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1. Day-of-the-week effect among the smallest enterprises listed on WSE. (2016). Keller, Jakub.
   In: e-Finanse.
   RePEc:rze:efinan:v:11:y:2016:i:3:p:92-102.

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2. The prospects of BRIC countries: Testing weak-form market efficiency. (2014). Mobarek, Asma ; Fiorante, Angelo .
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:30:y:2014:i:c:p:217-232.

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3. Is there a Friday the 13th effect in ermerging Asian stock markets?. (2013). Rottmann, Horst ; Auer, Benjamin R..
   In: Weidener Diskussionspapiere.
   RePEc:zbw:hawdps:35.

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4. Month-of-the-year effects on Romanian capital market before and after the adhesion to European Union. (2013). Stefanescu, Razvan ; DUMITRIU, Ramona.
   In: MPRA Paper.
   RePEc:pra:mprapa:53069.

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5. MOY effects in returns and in volatilities of the Romanian capital market. (2013). Stefanescu, Razvan ; DUMITRIU, Ramona.
   In: MPRA Paper.
   RePEc:pra:mprapa:52474.

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6. Day-of-the-Week Effects in the Indian stock market. (2013). P, Srinivasan ; P., Srinivasan, ; M., Kalaivani, .
   In: MPRA Paper.
   RePEc:pra:mprapa:46805.

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7. Salient features of dependence in daily US stock market indices. (2013). Gil-Alana, Luis ; Cuñado, Juncal ; Cunado, Juncal ; de Gracia, Fernando Perez.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:392:y:2013:i:15:p:3198-3212.

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8. The turn of the month effect in India: A case of large institutional trading pattern as a source of higher liquidity. (2013). Maher, Daniela ; Parikh, Anokhi.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:28:y:2013:i:c:p:57-69.

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9. TOM EFFECTS DURING QUIET AND TURBULENT TIMES. (2013). Stefanescu, Razvan ; DUMITRIU, Ramona.
   In: Risk in Contemporary Economy.
   RePEc:ddj:fserec:y:2013:p:131-148.

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10. Is there a Friday the 13th Effect in Emerging Asian Stock Markets?. (2013). Rottmann, Horst ; Auer, Benjamin R..
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4409.

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11. 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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12. Testing the Turn-of-the-Year Effect on Baltic Stock Exchanges. (2012). Veiderpass, Risto ; Sander, Priit.
    In: The Review of Finance and Banking.
    RePEc:rfb:journl:v:05:y:2013:i:2:p:145-154.

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13. The Halloween effect during quiet and turbulent times. (2012). Stefanescu, Razvan ; DUMITRIU, Ramona ; NISTOR, Costel .
    In: MPRA Paper.
    RePEc:pra:mprapa:41539.

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14. Turn - of - the - month effect on the Bucharest stock exchange. (2012). Stefanescu, Razvan ; DUMITRIU, Ramona.
    In: MPRA Paper.
    RePEc:pra:mprapa:36566.

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15. A multidimensional classification of market anomalies: Evidence from 76 price indices. (2012). Doyle, John R. ; Chen, Catherine Huirong.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:5:p:1237-1257.

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16. THE DAY OF THE WEEK EFFECT IN SOUTH EASTERN EUROPE STOCK MARKETS. (2012). Tevdovski, Dragan ; Mihajlov, Martin ; Sazdovski, Igor.
    In: Annals - Economy Series.
    RePEc:cbu:jrnlec:y:2012:v:3:p:20-24.

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17. 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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18. A Fresh Look at Seasonal Anomalies: An International Perspective. (2011). Su, Jen Je ; Li, Bin ; Liu, Benjamin ; Darrat, Ali F..
    In: International Journal of Business and Economics.
    RePEc:ijb:journl:v:10:y:2011:i:2:p:93-116.

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19. Changes in the monthly effects from the Romanian foreign exchange market. (2010). Stefanescu, Razvan ; DUMITRIU, Ramona ; NISTOR, Costel .
    In: MPRA Paper.
    RePEc:pra:mprapa:41743.

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20. The day-of-the week effects on the volatility: The role of the asymmetry. (2010). CHARLES, Amelie.
    In: Post-Print.
    RePEc:hal:journl:hal-00771136.

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21. Stock Market Calendar Anomalies: Evidence from ASEAN-5 Stock Markets. (2010). Lim, Shiok Ye ; Chia, Ricky.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-09-00761.

