Comment on “Why a Weekend Effect?”

William T Ziemba

Chapter 1 in Great Investment Ideas, 2016, pp 1-14 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The weekend effect in U.S. security markets has been documented by French (1980), Gibbons and Hess (1981), and others. Miller (1988) argues that the effect could be explained by a tendency for self-initiated sell orders to exceed self-initiated buy orders over the weekend, while broker-initiated buy trades result in a surplus of buying during the remainder of the week…

Keywords: Investment Management; Portfolio Theory and Practice; Great Investors; Stock Market Anomalies; Evaluation Theory; Portfolio Performance; Stock Market Performance (search for similar items in EconPapers)
JEL-codes: G11 (search for similar items in EconPapers)
Date: 2016
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