SZodixStudyAcademic Library
DashboardShelvesOpen accessMy libraryInboxNotesWriteLearnAlerts
More
Ask your libraryNotificationsQuick citeReview
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
An Investigation of the Day-of-the-Week Effect on Stock Returns in Turkey
16 references·2 citing·39 second hop
An Investigation of the Day-of-the-Week Effect on Stock Returns in Turkey (2002)An Investigation of the Day-of-the-Week E…The Individual Investor and the Weekend Effect (1994)The Individual Investor and t…Anomalies or illusions? Evidence from stock markets in eighteen countries (1994)Anomalies or illusions? Evide…The italian stock market (1990)The italian stock marketA Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets (1990)A Theory of the Interday Vari…Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts (1989)Conditional Heteroscedasticit…An Examination of the Robustness of the Weekend Effect (1989)An Examination of the Robustn…Day-of-the-week and intraday effects in stock returns (1986)Day-of-the-week and intraday …A transaction data study of weekly and intradaily patterns in stock returns (1986)A transaction data study of w…Patterns in Japanese Common Stock Returns: Day of the Week and Turn of the Year Effects (1985)Patterns in Japanese Common S…A Further Investigation of the Weekend Effect in Stock Returns (1984)A Further Investigation of th…Weekend Effects on Stock Returns: A Note (1982)Weekend Effects on Stock Retu…The Adjustment of Stock Prices to Information About Inflation (1981)The Adjustment of Stock Price…Day of the Week Effects and Asset Returns (1981)Day of the Week Effects and A…Stock returns and the weekend effect (1980)Stock returns and the weekend…The Behavior of Stock Prices on Fridays and Mondays (1973)The Behavior of Stock Prices …The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Calendar anomalies in Russian stocks and bonds (2013)Calendar anomalies in Russian…Public Information Arrival and the Fisher Effect in Emerging Markets: Evidence from Stock and Bond Markets in Turkey (2003)Public Information Arrival an…The relationship between return and market value of common stocks (1981)Efficient Capital Markets: II (1991)Losing Sleep at the Market: The Daylight Saving Anomaly (2000)The day of the week effect on stock market volatility (2001)The Halloween Indicator, “Sell in May and Go Away”: Another Puzzle (2002)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Stock market volatility and the information content of stock index options (1992)Stock prices and the Wall Street weather (1993)Asymmetric volatility transmission in international stock markets (1995)Time Series Analysis: Forecasting and Control (1977)Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Order imbalance, liquidity, and market returns (2002)The econometrics of ultra-high frequency data /Misspecification of capital asset pricing (1981)The Dependence between Hourly Prices and Trading Volume (1988)Statistical properties of the volatility of price fluctuations (1999)Size-related anomalies and stock return seasonality (1983)Transactions, Volume, and Volatility (1994)The Message in Daily Exchange Rates (2002)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Stock return variances (1986)Correlations in Price Changes and Volatility across International Stock Markets (1990)The Efficient Market Hypothesis and Its Critics (2003)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)A Theory of Intraday Patterns: Volume and Price Variability (1988)Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models (1993)Statistical aspects of ARCH and stochastic volatility (1996)Order Flow and Exchange Rate Dynamics (1999)The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence (2002)Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)
this work references cited by second hop

References

  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1980Stock returns and the weekend effect1,997 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1984A Further Investigation of the Weekend Effect in Stock Returns896 cited
  • 1989Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts856 cited
  • 1973The Behavior of Stock Prices on Fridays and Mondays826 cited
  • 1986A transaction data study of weekly and intradaily patterns in stock returns813 cited
  • 1990A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets788 cited
  • 1994Anomalies or illusions? Evidence from stock markets in eighteen countries543 cited
  • 1982Weekend Effects on Stock Returns: A Note460 cited
  • 1989An Examination of the Robustness of the Weekend Effect438 cited
  • 1981The Adjustment of Stock Prices to Information About Inflation387 cited
  • 1986Day-of-the-week and intraday effects in stock returns341 cited
  • 1994The Individual Investor and the Weekend Effect333 cited
  • 1985Patterns in Japanese Common Stock Returns: Day of the Week and Turn of the Year Effects246 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1990The italian stock market196 cited
  • Cited by

    • 2013Calendar anomalies in Russian stocks and bonds34 cited
    • 2003Public Information Arrival and the Fisher Effect in Emerging Markets: Evidence from Stock and Bond Markets in Turkey31 cited