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22. Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB. (2009). Giovanis, Eleftherios.
    In: MPRA Paper.
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23. The wandering weekday effect in major stock markets. (2009). Doyle, John R. ; Chen, Catherine Huirong.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:8:p:1388-1399.

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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. Analysis of HF data on the WSE in the context of EMH. (2008). Strawinski, Pawel ; Ślepaczuk, Robert ; Strawiski, Pawe.
    In: 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. Halloween or January? Yet another puzzle. (2008). lucey, brian ; Zhao, Shelly .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:17:y:2008:i:5:p:1055-1069.

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28. Calendar anomaly in the Greek stock market: Stochastic dominance analysis. (2008). Koumanakos, Evangelos ; Al-Khazali, Osamah M. ; Pyun, Chong Soo.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:17:y:2008:i:3:p:461-474.

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29. 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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30. Are international stock returns predictable?: An examination of linear and non-linear predictability using generalized spectral tests. (2007). McPherson, Matthew Q. ; Palardy, Joseph.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:17:y:2007:i:5:p:452-464.

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31. Days-of- Week Effect on Tehran Stock Exchange Returns: An Empirical Analysis. (2006). Abounoori, Esmaiel ; Yahyazadehfar, Mahmood ; Shababi, Hooman .
    In: Iranian Economic Review (IER).
    RePEc:eut:journl:v:11:y:2006:i:2:p:149.

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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. The Nepalese Stock Market: Efficient and Calendar Anomalies. (2005). Joshi, Nayan Krishna ; Dr. Fatta Bahadur K. C., .
    In: NRB Economic Review.
    RePEc:nrb:journl:v:17:y:2005:p:40-85.

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34. Do Institutional Investors Destabilize Stock Prices? Evidence from an Emerging Market. (2005). Brzeszczynski, Janusz ; Bohl, Martin T..
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    RePEc:hwe:certdp:0501.

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35. Are international stock returns predictable?: An application of spectral shape tests corrected for heteroskedasticity. (2005). McPherson, Matthew Q. ; Palardy, Joseph ; Vilasuso, Jon.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:57:y:2005:i:2:p:103-118.

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36. Calendar Effects in Chinese Stock Market. (2005). Kling, Gerhard ; Gao, Lei.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2005:v:6:i:1:p:75-88.

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37. Emotion, fear and superstition in the New Zealand stockmarket. (2004). boyle, glenn ; O'Connor, Seini R. ; Whitwell, Nick ; Hagan, Andrew.
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    RePEc:taf:nzecpp:v:38:y:2004:i:1:p:65-85.

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38. Do ‘Fat Tails’ Matter in GARCH Estimation? Stock Market Efficiency in Romania and the Czech Republic. (2004). Harrison, Barry.
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39. Land Inequality and the Origin of Divergence and Overtaking in the Growth Process: Theory and Evidence. (2004). Vollrath, Dietrich ; Moav, Omer ; Galor, Oded.
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40. The reverse weekend effect: the U.S. market versus international markets. (2003). Liu, PU ; Brusa, Jorge ; Schulman, Craig.
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41. The turn-of-the-month effect still lives: the international evidence. (2003). Compton, William S. ; Beyer, Scott ; Kunkel, Robert A..
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42. Testing the Significance of Calendar Effects. (2003). .
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43. The Halloween Indicator, Sell in May and Go Away: Another Puzzle. (2002). Bouman, Sven ; Jacobsen, Ben.
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44. Some Time Serial Properties of the Swedish Real Estate Stock Market, 1939-1998. (2001). Graflund, Andreas .
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45. Heterokedastic behavior of the Latin American emerging stock markets. (2001). ortiz, edgar ; Arjona, Enrique.
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46. Elusive anomalies in the Brazilian stock market. (2001). Madureira, Leonardo ; Leal, Ricardo P. C., .
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47. Losing Sleep at the Market: The Daylight Saving Anomaly. (2000). Kramer, Lisa ; Kamstra, Mark ; Levi, Maurice D..
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48. Short-run overreaction in the New Zealand stock market. (1998). Bowman, Robert G. ; Iverson, David.
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49. Predictable and profitable price patterns: Evidence from US interest rates. (1996). Moorthy, Vivek.
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50. Some Empirics of the Turkish Stock Market. (1995). Balaban, Ercan.
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