The Weekend Effect: Trading Patterns of Individual and Institutional Investors.

A-Tier
Journal: Journal of Finance
Year: 1990
Volume: 45
Issue: 1
Pages: 231-43

Authors (2)

Lakonishok, Josef (not in RePEc) Maberly, Edwin (Monash University)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In this paper, the authors document regularities in trading patterns of individual and institutional investors related to the day of the week. They find a relative increase in trading activity by individuals on Mondays. In addition, there is a tendency for individuals to increase the number of sell transactions relative to buy transactions, which might explain at least part of the weekend effect. Copyright 1990 by American Finance Association.

Technical Details

RePEc Handle
repec:bla:jfinan:v:45:y:1990:i:1:p:231-43
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25