Table 6.3 Average daily returns of the week on multinational markets
Seasonally Anomalous or Not? Tests of Seasonalities135
\verage
0.00023
0.00041
0.00037
-0.00140
0.00028
0.00016
0.00043
0.00052
0.00027
0.00255
-0.00030
0.00056
0.00133
0.00041
0.00037
0.00023
0.00051
0.00016
0.00052
0.00312
i.
**0.00082
0.00058
**0.00110
0.00044
0.00060
**0.00107
**0.00133
*0.00200
*0,00100
**0.00578
*0,00150
**0.00178
*0.00510
*0.00176
*0.00101
*0.00062
**0.00131
**0.00094
**0.00139
**0.00615
l
_________
Fi
0.00028
0.00210
0.00018
0.00011
0.00046
*0.00057
0.00063
0.00040
-0.00010
**0.00410
*0,00160
**0.00135
0.00060
0.00092
*0.00091
0.00055
**0.00106
*0.00075
0.00106
**0.00427
sd.
_______
Thi
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