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A twist on the Monday effect in stock prices
5 references·16 citing·41 second hop
A twist on the Monday effect in stock prices (1989)A twist on the Monday effect in stock pri…The Week-End Effect in Common Stock Returns: The International Evidence (1985)The Week-End Effect in Common…A Further Investigation of the Weekend Effect in Stock Returns (1984)A Further Investigation of th…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 …Using Twitter to Predict the Stock Market (2015)Using Twitter to Predict the …The efficient market hypothesis and calendar anomalies: a literature review (2015)The efficient market hypothes…Do Happy People Make Optimistic Investors? (2012)Do Happy People Make Optimist…The wandering weekday effect in major stock markets (2009)The wandering weekday effect …Day of the Week Effect and Market Efficiency - Evidence from Indian Equity Market Using High Frequency Data of National Stock Exchange (2008)Day of the Week Effect and Ma…The Day-of-the-Week Effect: New Evidence from the Chinese Stock Market (2006)The Day-of-the-Week Effect: N…The Impact of Institutional Investors on the Monday Seasonal (2004)The Impact of Institutional I…The Day-of-the-Week Effect in Stock Returns : Further Evidence from Eastern European Emerging Markets (2004)The Day-of-the-Week Effect in…Do bears and bulls swim across oceans? Market information transmission between greater China and the rest of the world (2004)Do bears and bulls swim acros…A Survey of the Monday Effect Literature (2003)A Survey of the Monday Effect…Expiration day effects: The case of Hong Kong (2002)Expiration day effects: The c…INTERNATIONAL EVIDENCE ON WEEKEND ANOMALIES (2000)INTERNATIONAL EVIDENCE ON WEE…US day-of-the-week effects and asymmetric responses to macroeconomic news (1998)US day-of-the-week effects an…THE MONTHLY EFFECT IN INTERNATIONAL STOCK MARKETS: EVIDENCE AND IMPLICATIONS (1995)THE MONTHLY EFFECT IN INTERNA…Chapter 17 On the predictability of common stock returns: World-wide evidence (1995)Chapter 17 On the predictabil…THE DAY‐OF‐THE‐WEEK ANOMALY: THE TORONTO STOCK EXCHANGE EXPERIENCE (1994)THE DAY‐OF‐THE‐WEEK ANOMALY: …Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Efficient Capital Markets: II (1991)Are there Monday effects in stock returns: A stochastic dominance approach (2007)Weekends and Subjective Well-Being (2013)The Behavior of Stock-Market Prices (1965)Time Series Analysis: Forecasting and Control (1977)The relationship between return and market value of common stocks (1981)Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Order imbalance, liquidity, and market returns (2002)Size-related anomalies and stock return seasonality (1983)A transaction data study of weekly and intradaily patterns in stock returns (1986)Transactions, Volume, and Volatility (1994)The Message in Daily Exchange Rates (2002)Econometric Models and Economic Forecasts (1990)Industrial Structure and the Comparative Behavior of International Stock Market Indices (1992)International stock market linkages: Evidence from the pre- and post-October 1987 period (1993)Anomalies or illusions? Evidence from stock markets in eighteen countries (1994)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)The dynamics of short-term mutual fund flows and returns: A time-series and cross-sectional investigation (2009)Effects of investor sentiment on stock volatility: new evidences from multi-source data in China’s green stock markets (2022)Market reaction to the Russian Ukrainian war: a global analysis of the banking industry (2023)The Strength of Weak Ties (1973)Users of the world, unite! The challenges and opportunities of Social Media (2009)Leveraging social media news to predict stock index movement using RNN-boost (2018)A new financial data forecasting model using genetic algorithm and long short-term memory network (2020)RETRACTED ARTICLE: An optimal deep learning-based LSTM for stock price prediction using twitter sentiment analysis (2022)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The Cross-Section of Expected Stock Returns (1992)How return and risk experiences shape investor beliefs and preferences (2015)Divergence of Sentiment and Stock Market Trading (2017)Investor climate sentiment and financial markets (2023)Spillover effects from London and Frankfurt to Central and Eastern European stock markets (2009)The day-of-the-week effect revisited: international evidence (2012)Impact of market anomalies on stock exchange: a comparative study of KSE and PSX (2020)Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)
this work references cited by second hop

References

  • 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
  • 1973The Behavior of Stock Prices on Fridays and Mondays826 cited
  • 1985The Week-End Effect in Common Stock Returns: The International Evidence771 cited

Cited by

  • 2015Using Twitter to Predict the Stock Market136 cited
  • 2012Do Happy People Make Optimistic Investors?130 cited
  • 2003A Survey of the Monday Effect Literature119 cited
  • 2009The wandering weekday effect in major stock markets108 cited
  • 2004The Day-of-the-Week Effect in Stock Returns : Further Evidence from Eastern European Emerging Markets106 cited
  • 2004The Impact of Institutional Investors on the Monday Seasonal82 cited
  • 2004Do bears and bulls swim across oceans? Market information transmission between greater China and the rest of the world80 cited
  • 1995THE MONTHLY EFFECT IN INTERNATIONAL STOCK MARKETS: EVIDENCE AND IMPLICATIONS75 cited
  • 2002Expiration day effects: The case of Hong Kong66 cited
  • 2015The efficient market hypothesis and calendar anomalies: a literature review

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66 cited
  • 2000INTERNATIONAL EVIDENCE ON WEEKEND ANOMALIES65 cited
  • 1994THE DAY‐OF‐THE‐WEEK ANOMALY: THE TORONTO STOCK EXCHANGE EXPERIENCE58 cited
  • 1995Chapter 17 On the predictability of common stock returns: World-wide evidence56 cited
  • 2008Day of the Week Effect and Market Efficiency - Evidence from Indian Equity Market Using High Frequency Data of National Stock Exchange54 cited
  • 1998US day-of-the-week effects and asymmetric responses to macroeconomic news53 cited
  • 2006The Day-of-the-Week Effect: New Evidence from the Chinese Stock Market45 cited