Are Local or International influences responsible for the pre-holiday behaviour of Irish equities?

Brian M. Lucey () and Edel Tully

The Institute for International Integration Studies Discussion Paper Series from IIIS

Abstract: The preholiday behaviour of equity price and return indices on the Irish Stock Exchange do nor display consistent positive pre-holiday returns. This is contrary to the majority of studies on this area, and the result is found across a number of sectoral indices. The analysis also indicates that these curious results are driven by local, as opposed to international, influences Classification-

Keywords: Ireland; Non-Parametric; Stock Returns (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-rmg
Date: 2005-04-20

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Journal Article: Are local or international influences responsible for the pre-holiday behaviour of Irish equities? (2005)
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