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French (1980)showed That a Daily Index of US Share Prices

Question 8

Multiple Choice

French (1980) showed that a daily index of US share prices over the period 1953-77 showed that average returns on:


A) Mondays were negative while average returns on Fridays were positive.
B) Mondays were positive while average returns on Fridays were negative.
C) Mondays were negative while average returns on Thursdays were positive.
D) Mondays were positive while average returns on Thursdays were negative.

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