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Day‐of‐the‐week and other market anomalies in the Indian stock market

15 references·8 citing·32 second hopsampled

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References

1980Stock returns and the weekend effect1,997 cited
1983Size-related anomalies and stock return seasonality1,800 cited
1981Day of the Week Effects and Asset Returns1,173 cited
1984A Further Investigation of the Weekend Effect in Stock Returns896 cited
1987A monthly effect in stock returns720 cited
1983Stock market seasonality573 cited
1994Anomalies or illusions? Evidence from stock markets in eighteen countries543 cited
2000Losing Sleep at the Market: The Daylight Saving Anomaly494 cited
1984New Findings Regarding Day-of-the-Week Returns over Trading and Non-Trading Periods: A Note482 cited
1990High Stock Returns before Holidays: Existence and Evidence on Possible Causes446 cited
1996The day-of-the-week effect: The international evidence257 cited
1977A Tax Loss Trading Rule239 cited
1997A New Look at the Monday Effect212 cited
1996Seasonality and cultural influences on four Asian stock markets100 cited
1987Friday the Thirteenth: `Part VII'-A Note97 cited

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2012

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Market Efficiency, Market Anomalies, Causes, Evidences, and Some Behavioral Aspects of Market Anomalies

79 cited

2020Impact of market anomalies on stock exchange: a comparative study of KSE and PSX69 cited

2013Calendar anomalies in Russian stocks and bonds34 cited

2016Turn-of-the-month effect: New evidence from an emerging stock market31 cited

2017Calendar anomalies in the Russian stock market29 cited

2010Ukrainian financial markets: an examination of calendar anomalies27 cited

2023Day-of-the-week effect and volatility in stock returns: evidence from the Indian stock market26 cited

2015Turn-of-month effect in the Indian currency market23 cited