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Day of the week seasonality in African stock markets

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References

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2000Modelling day-of-the-week seasonality in the S&P 500 index75 cited
2001Modelling the day-of-the-week effect in the Kuwait Stock Exchange: a nonlinear GARCH representation61 cited
2005Day-of-the-week effects in the pre-holiday returns of the Standard & Poor's 500 stock index60 cited
1994THE DAY‐OF‐THE‐WEEK ANOMALY: THE TORONTO STOCK EXCHANGE EXPERIENCE58 cited
2002The anomalies that aren't there: the weekend, January and pre-holiday effects on the all gold index on the Johannesburg Stock Exchange 1987-199756 cited
1994Daily seasonality in stock returns47 cited

Cited by

2010Calendar variation model based on ARIMAX for forecasting sales data with Ramadhan effect54 cited
2018The day-of-the-week effect: South African stock market indices35 cited

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2009An empirical analysis of calendar anomalies in the Malaysian stock market31 cited

2017Day of the week effect and stock market volatility in Ghana and Nairobi stock exchanges25 cited

2013Month of the year and pre-holiday effects in African stock markets22 cited

2011Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach21 cited

2023Financial Development Convergence: Evidence from Top and Bottom Globalised Developing Economies11 cited