Keywords: Weekend
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Journal Articles
Managerial Finance (2011) 37 (9): 817–839.
Published: 09 August 2011
...James Philpot; Jorge Brusa; Rodrigo Hernandez; Pu Liu Purpose 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. Design/methodology/approach This paper's methodology...

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