1. Springing forward and falling back on health: The effects of daylight saving time on acute myocardial infarction. (2024). Tanaka, Shinsuke ; Koizumi, Hideto.
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2. Losing sleep at the international market: Daylight Saving Time and exchange rates. (2024). Nower, Michael.
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3. Stock market anomalies: An extreme bounds analysis. (2023). Kim, Jae H ; Shamsuddin, Abul.
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4. Let there be light: Daylight saving time and road traffic collisions. (2023). James, Jonathan.
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5. The Winner Takes It All: Investor Sentiment and the Eurovision Song Contest. (2022). Mugerman, Yevgeny ; Abudy, Menachem ; Shust, Efrat.
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6. Does the Croatian Stock Market Have Seasonal Affective Disorder?. (2021). Škrinjarić, Tihana ; Marasovi, Branka ; Ego, Boko.
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7. By the light of day: The effect of the switch to winter time on stock markets. (2020). Wiener, Zvi ; Mugerman, Yevgeny ; Yidov, Orr.
   In: Journal of International Financial Markets, Institutions and Money.
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8. DEEP sleep: The impact of sleep on financial risk taking. (2019). Nofsinger, John R ; Shank, Corey A.
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9. The daylight saving time anomaly in relation to firms targeted for mergers. (2019). Siganos, Antonios.
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10. Fresh Air Eases Work – The Effect of Air Quality on Individual Investor Activity. (2017). Pagel, Michaela ; Meyer, Steffen.
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11. Stock returns and investors mood: Good day sunshine or spurious correlation?. (2017). Kim, Jae.
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12. Using the Life Satisfaction Approach to Value Daylight Savings Time Transitions: Evidence from Britain and Germany. (2016). Kuehnle, Daniel ; Wunder, Christoph.
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13. Sleep and Human Capital: Evidence from Daylight Saving Time. (2015). Ziebarth, Nicolas ; Jin, Lawrence.
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14. Soccer sentiment and investment opportunities in the Korean stock market. (2015). Park, Cheolbeom ; Kang, IN.
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15. Abnormal Returns of Soccer Teams. (2015). Pattitoni, Pierpaolo ; Patuelli, Roberto ; Castellani, Massimiliano.
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16. The Impact of Weather on German Retail Investors. (2015). Meyer, Steffen ; Schmittmann, Jochen M. ; Pirschel, Jenny ; Hackethal, Andreas.
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17. Does Daylight Saving Time Really Make Us Sick?. (2015). Ziebarth, Nicolas ; Jin, Lawrence.
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18. Using the Life Satisfaction Approach to Value Daylight Savings Time Transitions: Evidence from Britain and Germany. (2015). Kuehnle, Daniel ; Wunder, Christoph.
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19. Using the life satisfaction approach to value daylight savings time transitions. Evidence from Britain and Germany. (2014). Kuehnle, Daniel ; Wunder, Christoph.
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22. Investor sentiment and market reaction: evidence on 2010 FIFA World Cup. (2012). .
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23. Daylight saving effect. (2009). Simpson, Marc W. ; Muller, Luisa ; Schiereck, Dirk ; Voigt, Christian.
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24. Is it the weather? Response. (2009). Marquering, Wessel ; Jacobsen, Ben.
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25. An Empirical Note on Weather Effects in the Australian Stock Market*. (2009). Worthington, Andrew.
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26. Does Daylight Saving Time Save Energy? Evidence from a Natural Experiment in Indiana. (2008). Kotchen, Matthew ; Grant, Laura.
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27. Robust global mood influences in equity pricing. (2008). lucey, brian ; Dowling, Michael.
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28. Weather and intraday patterns in stock returns and trading activity. (2008). Lin, Yueh-Hsiang ; Chen, Sheng-Syan ; Chang, Shao-Chi ; Chou, Robin K..
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29. Do Daylight-Saving Time Adjustments Really Impact Stock Returns?. (2007). Steigerwald, Douglas ; Conte, Marc.
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30. Sports Sentiment and Stock Returns. (2007). Norli, Oyvind ; Edmans, Alex ; Garca, Diego.
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31. Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence. (2005). lucey, brian ; Dowling, Michael.
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32. The Role of Feelings in Investor Decision‐Making. (2005). lucey, brian ; Dowling, Michael.
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1. The Day-of-the-Week Effect is Weak: Evidence from the European Real Estate Sector. (2015). Panagiotidis, Theodore ; Fountas, Stilianos ; Bampinas, Georgios.
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2. The day-of-the-week effect is weak: Evidence from the European Real Estate Sector. (2015). Panagiotidis, Theodore ; Fountas, Stilianos ; Bampinas, Georgios.
   In: Discussion Paper Series.
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3. The day-of-the-week effect revisited: international evidence. (2014). Dicle, Mehmet ; Levendis, John.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:38:y:2014:i:3:p:407-437.

