1. Sector-specific calendar anomalies in the US equity market. (2024). Valadkhani, Abbas ; O'Mahony, Barry.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002795.

   Full description at Econpapers || Download paper

1. Abraham, A. ; Ikenberry, D.L. The individual investor and the weekend effect. 1994 Journal of Financial and Quantitative Analysis. 29 263-277

2. Aharon, D.Y. ; Qadan, M. Bitcoin and the day-of-the-week effect. 2019 Finance Research Letters. 31 -

3. Ariel, R.A. A monthly effect in stock returns. 1987 Journal of Financial Economics. 18 161-174

4. Ariel, R.A. High stock returns before holidays: Existence and evidence on possible causes. 1990 The Journal of Finance. 45 1611-1626

5. Avramov, D. Stock return predictability and model uncertainty. 2002 Journal of Financial Economics. 64 423-458
   Paper not yet in RePEc: Add citation now
   

6. Benjamin, D.J. ; Berger, J.O. ; Johannesson, M. ; Nosek, B.A. ; Wagenmakers, E.J. ; Berk, R. ; Bollen, K.A. ; Brembs, B. ; Brown, L. ; Camerer, C. ; Cesarini, D. Redefine statistical significance. 2018 Nature Human Behaviour. 2 6-10

7. Berger, J.O. ; Sellke, T. Testing a point null hypothesis: The irreconcilability of p values and evidence. 1987 Journal of the American Statistical Association. 82 112-122
   Paper not yet in RePEc: Add citation now
   

8. Białkowski, J. ; Etebari, A. ; Wisniewski, T.P. Fast profits: Investor sentiment and stock returns during Ramadan. 2012 Journal of Banking & Finance. 36 835-845

9. Black, F. Return and the beta. 1993 Journal of Portfolio Management. 20 8-18
   Paper not yet in RePEc: Add citation now
   
10. Bouman, S. ; Jacobsen, B. The Halloween indicator, “Sell in May and go away”: Another puzzle. 2002 American Economic Review. 92 1618-1635
    Paper not yet in RePEc: Add citation now
    

11. C., Lopez-Martin Ramadan effect in the cryptocurrency markets. 2022 En : . :

12. Cao, M. ; Wei, J. Stock market returns: A note on temperature anomaly. 2005 Journal of Banking & Finance. 29 1559-1573

13. Caporale, G.M. ; Plastun, A. The day of the week effect in the cryptocurrency market. 2019 Finance Research Letters. 31 -

14. Chang, T. ; Nieh, C.C. ; Yang, M.J. ; Yang, T.Y. Are stock market returns related to the weather effects? Empirical evidence from Taiwan. 2006 Physica A. Statistical Mechanics and its Applications. 364 343-354

15. Chiah, M. ; Zhong, A. Day-of-the-week effect in anomaly returns: International evidence. 2019 Economics Letters. 182 90-92

16. Chordia, T. ; Goyal, A. ; Saretto, A. Anomalies and false rejections. 2020 The Review of Financial Studies. 33 2134-2179

17. Christensen, G. ; Miguel, E. Transparency, reproducibility, and the credibility of economics research. 2018 Journal of Economic Literature. 56 920-980

18. Connolly, R.A. A posterior odds analysis of the weekend effect. 1991 Journal of Econometrics. 49 51-104

19. Connolly, R.A. An examination of the robustness of the weekend effect. 1989 Journal of Financial and Quantitative Analysis. 24 133-169

20. Cremers, K.M. Stock return predictability: A Bayesian model selection perspective. 2002 The Review of Financial Studies. 15 1223-1249
    Paper not yet in RePEc: Add citation now
    
21. Cross, F. The behavior of stock prices on Fridays and Mondays. 1973 Financial Analysts Journal. 29 67-69
    Paper not yet in RePEc: Add citation now
    

22. Drakos, K. Terrorism activity, investor sentiment, and stock returns. 2010 Review of Financial Economics. 19 128-135

23. Durham, J.B. Extreme bound analysis of emerging stock market anomalies. 2000 The Journal of Portfolio Management. 26 95-103
    Paper not yet in RePEc: Add citation now
    

