The Reversal of the Monday Effect: New Evidence from US Equity Markets

By S. Mehdian, Mark J. Perry. 2001

150 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/5f3ee301e4e3e091a171e80e0b7f2e537eb7fc22

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Yoon-Jae Whang
2. Oliver B. Linton
3. John R. Doyle
4. Catherine Huirong Chen
5. D. Chetverikov
6. Arthur Lewbel
7. B. Hansen
8. S. Lee

In Finance

1. Yoon-Jae Whang
2. Oliver B. Linton
3. John R. Doyle
4. Catherine Huirong Chen
5. Daniel P. McMillen
6. Menelaos Karanasos
7. Stilianos Fountas
8. L. Pham

Citations in the corpus

• The wandering weekday effect in major stock markets. (2009, background): “As an example, Mehdian and Perry (2001) found that negative Monday returns pre-1987 had become significant positive Monday returns in the post-1987 period.”
• Are there Monday effects in stock returns: a stochastic dominance approach (2007, background): “This is consistent with the ndings of Wang, Li, and Erickson (1997) and Mehdian and Perry (2001).”
• The Day-of-the-Week Effect in Stock Returns : Further Evidence from Eastern European Emerging Markets (2004, background): “(See, for example, French 1980; Gibbons and Hess 1981; Kamara 1997; Lakonishok and Levi 1982; Lakonishok and Smidt 1988; Mehdian and Perry 2001; Smirlock and Starks 1986; and Wang et al. 1997 for U.S. financial markets and Dubois and Louvet 1996; Gultekin and Gultekin 1983; Kim 1989; Jaffe et al.…”