An analysis of Japanese stock return dynamics conditional on U.S. Monday holiday closures
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- Yamori, Nobuyoshi & Kurihara, Yutaka, 2004. "The day-of-the-week effect in foreign exchange markets: multi-currency evidence," Research in International Business and Finance, Elsevier, vol. 18(1), pages 51-57, April.
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Keywords
Financial markets; International finance; Japan; Stock market;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FIN-2000-10-05 (Finance)
- NEP-FMK-2000-10-05 (Financial Markets)
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