The reversal of the Monday effect in Canada and the US

Doctoral thesis English OPEN
Cleary, Sally Anne;
(2005)
  • Subject:
    mesheuropmc: education | human activities

This paper examines the Monday effect in US and Canadian equity markets and finds that: 1) the Monday effect in US and Canadian equity markets reversed during the period 1988 to 1998, and 2) there is a concentration of positive Monday returns during the first half of th... View more
Share - Bookmark