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A posterior odds analysis of the weekend effect

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References

1987Expected stock returns and volatility4,147 cited
1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
1980Stock returns and the weekend effect1,997 cited
1983Size-related anomalies and stock return seasonality1,800 cited
1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
1981Day of the Week Effects and Asset Returns1,173 cited
1990ARCH models as diffusion approximations943 cited
1984A Further Investigation of the Weekend Effect in Stock Returns896 cited
1986A transaction data study of weekly and intradaily patterns in stock returns813 cited
1985The Week-End Effect in Common Stock Returns: The International Evidence771 cited
1983Stock market seasonality573 cited
1984New Findings Regarding Day-of-the-Week Returns over Trading and Non-Trading Periods: A Note482 cited
1982Weekend Effects on Stock Returns: A Note460 cited
1989An Examination of the Robustness of the Weekend Effect438 cited
1985Stock Prices and Economic News420 cited
1981The Adjustment of Stock Prices to Information About Inflation

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2000Security price anomalies in an emerging market: the case of the Athens Stock Exchange60 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
1998US day-of-the-week effects and asymmetric responses to macroeconomic news53 cited
2003Will Any q Do?51 cited
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2011The Monday effect revisited: An alternative testing approach44 cited
2007The day‐of‐the‐week effect and conditional volatility: Sensitivity of error distributional assumptions39 cited
1999Foreign exchange futures volatility: Day-of-the-week, intraday, and maturity patterns in the presence of macroeconomic announcements36 cited
2004Does the day of the week effect exist once transaction costs have been accounted for? Evidence from the UK35 cited
2017Stock returns and investors' mood: Good day sunshine or spurious correlation?34 cited