Friday the 13th: International Evidence

Brian M. Lucey ()

Applied Economics Letters, 2001, vol. 8, issue 9, pages 577-79

Abstract: The Friday the 13th anomaly discussed by Kolb and Rodriguez in 1987 is revisited in an international context. Using the FTSE world indices over the period 1988-2000, for 19 countries, it is found that there is some evidence that returns on Friday the 13th are statistically different from, and generally greater than, returns on other Fridays. Copyright 2001 by Taylor and Francis Group

Date: 2001

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