This is a summary of links featured on Quantocracy on Monday, 01/01/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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The Weekend Effect in the Market Indices [Relative Value Arbitrage]The weekend (or Monday) effect in the stock market refers to the phenomenon where stock returns exhibit different patterns on Mondays compared to the rest of the week. Historically, there has been a tendency for stock prices to be lower on Mondays. Various theories attempt to explain the weekend effect, including investor behaviour, news over the weekend, and the impact of events occurring during