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The disappearing day-of-the-week effect in the world's largest equity markets

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References

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2001A note on information seasonality and the disappearance of the weekend effect in the UK stock market163 cited
1988From T‐Bills to Common Stocks: Investigating the Generality of Intra‐Week Return Seasonality136 cited
1988Why a weekend effect

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125 cited

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2015The evolution of the weekend effect in US markets43 cited
2006The day-of-the-week effect on stock-market volatility and return: Evidence from emerging markets35 cited
2014DO EUROPEAN REAL ESTATE STOCKS HEDGE INFLATION? EVIDENCE FROM DEVELOPED AND EMERGING MARKETS30 cited
2009The dynamics of the Monday effect in international stock indices28 cited
2006Day of the Week Effect in Istanbul Stock Exchange28 cited
2015The day-of-the-week effect is weak: Evidence from the European real estate sector27 cited
2007Calendar Anomalies: The Case of International Property Shares27 cited
2013Price limit bands, asymmetric volatility and stock market anomalies: Evidence from emerging markets26 cited
2008Psychological barriers in European stock markets: Where are they?25 cited
2006The day-of-the-week effect in conditional correlation25 cited
2018Persistence of calendar anomalies: insights and perspectives from literature24 cited