The Monday effect revisited: An alternative testing approach

Alt, Raimund and Fortin, Ines and Weinberger, Simon (2011) The Monday effect revisited: An alternative testing approach. Journal of Empirical Finance, 18 (3). pp. 447-460.

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Item Type: Article in Academic Journal
Keywords: Monday effect, day-of-the-week effect, multiple hypotheses testing, multiple comparisons, closed test procedures, multiple level α test
Classification Codes (e.g. JEL): C12, C53, G12, G14
Status: Published
Date Deposited: 11 Apr 2017 14:21
Last Modified: 11 Apr 2017 14:21
URI: http://irihs.ihs.ac.at/id/eprint/4253

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