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Seasonality in Daily Bond Returns

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References

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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
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1983Vas Ist Das?429 cited
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1984Volume and turn-of-the-year behavior160 cited
1988From T‐Bills to Common Stocks: Investigating the Generality of Intra‐Week Return Seasonality136 cited

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2006

Seasonality, risk and return in daily COMEX gold and silver data 1982–2002

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2007Preferred habitat for liquidity in international short-term interest rates38 cited

2004Are Calendar Anomalies Still Alive?: Evidence from Istanbul Stock Exchange38 cited

2013Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions31 cited

2019Risky short positions and investor sentiment: Evidence from the weekend effect in futures markets28 cited

2009The dynamics of the Monday effect in international stock indices28 cited