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Keywords: Weekend effect
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Journal Articles
Journal:
Journal of Economic Studies
Journal of Economic Studies (2016) 43 (6): 954–965.
Published: 14 November 2016
...Guglielmo Maria Caporale; Luis Alberiko Gil-Alana; Alex Plastun Purpose The purpose of this paper is to provide some new empirical evidence on the weekend effect (one of the best known anomalies in financial markets) in Ukrainian futures prices. The analysis uses various statistical techniques...
