The Monday effect in the EUR/USD currency pair: Periods of EUR strength and weakness

Peter J. Bush and John E. Stephens

Journal of Behavioral and Experimental Finance, 2016, vol. 10, issue C, 72-74

Abstract: This paper examines the EUR/USD currency pair over six different periods to determine the existence of the Monday effect. It is the authors’ contention that the existence of the Monday effect in the EUR/USD currency pair has been impacted by the directional movement of the currency pair and thus varies in periods of EUR strength versus periods of EUR weakness.

Keywords: EUR/USD; Efficient market hypothesis; Monday effect; Seasonaility (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:eee:beexfi:v:10:y:2016:i:c:p:72-74

DOI: 10.1016/j.jbef.2016.03.003

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