Managerial Finance


Accounting and Finance

Table Of Contents: Volume 37 Issue 9

A brief history and recent developments in day‐of‐the‐week effect literature

James Philpot, Craig A. Peterson

The purpose of this paper is to provide a brief review of pre‐2003 work on the weekend effect and then discuss how recent selected work has extended our knowledge of the subject.

Reverse weekend effect, trading volume, and illiquidity

Jorge Brusa, Rodrigo Hernandez, Pu Liu

The purpose of this paper is to examine whether the seasonal anomaly known as the reverse weekend effect detected at index level can also be observed at individual stock level.

Reversal of the weekend effect in Canada: an empirical analysis

Srinivas Nippani, John G. Greenhut

The purpose of the paper is to check for reverse weekend effect in the Canadian stock market.

Day‐of‐the‐week effect in the Canadian money market

Kenneth Washer, Srinivas Nippani, John Wingender

The purpose of this paper is to examine the day‐of‐the‐week effect for three primary money market instruments in Canada. The sample period is 1980‐2009.



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  • Professor Don Johnson