Friday the 13th: international evidence

Brian Lucey

Applied Economics Letters, 2001, vol. 8, issue 9, 577-579

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.

Date: 2001
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DOI: 10.1080/13504850010025664

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