Friday the 13th

Doug Henwood dhenwood at panix.com
Mon Oct 2 15:57:26 PDT 2000


[proof the stock market really is the tool of the devil?]

"Friday the 13th: International Evidence"

BY: BRIAN M. LUCEY

University of Dublin, Trinity College

Document: Available from the SSRN Electronic Paper Collection:

http://papers.ssrn.com/paper.taf?abstract_id=234828

Paper ID: TCD School of Business Working Paper

Date: June 2000

Contact: BRIAN M. LUCEY

Email: Mailto:blucey at mail.tcd.ie

Postal: University of Dublin, Trinity College

Dublin 2, IRELAND

Phone: + 353-1-7021552/7021024

Fax: + 353-1-6799503

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



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