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The Monthly Effect and the Day of the Week Effect in the American Stock Market

Author

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  • Bing Xiao

    (CleRMa - Clermont Recherche Management - ESC Clermont-Ferrand - École Supérieure de Commerce (ESC) - Clermont-Ferrand - UCA [2017-2020] - Université Clermont Auvergne [2017-2020])

Abstract

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Suggested Citation

  • Bing Xiao, 2016. "The Monthly Effect and the Day of the Week Effect in the American Stock Market," Post-Print hal-02541111, HAL.
    • Handle: RePEc:hal:journl:hal-02541111
    DOI: 10.5430/ijfr.v7n2p11
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    Cited by:

    1. Pierre R. Bertrand & Marie-Eliette Dury & Bing Xiao, 2020. "A study of Chinese market efficiency, Shanghai versus Shenzhen: Evidence based on multifractional models," Post-Print hal-03031766, HAL.
    2. Bing Xiao & Philippe Maillebuau, 2020. "The Seasonal Effect On The Chinese Gold Market Using An Empirical Analysis Of The Shanghai Gold Exchange," Post-Print hal-02905216, HAL.
    3. Richards, Daniel W. & Willows, Gizelle D., 2019. "Monday mornings: Individual investor trading on days of the week and times within a day," Journal of Behavioral and Experimental Finance, Elsevier, vol. 22(C), pages 105-115.

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