24. Durham, J.B. Sensitivity analyses of anomalies in developed stock markets. 2001 Journal of Banking and Finance. 25 1503-1541

25. Dyl, E.A. ; Maberly, E.D. Odd-lot transactions around the turn of the year and the January effect. 1992 Journal of Financial and Quantitative Analysis. 27 591-604

26. Edmans, A. ; Garcia, D. ; Norli, Ø. Sports sentiment and stock returns. 2007 The Journal of Finance. 62 1967-1998

27. Fabozzi, F.J. ; Ma, C.K. ; Briley, J.E. Holiday trading in futures markets. 1994 The Journal of Finance. 49 307-324

28. Fang, L. ; Lin, C. ; Shao, Y. School holidays and stock market seasonality. 2018 Financial Management. 47 131-157

29. Fields, M.J. Security prices and stock exchange holidays in relation to short selling. 1934 The Journal of Business of the University of Chicago. 7 328-338

30. French, K.R. Stock returns and the weekend effect. 1980 Journal of Financial Economics. 8 55-69

31. Gibbons, M.R. ; Hess, P. Day of the week effects and asset returns. 1981 Journal of Business. 57 9-596

32. Granger, C.W. ; Uhlig, H.F. Reasonable extreme-bounds analysis. 1990 Journal of Econometrics. 44 159-170

33. Harvey, C.R. Presidential address: The scientific outlook in financial economics. 2017 The Journal of Finance. 72 1399-1440

34. Harvey, C.R. ; Liu, Y. ; Zhu, H. …and the cross-section of expected returns. 2016 The Review of Financial Studies. 29 5-68
    Paper not yet in RePEc: Add citation now
    

35. Hirshleifer, D. ; Shumway, T. Good day sunshine: Stock returns and the weather. 2003 The Journal of Finance. 58 1009-1032

36. Hlavac, M. ExtremeBounds: Extreme bounds analysis in R. 2016 Journal of Statistical Software. 72 -

37. Hou, K. ; Xue, C. ; Zhang, L. Replicating anomalies. 2020 The Review of Financial Studies. 33 2019-2133

38. Jaffe, J. ; Westerfield, R. The week-end effect in common stock returns: The international evidence. 1985 The Journal of Finance. 40 433-454

39. Johnson, V.E. Revised standards for statistical evidence. 2013 En : Proceedings of the national academy of sciences. :
    Paper not yet in RePEc: Add citation now
    

40. Kamstra, M.J. ; Kramer, L.A. ; Levi, M.D. Losing sleep at the market: The daylight saving anomaly. 2000 American Economic Review. 90 1005-1011

41. Kamstra, M.J. ; Kramer, L.A. ; Levi, M.D. Winter blues: A SAD stock market cycle. 2003 American Economic Review. 93 324-343

42. Kaplanski, G. ; Levy, H. Exploitable predictable irrationality: The FIFA World Cup effect on the US stock market. 2010 Journal of Financial and Quantitative Analysis. 45 535-553

43. Kaplanski, G. ; Levy, H. Sentiment and stock prices: The case of aviation disasters. 2010 Journal of Financial Economics. 95 174-201

44. Kass, R.E. ; Raftery, A.E. Bayes factors. 1995 Journal of the American Statistical Association. 90 773-795
    Paper not yet in RePEc: Add citation now
    

45. Kaustia, M. ; Rantapuska, E. Does mood affect trading behavior?. 2016 Journal of Financial Markets. 29 1-26

46. Kayacetin, V. ; Lekpek, S. Turn-of-the-month effect: New evidence from an emerging stock market. 2016 Finance Research Letters. 18 142-157

47. Keef, S.P. ; Khaled, M.S. Are investors moonstruck? Further international evidence on lunar phases and stock returns. 2011 Journal of Empirical Finance. 18 56-63

48. Keef, S.P. ; Roush, M.L. Daily weather effects on the returns of Australian stock indices. 2007 Applied Financial Economics. 17 173-184

