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
• 1990Data-Snooping Biases in Tests of Financial Asset Pricing Models1,121 cited
• 1986A transaction data study of weekly and intradaily patterns in stock returns813 cited
• 1987A monthly effect in stock returns720 cited
• 1984New Findings Regarding Day-of-the-Week Returns over Trading and Non-Trading Periods: A Note482 cited
• 1986Day-of-the-week and intraday effects in stock returns341 cited
• 1992Turn-of-month and pre-holiday effects on stock returns: Some international evidence311 cited
• 1987The distribution of earnings news over time and seasonalities in aggregate stock returns305 cited
• 1985Patterns in Japanese Common Stock Returns: Day of the Week and Turn of the Year Effects246 cited
• 1990The italian stock market196 cited
• 1990Day-of-the-week effect on the Paris Bourse190 cited
• 1990Stock Return Seasonalities in Asia Pacific Markets*135 cited
• 1989A Reappraisal of the Efficiency of Financial Markets128 cited