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

Elizabeth Tashjian Johnston, William A. Kracaw, John J. McConnell
Year1991
VenueJournal of Financial and Quantitative Analysis
Typearticle
Citations81
DOI10.2307/2331241
OpenAlexW2073692190

Topics

Financial Markets and Investment StrategiesFutures contractBondEconomicsBusinessFinancial system