this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
- 1965The Behavior of Stock-Market Prices8,707 cited
- 1980Stock returns and the weekend effect1,997 cited
- 1983Size-related anomalies and stock return seasonality1,800 cited
- 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data1,758 cited
- 1976Capital market seasonality: The case of stock returns1,229 cited
- 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
- 1981Day of the Week Effects and Asset Returns1,173 cited
- 1990Data-Snooping Biases in Tests of Financial Asset Pricing Models1,121 cited
- 1984A Further Investigation of the Weekend Effect in Stock Returns896 cited
- 1983The anomalous stock market behavior of small firms in January848 cited
- 1973The Behavior of Stock Prices on Fridays and Mondays826 cited
- 1987A monthly effect in stock returns720 cited
- 1983Stock market seasonality573 cited
- 1994Anomalies or illusions? Evidence from stock markets in eighteen countries543 cited
- 1982Weekend Effects on Stock Returns: A Note460 cited
- 1990High Stock Returns before Holidays: Existence and Evidence on Possible Causes
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