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4. Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data. (2014). Urquhart, Andrew ; McGroarty, Frank.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:35:y:2014:i:c:p:154-166.

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5. Stock Market Volatility, Speculative Short Sellers and Weekend Effect: International Evidence. (2013). Kazemi, Hossein ; Zhai, Weili ; Cai, Jinghan ; He, Jibao.
   In: MPRA Paper.
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6. Stock market return and volatility: day-of-the-week effect. (2012). Berument, Hakan ; Dogan, Nukhet.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:36:y:2012:i:2:p:282-302.

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7. THE DAY OF THE WEEK EFFECT IN SOUTH EASTERN EUROPE STOCK MARKETS. (2012). Tevdovski, Dragan ; Mihajlov, Martin ; Sazdovski, Igor.
   In: Annals - Economy Series.
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8. Calendar Effects in the Stock Market and a Practice Relatedn to the Istanbul Stock Exchange Market (ISEM). (2012). Uner, Taylan Ozgur ; Eken, Mehmet Hasan.
   In: Istanbul Stock Exchange Review.
   RePEc:bor:iserev:v:12:y:2012:i:45:p:59-95.

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9. The Effect of the Transparency Level of the ISE-Listed Banks on Liquidity. (2012). Kaymaz, Onder ; Alp, Ali ; A. R. Zafer Sayar, .
   In: Istanbul Stock Exchange Review.
   RePEc:bor:iserev:v:12:y:2012:i:45:p:27-58.

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10. The Effects of Free Float Ratios on Market Performance: An Empirical Study on the Istanbul Stock Exchange. (2012). Kilic, Saim ; Bostanci, Faruk.
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2012:i:45:p:1-26.

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11. Monday returns and asset pricing. (2011). Lee, Wayne ; Liu, PU ; Brusa, Jorge.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:35:y:2011:i:3:p:332-347.

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12. The Monday effect revisited: An alternative testing approach. (2011). Weinberger, Simon ; Alt, Raimund ; Fortin, Ines.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:3:p:447-460.

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13. Academic content, research productivity, and tenure. (2010). Carter, Michael ; Brusa, Jorge ; Heilman, George .
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:34:y:2010:i:1:p:46-60.

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14. Vliv vnitrodenních makroekonomických zpráv na akciové trhy nových států EU. (2010). Kočenda, Evžen ; Hanousek, Jan ; Koenda, Even.
    In: Politická ekonomie.
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15. The decline of calendar seasonality in the Australian stock exchange, 1958–2005. (2010). Worthington, Andrew.
    In: Annals of Finance.
    RePEc:kap:annfin:v:6:y:2010:i:3:p:421-433.

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16. Cross-cultural differences in seasonality. (2010). Saad, Mohsen ; Bley, Jorg.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:4:p:306-312.

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17. Calendar Effects in the Stock Market and a Practice Relatedn to the Istanbul Stock Exchange Market (ISEM). (2010). Uner, Taylan Ozgur ; Eken, Mehmet Hasan.
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2010:i:45:p:59-95.

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18. The Effect of the Transparency Level of the ISE-Listed Banks on Liquidity. (2010). Kaymaz, Onder ; Alp, Ali ; A. R. Zafer Sayar, .
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2010:i:45:p:27-58.

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19. The Effects of Free Float Ratios on Market Performance: An Empirical Study on the Istanbul Stock Exchange. (2010). Kilic, Saim ; Bostanci, Faruk.
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2010:i:45:p:1-26.

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20. The Monday effect in U.S. cotton prices. (2009). Keef, Stephen ; Zhu, Hui.
    In: Agribusiness.
    RePEc:wly:agribz:v:25:y:2009:i:3:p:427-448.

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21. EMPIRICAL EVIDENCE FOR DAY OF THE WEEK EFFECT IN AN EMERGING MARKET: THE TURKISH CASE. (2009). Kaya, Huseyin ; Elik, Sadullah.
    In: 2009 Meeting Papers.
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22. The impact of portfolio aggregation on day-of-the-week effect: Evidence from Finland. (2009). Hogholm, Kenneth ; Knif, Johan.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:20:y:2009:i:1:p:67-79.

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23. Japanese day-of-the-week return patterns: New results. (2009). Boynton, Wentworth ; Reid, Sean F. ; Oppenheimer, Henry R..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:20:y:2009:i:1:p:1-12.

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24. The dynamics of the Monday effect in international stock indices. (2009). Khaled, Mohammed ; Keef, Stephen ; Zhu, Hui.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:18:y:2009:i:3:p:125-133.