49. Keef, S.P. ; Roush, M.L. Influence of weather on New Zealand financial securities. 2005 Accounting and Finance. 45 415-437
    Paper not yet in RePEc: Add citation now
    
50. Keef, S.P. ; Roush, M.L. The weather and stock returns in New Zealand. 2002 Quarterly Journal of Business and Economics. 6 1-79
    Paper not yet in RePEc: Add citation now
    

51. Keim, D.B. Size-related anomalies and stock return seasonality: Further empirical evidence. 1983 Journal of Financial Economics. 12 13-32

52. Keim, D.B. ; Stambaugh, R.F. Predicting returns in the stock and bond markets. 1986 Journal of Financial Economics. 17 357-390

53. Kelly, P.J. ; Meschke, F. Sentiment and stock returns: The SAD anomaly revisited. 2010 Journal of Banking & Finance. 34 1308-1326

54. Kenourgios, D. ; Samios, Y. Halloween effect and active fund management. 2021 The Quarterly Review of Economics and Finance. 80 534-544

55. Kim, C.W. ; Park, J. Holiday effects and stock returns: Further evidence. 1994 Journal of Financial and Quantitative Analysis. 29 145-157

56. Kim, J.H. Stock returns and investors’ mood: Good day sunshine or spurious correlation?. 2017 International Review of Financial Analysis. 52 94-103

57. Kim, J.H. Tackling false positives in business research: A statistical toolbox with applications. 2019 Journal of Economic Surveys. 33 862-895

58. Kim, J.H. ; Ahmed, K. ; Ji, P.I. Significance testing in accounting research: A critical evaluation based on evidence. 2018 Abacus. 54 524-546

59. Kim, J.H. ; Choi, I. Choosing the level of significance: a decision-theoretic approach. 2021 Abacus. 57 27-71

60. Kim, J.H. ; Ji, P.I. Significance testing in empirical finance: A critical review and assessment. 2015 Journal of Empirical Finance. 34 1-14

61. Kim, J.H. ; Rahman, M.L. ; Shamsuddin, A. Can energy prices predict stock returns? An extreme bounds analysis. 2019 Energy Economics. 81 822-834

62. Kirk-Reeve, S. ; Gehricke, S.A. ; Ruan, X. ; Zhang, J.E. National air pollution and the cross-section of stock returns in China. 2021 Journal of Behavioral and Experimental Finance. 32 -

63. Krämer, W. ; Runde, R. Stocks and the weather: An exercise in data mining or yet another capital market anomaly?. 1997 Empirical Economics. 22 637-641

64. Kunkel, R.A. ; Compton, W.S. ; Beyer, S. The turn-of-the-month effect still lives: the international evidence. 2003 International Review of Financial Analysis. 12 207-221

65. Lakonishok, J. ; Levi, M. Weekend effects on stock returns: a note. 1982 The Journal of Finance. 37 883-889

66. Lakonishok, J. ; Maberly, E. The weekend effect: Trading patterns of individual and institutional investors. 1990 The Journal of Finance. 45 231-243

67. Lakonishok, J. ; Smidt, S. Are seasonal anomalies real? A ninety-year perspective. 1988 The Review of Financial Studies. 1 403-425
    Paper not yet in RePEc: Add citation now
    
68. Lazaridis, E. Lunar: lunar phase and distance, seasons and other environmental factors (version 0.1-04). 2014 :
    Paper not yet in RePEc: Add citation now
    

69. Leamer, E.E. Sensitivity analyses would help. 1985 The American Economic Review. 75 308-313

70. Lee, Y.K. ; Kim, R. The turn-of-the-month effect and trading of types of investors. 2022 Pacific-Basin Finance Journal. 75 -

71. Liang, F. ; Paulo, R. ; Molina, G. ; Clyde, M.A. ; Berger, J.O. Mixtures of g priors for Bayesian variable selection. 2008 Journal of the American Statistical Association. 103 410-423

72. Lo, A.W. The adaptive markets hypothesis. 2004 The Journal of Portfolio Management. 30 15-29
    Paper not yet in RePEc: Add citation now
    

