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The Day-of-the-Week and the Week-of-the-Month Effects: An Analysis of Investors' Trading Activities

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References

2001Market Liquidity and Trading Activity1,555 cited
1990The Weekend Effect: Trading Patterns of Individual and Institutional Investors498 cited
1992Turn-of-month and pre-holiday effects on stock returns: Some international evidence311 cited
1993International Evidence on the Robustness of the Day-of-the-Week Effect261 cited
1990Turn-of-Month Evaluations of Liquid Profits and Stock Returns: A Common Explanation for the Monthly and January Effects252 cited
1997A New Look at the Monday Effect212 cited
1997New Evidence on the Monday Seasonal in Stock Returns183 cited
2001The Reversal of the Monday Effect: New Evidence from US Equity Markets135 cited
1996Investment Results from Exploiting Turn-of-the-Month Effects82 cited
1987The End of the Month as a Preferred Habitat: A Test of Operational Efficiency in the Money Market81 cited
2000The Weekend Effect, ‘Reverse’ Weekend Effect, and Firm Size79 cited
1997Interday variations in volume, variance and participation of large speculators65 cited
2003The Reversing Weekend Effect: Evidence from the U.S. Equity Markets40 cited
2003The Weekend and ‘Reverse’ Weekend Effects: An Analysis by Month of the Year, Week of the Month, and Industry37 cited

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2012The week-of-the-year effect: Evidence from around the globe31 cited