The Monday effect revisited: An alternative testing approach

Alt, Raimund; Fortin, InesORCID: https://orcid.org/0000-0003-4517-455X and Weinberger, Simon (2011) The Monday effect revisited: An alternative testing approach. Journal of Empirical Finance, 18 (3), pp. 447-460. https://doi.org/10.1016/j.jempfin.2011.04.002

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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
Date Deposited:	11 Apr 2017 14:21
Last Modified:	19 Sep 2024 08:51
DOI:	10.1016/j.jempfin.2011.04.002
ISSN:	0927-5398 (Print), 1879-1727 (Online)
URI:	https://irihs.ihs.ac.at/id/eprint/4253

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