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25. Intraday Price Discovery in Emerging European Stock Markets. (2009). Kočenda, Evžen ; Hanousek, Jan ; Kocenda, Evzen.
    In: CERGE-EI Working Papers.
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26. The day-of-the-week effect and conditional volatility: Sensitivity of error distributional assumptions. (2008). Saadi, Samir ; Baker, Kent H. ; Rahman, Abdul.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:17:y:2008:i:4:p:280-295.

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27. International day-of-the-week effects: An empirical examination of iShares. (2008). Mazumder, M. Imtiaz ; Chu, Ting-Heng ; Prather, Larry J. ; Miller, Edward M..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:17:y:2008:i:4:p:699-715.

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28. Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach. (2007). Wong, Wing-Keung ; Smyth, Russell ; Lean, Hooi Hooi.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:17:y:2007:i:2:p:125-141.

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29. NATIONAL EXUBERANCE: A NOTE ON THE MELBOURNE CUP EFFECT IN AUSTRALIAN STOCK RETURNS. (2007). Worthington, Andrew.
    In: Economic Papers.
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30. Disappearing anomalies: a dynamic analysis of the persistence of anomalies. (2006). Marquering, Wessel ; Valla, Toni ; Nisser, Johan .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:16:y:2006:i:4:p:291-302.

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31. The Friday Effect in European Securitized Real Estate Index Returns. (2006). Marquering, Wessel ; Lenkkeri, Veera ; Strunkmann-Meister, Ben .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:33:y:2006:i:1:p:31-50.

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32. Investigating the determinants of the Wednesday seasonal in Irish Equities. (2006). lucey, brian.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:20:y:2006:i:1:p:62-76.

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33. Day-of-the-week effects in the pre-holiday returns of the Standard & Poors 500 stock index. (2005). Keef, Stephen ; Roush, Melvin L..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:2:p:107-119.

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34. The Day �of� The� Week Effect in the Colombia Stock Exchange. (2005). Gallego, Oscar.
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35. The Nepalese Stock Market: Efficient and Calendar Anomalies. (2005). Joshi, Nayan Krishna ; Dr. Fatta Bahadur K. C., .
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36. Day-of-the-week effects in US and Asia-Pacific stock markets during the Asian financial crisis: a non-parametric approach. (2005). Hui, Tak-Kee.
    In: Omega.
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37. The Asian crisis and calendar effects on stock returns in Thailand. (2005). Ruangrit, Yuphin ; Holden, Ken ; Thompson, John.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:163:y:2005:i:1:p:242-252.

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38. Robust estimates of daily seasonality in the Irish equity market. (2004). lucey, brian.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:7:p:517-523.

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39. Monthly and semi-annual seasonality in the Irish equity market 1934-2000. (2004). lucey, brian ; Whelan, Shane.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:3:p:203-208.

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40. Day-of-the-week effects: New Zealand bank bills, 1985-2000. (2004). Keef, Stephen ; Roush, Melvin L..
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41. Information processing and the UK weekend effect: do investors cut their losses on Mondays?. (2004). Steeley, James.
    In: Applied Economics Letters.
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42. The day-of-the-week effect in foreign exchange markets: multi-currency evidence. (2004). Yamori, Nobuyoshi ; Kurihara, Yutaka.
    In: Research in International Business and Finance.
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43. The day of the week effect on stock market volatility and volume: International evidence. (2003). Berument, Hakan ; Kiymaz, Halil.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:12:y:2003:i:4:p:363-380.

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44. The reverse weekend effect: the U.S. market versus international markets. (2003). Liu, PU ; Brusa, Jorge ; Schulman, Craig.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:12:y:2003:i:3:p:267-286.

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45. Losing Sleep at the Market: Comment. (2002). Pinegar, Michael J..
    In: American Economic Review.
    RePEc:aea:aecrev:v:92:y:2002:i:4:p:1251-1256.

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46. A note on information seasonality and the disappearance of the weekend effect in the UK stock market. (2001). Steeley, James.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:10:p:1941-1956.

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47. Elusive anomalies in the Brazilian stock market. (2001). Madureira, Leonardo ; Leal, Ricardo P. C., .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:10:y:2001:i:2:p:123-134.

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48. VOLATILITY OF CASH CORN PRICES BY DAY-OF-THE-WEEK. (2000). Rudel, Richard K. ; McCamley, Francis.
    In: 2000 Annual meeting, July 30-August 2, Tampa, FL.
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49. US day-of-the-week effects and asymmetric responses to macroeconomic news. (1998). Ravichandran, R. ; Pinegar, Michael J. ; Chang, Eric C..
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50. The day-of-the-week effect: The international evidence. (1996). Louvet, P. ; Dubois, M..
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