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The Day-of-the-Week Effect in Stock Returns : Further Evidence from Eastern European Emerging Markets

12 references·9 citing·41 second hopsampled

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References

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
1983Stock market seasonality573 cited
1982Weekend Effects on Stock Returns: A Note460 cited
1986Day-of-the-week and intraday effects in stock returns341 cited
1996The day-of-the-week effect: The international evidence257 cited
1997A New Look at the Monday Effect212 cited
1990Day-of-the-week effect on the Paris Bourse190 cited
1997New Evidence on the Monday Seasonal in Stock Returns183 cited
1989A twist on the Monday effect in stock prices141 cited
2001The Reversal of the Monday Effect: New Evidence from US Equity Markets135 cited

Cited by

2020Impact of market anomalies on stock exchange: a comparative study of KSE and PSX69 cited
2012The day-of-the-week effect revisited: international evidence46 cited
2009Spillover effects from London and Frankfurt to Central and Eastern European stock markets44 cited
2012

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DAY OF THE WEEK EFFECT IN LATIN AMERICAN STOCK MARKETS

38 cited

2013Calendar anomalies in Russian stocks and bonds34 cited

2007Forecasting volatility: Evidence from the Macedonian stock exchange32 cited

2006Day of the Week Effect in Istanbul Stock Exchange28 cited

2015An Empirical Analysis Of Stock Returns And Volatility: The Case Of Stock Markets From Central And Eastern Europe27 cited

2008The impact of thin trading on day‐of‐the‐week effect27 cited