Jorge Brusa
Texas A&M International University
29 Papers
232 Citations
Jorge Brusa is an academic researcher from Texas A&M International University. The author has contributed to research in topics: Weekend effect & Valuation of options. The author has an hindex of 9, co-authored 29 publications. Previous affiliations of Jorge Brusa include University of Arkansas.
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Papers
The Weekend Effect, ‘Reverse’ Weekend Effect, and Firm Size
TL;DR: In this paper, the authors find that the reverse%rsquo; weekend effect, whereby returns for Monday are positive and significantly greater than returns for the preceding Friday, occurs in portfolios of large firms.
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Weekend Effect, 'Reverse' Weekend Effect, and Investor Trading Activities
TL;DR: In this paper, the authors found evidence of a "reverse" weekend effect - whereby Monday returns are significantly positive and they are higher than the returns on other days of the week - over an extended period of eleven years (from 1988 to 1998).
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Weekend Effect, ‘Reverse’ Weekend Effect, and Investor Trading Activities
TL;DR: In this paper, the authors found evidence of a reverse weekend effect, whereby Monday returns are significantly positive and they are higher than the returns on other days of the week, over an extended period of eleven years.
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The “reverse” weekend effect: the U.S. market versus international markets
TL;DR: This paper found that the reverse weekend effect is a unique feature of the U.S. market and showed that positive Monday returns tend to follow positive Friday returns in foreign markets, while the reverse effect is not present in the U., and the results persist even after sorting the data by week of the month and month of the year.
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Golden parachutes, managerial incentives and shareholders' wealth
TL;DR: In this paper, the effects of golden parachutes on shareholders' wealth when the measure is used as a compensation device instead of a takeover defense was examined and the results showed that the adoption of the measure has a negative influence on shareholders wealth.
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