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

Brian 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)
Date: 2005-04-20
New Economics Papers: this item is included in nep-rmg
References: Add references at CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
https://www.tcd.ie/triss/assets/PDFs/iiis/iiisdp56.pdf (application/pdf)

Related works:
Journal Article: Are local or international influences responsible for the pre-holiday behaviour of Irish equities? (2005)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:iis:dispap:iiisdp056

Access Statistics for this paper

More papers in The Institute for International Integration Studies Discussion Paper Series from IIIS 01. Contact information at EDIRC.
Bibliographic data for series maintained by Maeve ().