Stock market inefficiencies: fortune or fortuity?: An article from: Review of Business

This digital document is an article from Review of Business, published by St. John's University, College of Business Administration on June 22, 1997. The length of the article is 1532 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

From the supplier: Research was conducted to study the supposed inefficiencies in the stock exchange using data gathered from New York Stock Exchange closings from Feb. 1985 to Dec. 1995. It has been observed that abnormal return behavior has been detected in NYSE closings. Generally, negative returns occurred on Mondays while positive returns happened the day prior to and the days following holiday closings. Findings suggest that stock market trends are unforeseeable and are purely coincidental.

Citation Details
Title: Stock market inefficiencies: fortune or fortuity?
Author: Michael J. Seiler
Publication:Review of Business (Refereed)
Date: June 22, 1997
Publisher: St. John's University, College of Business Administration
Volume: v18 Issue: n4 Page: p16(3)

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