برچسب: Intraday Dat
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Brooks And Kim-The Individual Investor And The Weekend Effect – A Reexamination With Intraday Dat
Individual Investor It is a well known empirical finding that returns, on average, are negative on Monday. Miller (1988) suggests that this anomaly could be the result of individualinvestor trading activity. Lakonishok and Maberly (1990) and Abraham and Ikenberry (1994) use odd-lot trading as aproxy for individual investor trading patterns and jind evidence consistent with […]