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Capitalizing on the weekend effect

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References

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1991A Comparative Analysis of the Daily Behavior of Stock Returns: Japan, the Us and the Asian Nics58 cited
1995Chapter 17 On the predictability of common stock returns: World-wide evidence

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56 cited

2009The day-of-the-week effects on the volatility: The role of the asymmetry54 cited

2008Day of the Week Effect and Market Efficiency - Evidence from Indian Equity Market Using High Frequency Data of National Stock Exchange54 cited

2007Calendar anomaly in the Greek stock market: Stochastic dominance analysis45 cited

1991Behaviour of intra-daily stock return on an Asian emerging market - Hong Kong40 cited

1998Return distributions and the day-of-the-week effects in the stock exchange of Thailand34 cited

2009Stock Market Anomaly: Day of the Week Effect in Dhaka Stock Exchange33 cited

1999The weekend effect, the Stock Exchange Account and the Financial Times Industrial Ordinary Shares Index: 1987-199433 cited

1996The weekend effect, good news, bad news and the Financial Times Industrial Ordinary Shares Index: 1935–9427 cited

2018Persistence of calendar anomalies: insights and perspectives from literature24 cited

2004Seasonal anomalies of stocks in ASEAN equity markets23 cited

2011A brief history and recent developments in day‐of‐the‐week effect literature22 cited

2002An Investigation of the Day-of-the-Week Effect in Korea: Has the Anomalous Effect Vanished in the 1990's?21 cited