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EJBM
 2015
DOI: 10.15604/ejbm.2015.03.04.003
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Analysis of the Weekend Effect on the Markets of 121 Equity Indices and 29 Commodities

Krzysztof Borowski1

Abstract: The problem of efficiency of financial markets, especially the weekend effect has always fascinated scientists. The issue is significant from the point of view of assessing the portfolio management effectiveness and behavioral finance.

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