Friday the 13th: International Evidence

TCD School of Business Working Paper

12 Pages Posted: 17 Aug 2000

See all articles by Brian M. Lucey

Brian M. Lucey

Trinity Business School, Trinity College Dublin; University of Sydney Business School; Ho Chi Minh City University of Economics and Finance; Jiangxi University of Finance and Economics

Date Written: June 2000

Abstract

The Friday the 13th anomaly of Kolb & Rodriguez (1987) is revisited in an international context. Using the FTSE world indices over 1988-200, 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 Friday returns.

Keywords: International, Friday the 13th, stock markets, efficiency

JEL Classification: G12, G14

Suggested Citation

Lucey, Brian M., Friday the 13th: International Evidence (June 2000). TCD School of Business Working Paper, Available at SSRN: https://ssrn.com/abstract=234828 or http://dx.doi.org/10.2139/ssrn.234828

Brian M. Lucey (Contact Author)

Trinity Business School, Trinity College Dublin ( email )

The Sutherland Centre, Level 6, Arts Building
Dublin 2
Ireland
+353 1 608 1552 (Phone)
+353 1 679 9503 (Fax)

University of Sydney Business School ( email )

Cnr. of Codrington and Rose Streets
Sydney, NSW 2006
Australia

Ho Chi Minh City University of Economics and Finance ( email )

59C Nguyen D├Čnh Chieu
6th Ward, District 3
Ho Chi Minh City, Ho Chi Minh 70000
Vietnam

Jiangxi University of Finance and Economics ( email )

South Lushan Road
Nanchang, Jiangxi 330013
China

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