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- Title
Friday the Thirteenth: 'Part VII'--A Note.
- Authors
KOLB, ROBERT W.; RODRIGUEZ, RICARDO J.
- Abstract
Part VII. Studies whether the mean return for the Friday the Thirteenth is statistically different from the mean return of other Fridays. Possible role of superstition in the performance of the securities market; Null hypothesis of equal means for the Friday the Thirteenth; Alternative hypothesis of a lower mean return for the Friday the Thirteenth.
- Subjects
FRIDAY the thirteenth; SUPERSTITION; RATE of return; ECONOMIC seasonal variations; FINANCIAL markets; ECONOMIC trends; FINANCIAL performance; ECONOMIC indicators; ECONOMIC statistics; ECONOMIC forecasting; STOCK prices; EXPECTED returns; ECONOMICS
- Publication
Journal of Finance (Wiley-Blackwell), 1987, Vol 42, Issue 5, p1385
- ISSN
0022-1082
- Publication type
Article
- DOI
10.1111/j.1540-6261.1987.tb04373.x