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A note on information seasonality and the disappearance of the weekend effect in the UK stock market

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2006Global stock market reactions to scheduled U.S. macroeconomic news announcements130 cited
2003A Survey of the Monday Effect Literature

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119 cited

2009The wandering weekday effect in major stock markets108 cited

2004The disappearing day-of-the-week effect in the world's largest equity markets107 cited

2007Are there Monday effects in stock returns: A stochastic dominance approach105 cited

2006Seasonality, risk and return in daily COMEX gold and silver data 1982–2002105 cited

2018Efficient Market Hypothesis And Stock Market Anomalies: Empirical Evidence In Four European Countries76 cited

2004Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia75 cited

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2015The efficient market hypothesis and calendar anomalies: a literature review66 cited

2019Rise and fall of calendar anomalies over a century53 cited

2005Volatility transmission between stock and bond markets53 cited

2005Seasonality in the Asia Pacific stock markets49 cited

2006Impact of US and UK macroeconomic news announcements on the return distribution implied by FTSE-100 index options47 cited

2015The evolution of the weekend effect in US markets43 cited