Access the full text.
Sign up today, get DeepDyve free for 14 days.
Wilbur Lewellen, J. Groth, Ronald Lease, Gary Schlarbaum (1980)
An Analysis of Brokerage House Securities RecommendationsJournal of Financial Abstracts eJournal
L. Harris (1986)
A transaction data study of weekly and intradaily patterns in stock returnsJournal of Financial Economics, 16
W. Mikkelson, M. Partch (1985)
Stock price effects and costs of secondary distributionsJournal of Financial Economics, 14
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
E. Dimson, P. Marsh (1986)
Event study methodologies and the size effectJournal of Financial Economics, 17
J. Ritter (1988)
The Buying and Selling Behavior of Individual Investors at the Turn of the YearJournal of Finance, 43
S. Penman (1987)
The distribution of earnings news over time and seasonalities in aggregate stock returnsJournal of Financial Economics, 18
J. Jaffe, R. Westerfield (1985)
The Week-End Effect in Common Stock Returns: The International EvidenceJournal of Finance, 40
M. Gibbons, Patrick Hess (1981)
Day of the Week Effects and Asset ReturnsThe Journal of Business, 54
Osborne Osborne (1962)
Periodic structure in the Brownian motion of the stock marketOperations Research, 10
P. Asquith, D. Mullins (1986)
Equity issues and offering dilutionJournal of Financial Economics, 15
Anat Admati, P. Pfleiderer (1989)
Divide and Conquer: A Theory of Intraday and Day-of-the-Week Mean EffectsReview of Financial Studies, 2
M. Osborne (1962)
Periodic Structure in the Brownian Motion of Stock PricesOperations Research, 10
Josef Lakonishok, S. Smidt (1988)
Are Seasonal Anomalies Real? A Ninety-Year PerspectiveReview of Financial Studies, 1
K. French (1980)
Stock returns and the weekend effectJournal of Financial Economics, 8
Dimson Dimson, Paul Paul (1986)
Event study methodologies and the size effect; The case of U.K. press recommendationsJournal of Financial Economics, 17
Anat Admati, P. Pfleiderer (1988)
A Theory of Intraday Patterns: Volume and Price VariabilityReview of Financial Studies, 1
Michael Smirlock, L. Starks (1986)
Day-of-the-week and intraday effects in stock returnsJournal of Financial Economics, 17
ABSTRACT In this paper, we document regularities in trading patterns of individual and institutional investors related to the day of the week. We find a relative increase in trading activity by individuals on Mondays. In addition, there is a tendency for individuals to increase the number of sell transactions relative to buy transactions, which might explain at least part of the weekend effect.
The Journal of Finance – Wiley
Published: Mar 1, 1990
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.