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Citation: Ec. Chang et al., US DAY-OF-THE-WEEK EFFECTS AND ASYMMETRIC RESPONSES TO MACROECONOMIC NEWS, Journal of banking & finance, 22(5), 1998, pp. 513-534

Authors: CHANG EC PINEGAR JM SCHACHTER B

Citation: Ec. Chang et al., INTERDAY VARIATIONS IN VOLUME, VARIANCE AND PARTICIPATION OF LARGE SPECULATORS, Journal of banking & finance, 21(6), 1997, pp. 797-810

Authors: MCQUEEN G PINEGAR JM THORLEY S

Citation: G. Mcqueen et al., DELAYED-REACTION TO GOOD-NEWS AND THE CROSS-AUTOCORRELATION OF PORTFOLIO RETURNS, The Journal of finance, 51(3), 1996, pp. 1061-1062

Authors: CHANG EC PINEGAR JM RAVICHANDRAN R

Citation: Ec. Chang et al., INTERNATIONAL EVIDENCE ON THE ROBUSTNESS OF THE DAY-OF-THE-WEEK EFFECT, Journal of financial and quantitative analysis, 28(4), 1993, pp. 497-513