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Telefax: +49 961 382-2991
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Internet: www.oth-aw.de
Druck Hausdruck
Die Beiträge der Reihe "OTH im Dialog: Weidener Diskussionspapiere" erscheinen [...] much lower than other days of the week, the January effect (see Gultekin and Gultekin, 1983; Keim,
1983; Yao, 2012), where returns are much higher during the month of January than any in other month,
and the [...] the 13th compared to other Fridays. For the FTSE indices and FT-30
index, Mills and Coutts (1995) and Coutts (1999) observe a higher mean return on Friday the 13th compared
to all other Fridays.
Lucey
Telefax: +49 961 382-2991
e-mail: Weiden@oth-aw.de
Internet: www.oth-aw.de
Druck Hausdruck
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