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A Survey of the Monday Effect Literature

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References

1991Efficient Capital Markets: II5,346 cited
1980Stock returns and the weekend effect1,997 cited
1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
1981Day of the Week Effects and Asset Returns1,173 cited
1984A Further Investigation of the Weekend Effect in Stock Returns896 cited
1973The Behavior of Stock Prices on Fridays and Mondays826 cited
1990A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets788 cited
1987A monthly effect in stock returns720 cited
1990The Weekend Effect: Trading Patterns of Individual and Institutional Investors498 cited
1984New Findings Regarding Day-of-the-Week Returns over Trading and Non-Trading Periods: A Note482 cited
1982Weekend Effects on Stock Returns: A Note460 cited
1989An Examination of the Robustness of the Weekend Effect438 cited
1962Periodic Structure in the Brownian Motion of Stock Prices361 cited
1986Day-of-the-week and intraday effects in stock returns341 cited
1984An Empirical Investigation of the Effect of Quarterly Earnings Announcement Timing on Stock Returns334 cited

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1994The Individual Investor and the Weekend Effect333 cited

Cited by

2013Weekends and Subjective Well-Being112 cited
2009The wandering weekday effect in major stock markets108 cited
2007Are there Monday effects in stock returns: A stochastic dominance approach105 cited
2006Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach92 cited
2008Maximizing shareholder‐value72 cited
2009The roles of financial asset market failure denial and the economic crisis: Reflections on accounting and financial theories and practices71 cited
2012The day-of-the-week effect revisited: international evidence46 cited
2015The evolution of the weekend effect in US markets43 cited
2018The day-of-the-week effect: South African stock market indices35 cited
2020The Winner Takes It All: Investor Sentiment and the Eurovision Song Contest29 cited
2017Calendar anomalies in the Russian stock market29 cited
2014Is there a Friday the 13th effect in emerging Asian stock markets?28 cited
2009The dynamics of the Monday effect in international stock indices28 cited
2016Predicting Equity Markets with Digital Online Media Sentiment: Evidence from Markov-switching Models28 cited
2007The day of the week effect in IPO initial returns25 cited
2013Factors affecting soldiers’ time preference: A field study in Israel18 cited