73. Lo, A.W. ; MacKinlay, A.C. Data-snooping biases in tests of financial asset pricing models. 1990 The Review of Financial Studies. 3 431-467

74. Lucca, D.O. ; Moench, E. The pre-FOMC announcement drift. 2015 The Journal of Finance. 70 329-371

75. Lucey, B.M. ; Dowling, M. The role of feelings in investor decision-making. 2005 Journal of Economic Surveys. 19 211-237

76. McAleer, M. ; Pagan, A.R. ; Volker, P.A. What will take the con out of econometrics?. 1985 The American Economic Review. 75 293-307

77. McConnell, J.J. ; Xu, W. Equity returns at the turn of the month. 2008 Financial Analysts Journal. 64 49-64
    Paper not yet in RePEc: Add citation now
    
78. Moosa, I.A. Econometrics as a con art: Exposing the limitations and abuses of econometrics. 2017 Edward Elgar Publishing:
    Paper not yet in RePEc: Add citation now
    
79. Moosa, I.A. ; Cardak, B.A. The determinants of foreign direct investment: An extreme bounds analysis. 2006 Journal of Multinational Financial Management. 16 199-211
    Paper not yet in RePEc: Add citation now
    

80. Novy-Marx, R. Predicting anomaly performance with politics, the weather, global warming, sunspots, and the stars. 2014 Journal of Financial Economics. 112 137-146

81. Pinegar, J.M. Losing sleep at the market: Comment. 2002 American Economic Review. 92 1251-1256

82. Plastun, A. ; Sibande, X. ; Gupta, R. ; Wohar, M.E. Rise and fall of calendar anomalies over a century. 2019 The North American Journal of Economics and Finance. 49 181-205

83. Rozeff, M.S. ; Kinney, W.R. Capital market seasonality: The case of stock returns. 1976 Journal of Financial Economics. 3 379-402

84. Sala-i Martin, X. I just ran two million regressions. 1997 e American Economic Review. 87 178-183
    Paper not yet in RePEc: Add citation now
    

85. Santa-Clara, P. ; Valkanov, R. The presidential puzzle: Political cycles and the stock market. 2003 The Journal of Finance. 58 1841-1872

86. Saunders, E.M. Stock prices and Wall Street weather. 1993 The American Economic Review. 83 1337-1345

87. Seif, M. ; Docherty, P. ; Shamsuddin, A. Seasonal anomalies in advanced emerging stock markets. 2017 The Quarterly Review of Economics and Finance. 66 169-181

88. Sullivan, R. ; Timmermann, A. ; White, H. Dangers of data mining: The case of calendar effects in stock returns. 2001 Journal of Econometrics. 105 249-286

89. Team, R.C. R: A language and environment for statistical computing. 2013 R Foundation for Statistical Computing: Vienna, Austria
    Paper not yet in RePEc: Add citation now
    
90. Trombley, M.A. Stock prices and wall street weather: Additional evidence. 1997 Quarterly Journal of Business and Economics. 36 11-21
    Paper not yet in RePEc: Add citation now
    

91. Wasserstein, R.L. ; Lazar, N.A. The ASA statement on p-values: context, process, and purpose. 2016 The American Statistician. 70 129-133

92. White, H. A reality check for data snooping. 2000 Econometrica. 68 1097-1126
    Paper not yet in RePEc: Add citation now
    
93. Wuertz, D. ; Setz, T. ; Chalabi, Y. ; Boudt, C. ; Chausse, P. ; Miklovac, M. fGarch: Rmetrics - autoregressive conditional heteroskedastic modelling. R package version 3042.83. 2017 :
    Paper not yet in RePEc: Add citation now
    
94. Wuertz, D. ; Setz, T. ; Chalabi, Y. ; Maechler, M. ; Byers, J.W. timeDate: Rmetrics - chronological and calendar objects. R package version 3042.101. 2017 :
    Paper not yet in RePEc: Add citation now
    

