References

• 1980Stock returns and the weekend effect2,015 cited
• 1983Size-related anomalies and stock return seasonality1,878 cited
• 1976Capital market seasonality: The case of stock returns1,252 cited
• 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
• 1981Day of the Week Effects and Asset Returns1,173 cited
• 1984A Further Investigation of the Weekend Effect in Stock Returns937 cited
• 1983The anomalous stock market behavior of small firms in January862 cited
• 1973The Behavior of Stock Prices on Fridays and Mondays826 cited
• 1987A monthly effect in stock returns739 cited
• 1983Stock market seasonality590 cited
• 1994Anomalies or illusions? Evidence from stock markets in eighteen countries543 cited
• 1990High Stock Returns before Holidays: Existence and Evidence on Possible Causes446 cited
• 1989An Examination of the Robustness of the Weekend Effect438 cited
• 1983Vas Ist Das?429 cited
• 1992Turn-of-month and pre-holiday effects on stock returns: Some international evidence311 cited
• 2001Dangers of data mining: The case of calendar effects in stock returns