Keywords: Day-of-the-week effect
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Does the day-of-the-week effect exist in other asset classes? Investigation of the globally listed private equity markets

Marcel Steinborn
Journal: Studies in Economics and Finance
Studies in Economics and Finance (2024) 41 (1): 102–124.
https://doi.org/10.1108/SEF-12-2021-0517
Published: 26 April 2023
... are possible. Originality/value To the best of the author’s knowledge, this paper provides the first study to examine the DoW effect for globally LPE markets by using LPX indices and contributes valuable insights on this growing asset class. Day-of-the-week effect Dummy regression GARCH models Listed...
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