95. Yan, Y. ; Xiong, X. ; Li, S. ; Lu, L. Will temperature change reduce stock returns? Evidence from China. 2022 International Review of Financial Analysis. 81 -

96. Yoon, S.M. ; Kang, S.H. Weather effects on returns: Evidence from the Korean stock market. 2009 Physica A. Statistical Mechanics and its Applications. 388 682-690

97. Yuan, K. ; Zheng, L. ; Zhu, Q. Are investors moonstruck? Lunar phases and stock returns. 2006 Journal of Empirical Finance. 13 1-23

98. Zellner, A. ; Siow, A. Posterior odds ratios for selected regression hypotheses. 1980 Trabajos de estadística y de investigación operativa. 31 585-603
    Paper not yet in RePEc: Add citation now
    

99. Zhang, C.Y. ; Jacobsen, B. Are monthly seasonals real? A three century perspective. 2013 Review of Finance. 17 1743-1785

1. Day-of-the-week returns and mood: an exterior template approach. (2017). Zilca, Shlomo.
   In: Financial Innovation.
   RePEc:spr:fininn:v:3:y:2017:i:1:d:10.1186_s40854-017-0079-4.

   Full description at Econpapers || Download paper

2. The evolution and cross-section of the day-of-the-week effect. (2017). Zilca, Shlomo.
   In: Financial Innovation.
   RePEc:spr:fininn:v:3:y:2017:i:1:d:10.1186_s40854-017-0077-6.

   Full description at Econpapers || Download paper

3. Stock Market Efficiency and Size of the Firm: Empirical Evidence from Pakistan. (2014). Rashid, Kashif ; Haq, Ikram ul .
   In: Oeconomics of Knowledge.
   RePEc:eok:journl:v:6:y:2014:i:1:p:10-31.

   Full description at Econpapers || Download paper

4. DOW effects in returns and in volatility of stock markets during quiet and turbulent times. (2013). Stefanescu, Razvan ; DUMITRIU, Ramona.
   In: MPRA Paper.
   RePEc:pra:mprapa:47218.

   Full description at Econpapers || Download paper

5. A reexamination of capital controls’ effectiveness: Recent experience of Thailand. (2012). Tantisantiwong, Nongnuch ; Abhakorn, Pongrapeeporn.
   In: Journal of Asian Economics.
   RePEc:eee:asieco:v:23:y:2012:i:1:p:26-38.

   Full description at Econpapers || Download paper

6. The friday the thirteenth effect in stock prices: international evidence using panel data. (2011). Khaled, Mohammed ; Keef, Stephen.
   In: Working Paper Series.
   RePEc:vuw:vuwecf:1994.

   Full description at Econpapers || Download paper

7. THE SEASONALITY OF MARKET INTEGRATION: CASE OF INDONESIAN STOCK MARKETS. (2011). Herwany, Aldrin ; Brahmana, Rayenda.
   In: 2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding.
   RePEc:cms:2icb11:2011-439.

   Full description at Econpapers || Download paper

8. An investigation of the weekend effect during different market orientations. (2010). Rao, Spuma ; Fuller, Phillip ; Boudreaux, Denis.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:34:y:2010:i:3:p:257-268.

   Full description at Econpapers || Download paper

9. The impact of daily return limit and segmented clientele on stock returns in China. (2010). Yu, Xiaoyan ; Ben-Zion, Uri ; Kedar-Levy, Haim ; Kamesaka, Akiko.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:19:y:2010:i:4:p:223-236.

   Full description at Econpapers || Download paper

10. Individual investors surpass their reputation: Trading behaviour on the Polish futures market. (2010). Bohl, Martin T. ; Bialkowski, Jedrzej ; Goodfellow, Christiane.
    In: Economic Systems.
    RePEc:eee:ecosys:v:34:y:2010:i:4:p:480-492.

    Full description at Econpapers || Download paper

11. 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.

    Full description at Econpapers || Download paper

12. Investigation about the presence of the day – of - the - week effect in the Bucharest Stock Exchange. (2009). Stefanescu, Razvan ; DUMITRIU, Ramona ; NISTOR, Costel .
    In: MPRA Paper.
    RePEc:pra:mprapa:41749.

