Investor Risk Aversion and the Weekend Effect: The Basics.
Academy of Accounting and Financial Studies Journal 2005, Sept, 9, 3
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Publisher Description
ABSTRACT This paper provides an explanation of the continued persistence of the weekend effect. Using the 23 non-holiday Wednesday closings of 1968 as a benchmark, it is postulated that negative Monday returns can be explained by risk averse investors reacting to the arrival of new information.
GENRE
Business & Personal Finance
RELEASED
2005
1 September
LANGUAGE
EN
English
LENGTH
20
Pages
PUBLISHER
The DreamCatchers Group, LLC
PROVIDER INFO
The Gale Group, Inc., a Delaware corporation and an affiliate of Cengage Learning, Inc.
SIZE
277.8
KB
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