Friday the Thirteenth and the Stock Market
作者： Emilia Peni , Jarkko Peltomaki
DOI: 10.2139/SSRN.1567662
关键词:
摘要: In this study, we investigate whether Friday the thirteenth has an effect on stock market returns. We report following findings: (1) The returns prior are lower than normally year 1981. (2) after higher 1980. (3) Serial correlation in indexes is positive 1981 and negative (4) between day significantly thirteenth. Thus, conclude that Monday anomaly not more evident anomaly, anomalies may be interrelated.
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