    Full description at Econpapers || Download paper

13. Does Internet access to official data display any regularity: case of the Electronic Data Delivery System of the Central Bank of Turkey. (2009). Yücel, Mustafa ; Tokel, Emre.
    In: MPRA Paper.
    RePEc:pra:mprapa:15704.

    Full description at Econpapers || Download paper

14. Calendar Anomalies: The Case of International Property Shares. (2009). Ben-Hamo, Yair ; Brounen, Dirk.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:38:y:2009:i:2:p:115-136.

    Full description at Econpapers || Download paper

15. 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.

    Full description at Econpapers || Download paper

16. 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.

    Full description at Econpapers || Download paper

17. Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US. (2008). Savva, Christos ; Osborn, Denise ; Gill, Len.
    In: Journal of Financial Econometrics.
    RePEc:oup:jfinec:v:6:y:2008:i:3:p:307-325.

    Full description at Econpapers || Download paper

18. 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.

    Full description at Econpapers || Download paper

19. Hourly index return autocorrelation and conditional volatility in an EAR-GJR-GARCH model with generalized error distribution. (2008). Su, Yuli ; Huang, Ying ; Chen, Carl R..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:4:p:789-798.

    Full description at Econpapers || Download paper

20. Day-of-the-Week Effect on the Bursa (Bourse) Malaysia: Further Evidence from Robust Estimations.. (2007). MAHMOOD, WAN MANSOR ; Zainal Abidin, Shahida Nadia, ; Wan Mahmood, Wan Mansor, .
    In: MPRA Paper.
    RePEc:pra:mprapa:13326.

    Full description at Econpapers || Download paper

21. Return autocorrelation anomalies in two European stock markets. (2007). Blandon, Jose Garcia.
    In: Revista de Analisis Economico – Economic Analysis Review.
    RePEc:ila:anaeco:v:22:y:2007:i:1:p:59-70.

    Full description at Econpapers || Download paper

22. On the behavioral differences between professional and amateur investors after the weekend. (2007). Shapira, Zur ; Venezia, Itzhak.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:5:p:1417-1426.

    Full description at Econpapers || Download paper

23. The Disappearing Calendar Anomalies in the Singapore Stock Market. (2006). Wong, Wing-Keung ; Agarwal, Aman.
    In: Lahore Journal of Economics.
    RePEc:lje:journl:v:11:y:2006:i:2:p:123-139.

    Full description at Econpapers || Download paper

24. 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.

    Full description at Econpapers || Download paper

25. An analysis of private investors stock market return forecasts. (2005). Theissen, Erik.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0516.

    Full description at Econpapers || Download paper

26. Day‐of‐the‐Week Effect in High Moments. (2005). Kedarlevy, Haim ; Galai, Dan.
    In: Financial Markets, Institutions & Instruments.
    RePEc:wly:finmar:v:14:y:2005:i:3:p:169-186.

    Full description at Econpapers || Download paper

27. 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.

    Full description at Econpapers || Download paper

28. Day-of-the-week effects: New Zealand bank bills, 1985-2000. (2004). Keef, Stephen ; Roush, Melvin L..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:12:p:859-873.

    Full description at Econpapers || Download paper

29. Information processing and the UK weekend effect: do investors cut their losses on Mondays?. (2004). Steeley, James.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:11:y:2004:i:14:p:895-899.

    Full description at Econpapers || Download paper

30. The Reversing Weekend Effect: Evidence from the U.S. Equity Markets. (2004). Gu, Anthony Yanxiang.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:22:y:2004:i:1:p:5-14.

    Full description at Econpapers || Download paper

31. Kurseinfluss mittlerer und großer Transaktionen am deutschen Aktienmarkt. (2003). Hacker, Mirko ; Oehler, Andreas.
    In: Discussion Papers.
    RePEc:zbw:bamfin:20.

    Full description at Econpapers || Download paper

32. 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.

