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Browsing School of Economics and Finance · Te Kura Ohaoha Pūtea: Working Paper Series by Subject "turn of the month effect"

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The friday the thirteenth effect in stock prices: international evidence using panel data

Keef, Stephen P; Khaled, Mohammed S (2011)

This examination of the Friday the 13th effect, in 62 international stock indices for the period 2000 to 2008, characterises the degree that the effect is influenced by: (i) the GDP of the economy and (ii) the sign of the ...