THE NEW ZEALAND CENTRE FOR ADVERSE REACTIONS MONITORING: A SOURCE OF PRACTICE-BASED EVIDENCE



Tell Me Why I Do Not Like Mondays

We conduct a strict and broad analysis of the 30-day expected volatility (VIX) of five very active individual US stocks, three US domestic indices, and that of 10-year US Treasury notes.We find prominent non-random movement patterns mainly on Mondays and Fridays.Furthermore, significant leaps in expected volatility on Monday occur primarily in the

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