    Full description at Econpapers || Download paper

33. New findings regarding return autocorrelation anomalies and the importance of non-trading periods. (2001). Garcia-Blandon, Josep.
    In: Economics Working Papers.
    RePEc:upf:upfgen:585.

    Full description at Econpapers || Download paper

34. The day-of-the-week regularity in the stock markets of China. (2001). Rui, Oliver ; Kwok, Chuck C. Y., ; Chen, Gongmeng.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:11:y:2001:i:2:p:139-163.

    Full description at Econpapers || Download paper

35. The impact of public information on investors. (2001). Nofsinger, John R..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:7:p:1339-1366.

    Full description at Econpapers || Download paper

36. Federal Open Market Committee meetings and stock market performance. (2001). Tori, Cynthia Royal.
    In: Financial Services Review.
    RePEc:eee:finser:v:10:y:2001:i:1-4:p:163-171.

    Full description at Econpapers || Download paper

37. 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.

    Full description at Econpapers || Download paper

38. 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.
    RePEc:ags:aaea00:21873.

    Full description at Econpapers || Download paper

39. Losing Sleep at the Market: The Daylight Saving Anomaly. (2000). Kramer, Lisa ; Kamstra, Mark ; Levi, Maurice D..
    In: American Economic Review.
    RePEc:aea:aecrev:v:90:y:2000:i:4:p:1005-1011.

    Full description at Econpapers || Download paper

40. Are stock returns different over weekends? a jump diffusion analysis of the \weekend effect\. (1999). Fortune, Peter.
    In: New England Economic Review.
    RePEc:fip:fedbne:y:1999:i:sep:p:3-19.

    Full description at Econpapers || Download paper

41. Weekends can be rough: revisiting the weekend effect in stock prices. (1998). Fortune, Peter.
    In: Working Papers.
    RePEc:fip:fedbwp:98-6.

    Full description at Econpapers || Download paper

42. Closed-end funds and sentiment risk. (1998). Severn, Alan K..
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:7:y:1998:i:1:p:103-119.

    Full description at Econpapers || Download paper

43. US day-of-the-week effects and asymmetric responses to macroeconomic news. (1998). Ravichandran, R. ; Pinegar, Michael J. ; Chang, Eric C..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:22:y:1998:i:5:p:513-534.

    Full description at Econpapers || Download paper

44. A Tax-Free Exploitation of the Turn-of-the-Month Effect: C.R.E.F.. (1998). Compton, William S. ; Kunkel, Robert A..
    In: Financial Services Review.
    RePEc:eee:finser:v:7:y:1998:i:1:p:11-23.

    Full description at Econpapers || Download paper

45. The individual investor and the weekend effect: A reexamination with intraday data. (1997). Brooks, Raymond M. ; Kim, Hong Shik.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:37:y:1997:i:3:p:725-737.

    Full description at Econpapers || Download paper

46. Mean reversion in asset returns with varying debt and equity components: Evidence and implications from preferred stock. (1997). Sauer, David A. ; Chen, Carl R..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:37:y:1997:i:3:p:683-696.

    Full description at Econpapers || Download paper

47. Interday variations in volume, variance and participation of large speculators. (1997). Schachter, Barry ; Pinegar, Michael J. ; Chang, Eric C..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:21:y:1997:i:6:p:797-810.

    Full description at Econpapers || Download paper

48. The day-of-the-week effect: The international evidence. (1996). Louvet, P. ; Dubois, M..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:20:y:1996:i:9:p:1463-1484.

    Full description at Econpapers || Download paper

49. Informational Efficiency of the Istanbul Securities Exchange and Some Rationale for Public Regulation. (1995). Balaban, Ercan.
    In: Discussion Papers.
    RePEc:tcb:dpaper:9502.

    Full description at Econpapers || Download paper

50. Day of the Week Effects : New Evidence from an Emerging Stock Market. (1994). Balaban, Ercan.
    In: Discussion Papers.
    RePEc:tcb:dpaper:9410.

    Full description at Econpapers || Download paper

Report date: 2025-10-01 00:29:05 || Missing content? Let us know