• DOI:10.1257/00028280260344786
Corpus ID: 16002134

Losing Sleep at the Market: Comment

@article{Pinegar2002LosingSA,
  title={Losing Sleep at the Market: Comment},
  author={J. Michael Pinegar},
  journal={The American Economic Review},
  year={2002},
  volume={92},
  pages={1251-1256}
}

J. Michael Pinegar

Published 2002

Economics

The American Economic Review

In a recent provocative paper in this journal, Mark J. Kamstra et al. (2000) test and reject the hypothesis that the mean weekend return following changes in daylight saving time equals the mean weekend return throughout the rest of the year. The authors report that the average Friday-to-Monday return on daylight-saving weekends is 200–500 percent larger than the average negative return for the other weekends of the year. The Ž nding appears to hold not only in the United States and Canada… CONTINUE READING

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