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A New Look at the Monday Effect
10 references·16 citing·45 second hopsampled
A New Look at the Monday Effect (1997)A New Look at the Monday EffectThe Individual Investor and the Weekend Effect (1994)The Individual Investor and t…The Weekend Effect: Trading Patterns of Individual and Institutional Investors (1990)The Weekend Effect: Trading P…Indexes of U.S. Stock Prices from 1802 to 1987 (1990)Indexes of U.S. Stock Prices …The Weekend Effect in Information Releases: A Study of Earnings and Dividend Announcements (1989)The Weekend Effect in Informa…Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Are Seasonal Anomalies Real? …A monthly effect in stock returns (1987)A monthly effect in stock ret…New Findings Regarding Day-of-the-Week Returns over Trading and Non-Trading Periods: A Note (1984)New Findings Regarding Day-of…A Further Investigation of the Weekend Effect in Stock Returns (1984)A Further Investigation of th…Weekend Effects on Stock Returns: A Note (1982)Weekend Effects on Stock Retu…Stock returns and the weekend effect (1980)Stock returns and the weekend…The efficient market hypothesis and calendar anomalies: a literature review (2015)The efficient market hypothes…Does mood affect trading behavior? (2015)Does mood affect trading beha…Calculating and comparing security returns is harder than you think: A comparison between logarithmic and simple returns (2014)Calculating and comparing sec…The roles of financial asset market failure denial and the economic crisis: Reflections on accounting and financial theories and practices (2009)The roles of financial asset …Maximizing shareholder‐value (2008)Maximizing shareholder‐valueAre there Monday effects in stock returns: A stochastic dominance approach (2007)Are there Monday effects in s…Day‐of‐the‐week and other market anomalies in the Indian stock market (2006)Day‐of‐the‐week and other mar…Changes in REIT Structure and Stock Performance: Evidence from the Monday Stock Anomaly (2005)Changes in REIT Structure and…The Impact of Institutional Investors on the Monday Seasonal (2004)The Impact of Institutional I…The Day-of-the-Week Effect in Stock Returns : Further Evidence from Eastern European Emerging Markets (2004)The Day-of-the-Week Effect in…Testing the Significance of Calendar Effects (2003)Testing the Significance of C…Role of Speculative Short Sales in Price Formation: The Case of the Weekend Effect (2003)Role of Speculative Short Sal…A Survey of the Monday Effect Literature (2003)A Survey of the Monday Effect…Losing Sleep at the Market: Comment (2002)Losing Sleep at the Market: C…The day-of-the-week regularity in the stock markets of China (2001)The day-of-the-week regularit…The Weekend Effect, ‘Reverse’ Weekend Effect, and Firm Size (2000)The Weekend Effect, ‘Reverse’…Capital market seasonality: The case of stock returns (1976)Size-related anomalies and stock return seasonality (1983)The Buying and Selling Behavior of Individual Investors at the Turn of the Year (1988)Efficient Capital Markets and Martingales (1989)Anomalies or illusions? Evidence from stock markets in eighteen countries (1994)When Are Contrarian Profits Due to Stock Market Overreaction? (1990)The impact of institutional trading on stock prices (1992)The day-of-the-week effect: The international evidence (1996)The impact of public information on investors (2001)Periodic Time Series Models (2004)The Behavior of Stock-Market Prices (1965)A transaction data study of weekly and intradaily patterns in stock returns (1986)Transactions, Volume, and Volatility (1994)The Message in Daily Exchange Rates (2002)Equity issues and offering dilution (1986)A Theory of Intraday Patterns: Volume and Price Variability (1988)Earnings news and small traders (1992)Inferring investor behavior: Evidence from TORQ data (2000)Losing Sleep at the Market: The Daylight Saving Anomaly (2000)Quarterly Dividend and Earnings Announcements and Stockholders' Returns: An Empirical Analysis (1980)Constraints on short-selling and asset price adjustment to private information (1987)International Evidence on the Robustness of the Day-of-the-Week Effect (1993)Asset pricing and ambiguity: Empirical evidence (2018)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Stock return variances (1986)Correlations in Price Changes and Volatility across International Stock Markets (1990)The Efficient Market Hypothesis and Its Critics (2003)The Behavior of Stock Prices on Fridays and Mondays (1973)Day-of-the-week and intraday effects in stock returns (1986)An Examination of the Robustness of the Weekend Effect (1989)The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence (2002)Measuring security price performance (1980)The relationship between return and market value of common stocks (1981)Data-Snooping Biases in Tests of Financial Asset Pricing Models (1990)Efficient Capital Markets: II (1991)Fundamentals and Stock Returns in Japan (1991)Day of the Week Effects and Asset Returns (1981)High Stock Returns before Holidays: Existence and Evidence on Possible Causes (1990)Risk, Return, and Equilibrium: Empirical Tests (1973)Time Series Analysis: Forecasting and Control (1977)Expected stock returns and volatility (1987)Identifying Bull and Bear Markets in Stock Returns (2000)Corporate bond default risk: A 150-year perspective (2011)Market-wide attention, trading, and stock returns (2015)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1980Stock returns and the weekend effect1,997 cited
  • 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
  • 1984A Further Investigation of the Weekend Effect in Stock Returns896 cited
  • 1987A monthly effect in stock returns720 cited
  • 1990The Weekend Effect: Trading Patterns of Individual and Institutional Investors498 cited
  • 1984New Findings Regarding Day-of-the-Week Returns over Trading and Non-Trading Periods: A Note482 cited
  • 1982Weekend Effects on Stock Returns: A Note460 cited
  • 1990Indexes of U.S. Stock Prices from 1802 to 1987356 cited
  • 1994The Individual Investor and the Weekend Effect333 cited
  • 1989The Weekend Effect in Information Releases: A Study of Earnings and Dividend Announcements284 cited

Cited by

  • 2003Role of Speculative Short Sales in Price Formation: The Case of the Weekend Effect203 cited
  • 2003A Survey of the Monday Effect Literature119 cited
  • 2004The Day-of-the-Week Effect in Stock Returns : Further Evidence from Eastern European Emerging Markets106 cited
  • 2007Are there Monday effects in stock returns: A stochastic dominance approach105 cited
  • 2006Day‐of‐the‐week and other market anomalies in the Indian stock market

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

97 cited
  • 2015Does mood affect trading behavior?82 cited
  • 2004The Impact of Institutional Investors on the Monday Seasonal82 cited
  • 2002Losing Sleep at the Market: Comment81 cited
  • 2003Testing the Significance of Calendar Effects81 cited
  • 2000The Weekend Effect, ‘Reverse’ Weekend Effect, and Firm Size79 cited
  • 2014Calculating and comparing security returns is harder than you think: A comparison between logarithmic and simple returns75 cited
  • 2008Maximizing shareholder‐value72 cited
  • 2005Changes in REIT Structure and Stock Performance: Evidence from the Monday Stock Anomaly72 cited
  • 2009The roles of financial asset market failure denial and the economic crisis: Reflections on accounting and financial theories and practices71 cited
  • 2001The day-of-the-week regularity in the stock markets of China71 cited
  • 2015The efficient market hypothesis and calendar anomalies: a literature review66 cited