Corpus ID: 5588169

Weekends can be rough: revisiting the weekend effect in stock prices

@inproceedings{Fortune1998WeekendsCB,
  title={Weekends can be rough: revisiting the weekend effect in stock prices},
  author={P. Fortune},
  year={1998}
}
The performance of stock prices during breaks in trading has received considerable attention in recent years. While some studies focus on performance surrounding periods of unscheduled trading breaks (trading halts in individual stocks, circuit breakers for exchanges), other studies look at performance around periods of scheduled trading breaks (holidays, weekends). This paper fits into the second group. We revisit the "weekend effect" in common stock returns. Our focus is on two… Expand

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