and the Weekend EffectJournal of Financial and Quantitative Analysis, 29
(1984)
F.“A Further Investigation of the Weekend Effec in Stock Returns.”Journal
(1988)
Weekend Effects in Stock Market Returns: International Evidence Stock market anomalies
(1980)
Traffic Accident Increases as a Possible Indicant of Desynchronsi Cronobiologica, October
(1996)
New Findings Regarding Day-of-the-Week Returns Over Trading a Non-Trading Periods: A Note.”Journal
Donald Keim, R. Stambaugh (1984)
A Further Investigation of the Weekend Effect in Stock ReturnsJournal of Finance, 39
Josef Lakonishok, M. Levi (1982)
Weekend Effects on Stock Returns: A NoteJournal of Finance, 37
G. Boyle, Brett Walter (2001)
Reflected glory and failure: international sporting success and the stock marketApplied Financial Economics, 13
Anup Agrawal, K. Tandon (1994)
Anomalies or illusions? Evidence from stock markets in eighteen countriesJournal of International Money and Finance, 13
R. Donaldson, Harold Kim (1993)
Price Barriers in the Dow Jones Industrial AverageJournal of Financial and Quantitative Analysis, 28
Josef Lakonishok, E. Maberly (1990)
The Weekend Effect: Trading Patterns of Individual and Institutional InvestorsJournal of Finance, 45
Kent Daniel, D. Hirshleifer, S. Teoh (2001)
Investor Psychology in Capital Markets: Evidence and Policy ImplicationsJournal of Financial Abstracts eJournal
M. Kamstra, Lisa Kramer, M. Levi (1999)
Losing Sleep at the Market: The Daylight-Savings AnomalyCapital Markets: Market Efficiency
Robert Connolly (1989)
An Examination of the Robustness of the Weekend EffectJournal of Financial and Quantitative Analysis, 24
M. Gibbons, Patrick Hess (1981)
Day of the Week Effects and Asset ReturnsThe Journal of Business, 54
“ Why a Weekend Effect ? Comment
D. Andrews (1994)
The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds TestsEconometrica, 62
Robert Connolly (1991)
A posterior odds analysis of the weekend effectJournal of Econometrics, 49
R. McNally, Russell Voisin (1977)
The international atlas
R. Hicks, K. Lindseth, J. Hawkins (1983)
Daylight Saving-Time Changes Increase Traffic AccidentsPerceptual and Motor Skills, 56
DAYLIGHT SAVING ANOMALY crease Traffic Accidents
K. French (1980)
Stock returns and the weekend effectJournal of Financial Economics, 8
P. Eisemann, Stephen Timme (1984)
INTRAWEEK SEASONALITY IN THE FEDERAL FUNDS MARKETJournal of Financial Research, 7
W. Coats (1981)
The Weekend Eurodollar GameJournal of Finance, 36
C. Mooney (1996)
Bootstrap Statistical Inference: Examples and Evaluations for Political ScienceAmerican Journal of Political Science, 40
B. Lucey (2000)
Friday the 13th and the philosophical basis of financial economicsJournal of Economics and Finance, 24
(1988)
“ Weekend Effects in Stock Market Returns : International Evidence
R. Thaler (2016)
Anomalies: Seasonal Movements in Security Prices II: Weekend, Holiday, Turn of the Month, and Intraday Effects
By MARK J. KAMSTRA, LISA A. KRAMER, We have all struggled through the day after a poor nightâs sleep, weighed down by weariness, ï¬ghting lethargy, and perhaps even facing despondency. Fortunately, few people suffer from acute sleeping disorders that, according to sleep researchers, can destroy motivation and cause deep depression and even death.1 Nevertheless, even relatively minor sleep imbalances have been shown to cause errors in judgment, anxiety, impatience, less efï¬cient processing of information, and loss of attention. Indeed, it has been argued that an important thread connecting the nuclear accident at Chernobyl, the near meltdown at Three Mile Island, the massive oil spill from the Exxon Valdez, and the explosion of the space shuttle Challenger, is people making mistakes because of workshift changes and consequent imbalances of sleep.2 Equally tragic but less publicized consequences of sleeprelated errors have resulted from accidents, which each year âcost the United States over $56 billion, cause nearly 25,000 deaths and result in over 2.5 million disabling injuries.â3 Despite all these negative consequences of sleep problems, the modern hero is the person who seems to defy nature, ï¬lling every day with continuous, productive activity, and surviving on far less sleep than is
American Economic Review – American Economic Association
Published: Sep 1, 2000
Read and print from thousands of top scholarly journals.
Already have an account? Log in
Bookmark this article. You can see your Bookmarks on your DeepDyve Library.
To save an article, log in first, or sign up for a DeepDyve account if you don’t already have one.
Copy and paste the desired citation format or use the link below to download a file formatted for EndNote
Access the full text.
Sign up today, get DeepDyve free for 14 days.
All DeepDyve websites use cookies to improve your online experience. They were placed on your computer when you launched this website. You can change your cookie settings through your browser.