Other days
Weekends
Spring DST weekend
Fall DST weekend
-0.008
-0.007
-0.006
-0.005
-0.004
-0.003
-0.002
-0.001
0.000
0.001
0.002
NYSE
0.0010231
-0.000701
-0.0018132
-0.0062768
AMEX
0.0014718
-0.0008528
-0.0021036
-0.0066178
NASDAQ
0.0014928
-0.0009951
-0.0015897
-0.0074183
S&P 500 (1967-1997)
0.0005906
-0.0004079
-0.0014334
-0.0054827
S&P 500 (1928-1966)
0.0007735
-0.0020642
-0.0044665
-0.0070133
TSE 300
0.0005298
-0.0008212
-0.0024809
-0.0037031
UK total market
0.0007169
-0.0009675
-0.004225
-0.0043035
DAX 100
0.000419
-0.0002614
-0.001478
-0.0001821