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Day-of-the-week effects in the pre-holiday returns of the Standard & Poor's 500 stock index

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References

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1989An Examination of the Robustness of the Weekend Effect438 cited
1994The Individual Investor and the Weekend Effect

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333 cited

1989The Weekend Effect in Information Releases: A Study of Earnings and Dividend Announcements284 cited

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2009Firm Size and the Pre-Holiday Effect in New Zealand29 cited
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2011Comparison of the ‘turn-of-the-month’ and lunar new year return effects in three Chinese markets: Hong Kong, Shanghai and Shenzhen25 cited
2014In the mood for a loan: The causal effect of sentiment on credit origination3 cited