Tuesday the 13th: Evidence from the Athens Stocks Exchange
Conflict Resolution & Negotiation Journal, 2012(4), 180-188
Posted: 16 Nov 2016 Last revised: 26 Dec 2018
Date Written: 29, 2012
Abstract
In this note the Tuesday the 13th anomaly for the Athens Stocks Exchange (ASE) is discussed. Using the ASE General index over the period 1985 to 2006 and some well known linear parametric and non parametric tests, it is found some evidence that returns on Tuesday the 13th are statistically significant higher than returns of other Tuesdays
Keywords: Market Anomalies, Tuesday the 13th, Athens Stock Exchange
JEL Classification: G15, C32
Suggested Citation: Suggested Citation
Gkillas, Konstantinos and Tserkezost, Dikaios E., Tuesday the 13th: Evidence from the Athens Stocks Exchange (29, 2012). Conflict Resolution & Negotiation Journal, 2012(4), 180-188, Available at SSRN: https://ssrn.com/abstract=2869562
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