Work

Drastic Econometric Failures and Theoretical Pitfalls in French’s Method of Day-of-the-Week Anomaly Detection

Year: 2025

Type: article

Source: The Journal of Investing

DOI: 10.3905/joi.2025.1.378

Authors: Mostafa Raeisi Sarkandiz, Sara Ghayekhloo, Amir Reza Raeisi

Institutions: University of Palermo, University of Mohaghegh Ardabili

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4417483027

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