References

• 1987Price, trade size, and information in securities markets2,169 cited
• 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
• 1983Stock market seasonality573 cited
• 1990High Stock Returns before Holidays: Existence and Evidence on Possible Causes446 cited
• 1992Turn-of-month and pre-holiday effects on stock returns: Some international evidence311 cited
• 1989Trading patterns, bid-ask spreads, and estimated security returns288 cited
• 1994Holiday Effects and Stock Returns: Further Evidence208 cited
• 1990The italian stock market196 cited
• 1995Calendar effects in the London Stock Exchange FT–SE indices189 cited
• 2001A note on information seasonality and the disappearance of the weekend effect in the UK stock market163 cited
• 1997Security price anomalies in the London International Stock Exchange: a 60 year perspective126 cited
• 1989HOLIDAY CLOSINGS AND SECURITY RETURNS104 cited
• 1986An Investigation of the Spanish Stock Market Seasonalities84 cited
• 1998The persistent holiday effect: additional evidence76 cited
• 2004The Italian Stock Market: Efficiency and Calendar Anomalies55 cited