Müller, Luisa; Schiereck, Dirk; Simpson, Marc W.; … - In: Journal of Multinational Financial Management 19 (2009) 2, pp. 127-138
Kamstra et al. [Kamstra, M.J., Kramer, L.A., Levi, M.D., 2000. Losing sleep at the market: the daylight saving anomaly. The American Economic Review 90, 1005-1011] argue that the mean weekend return following the changes in daylight saving time is less than the mean weekend return throughout the...