SMEAL WIKI

Day-of-the-Week Effects in Financial Futures: An Analysis of GNMA, T-Bond, T-Note, and T-Bill Contracts

Elizabeth Tashijan Johnston, William A. Kracaw, John J. McConnell
Year1991
VenueJournal of Financial and Quantitative Analysis
Typearticle
Citations86
DOI10.2307/2331241
OpenAlexW2073692190

Topics

Financial Markets and Investment StrategiesFutures contractBondEconomicsBusinessFinancial system