Weekend effect and financial characteristics: is there any relation in Latin America?
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References listed on IDEAS
- Keim, Donald B & Stambaugh, Robert F, 1984. "A Further Investigation of the Weekend Effect in Stock Returns," Journal of Finance, American Finance Association, vol. 39(3), pages 819-835, July.
- Dubois, M. & Louvet, P., 1996. "The day-of-the-week effect: The international evidence," Journal of Banking & Finance, Elsevier, vol. 20(9), pages 1463-1484, November.
- Hela Cheikhrouhou & W. Britt Gwinner & John Pollner & Emanuel Salinas & Sophie Sirtaine & Dimitri Vittas, 2007. "Structured Finance in Latin America : Channeling Pension Funds to Housing, Infrastructure, and Small Businesses," World Bank Publications - Books, The World Bank Group, number 6782.
- M. J. Fields, 1931. "Stock Prices: A Problem in Verification," The Journal of Business, University of Chicago Press, vol. 4, pages 415-415.
- Maria Caporale, Guglielmo & Zakirova, Valentina, 2017. "Calendar anomalies in the Russian stock market," Russian Journal of Economics, Elsevier, vol. 3(1), pages 101-108.
- Aggarwal, Reena & Rivoli, Pietra, 1989. "Seasonal and Day-of-the-Week Effects in Four Emerging Stock Markets," The Financial Review, Eastern Finance Association, vol. 24(4), pages 541-550, November.
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More about this item
Keywords
Anomalías bursátiles; efecto fin de semana; América Latina;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- N26 - Economic History - - Financial Markets and Institutions - - - Latin America; Caribbean
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