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Gold and the “weekend effect”
7 references·16 citing·40 second hop
Gold and the “weekend effect” (1982)Gold and the “weekend effect”The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement (1982)The Distribution of Foreign E…Day of the Week Effects and Asset Returns (1981)Day of the Week Effects and A…Stock returns and the weekend effect (1980)Stock returns and the weekend…A Theory of Common Stock Returns Over Trading and Non-Trading Periods (1980)A Theory of Common Stock Retu…The Behavior of Stock Prices on Fridays and Mondays (1973)The Behavior of Stock Prices …The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …THE RANDOM‐WALK HYPOTHESIS OF STOCK MARKET BEHAVIORa (1964)THE RANDOM‐WALK HYPOTHESIS OF…Risky short positions and investor sentiment: Evidence from the weekend effect in futures markets (2019)Risky short positions and inv…Superstitious seasonality in precious metals markets? Evidence from GARCH models with time-varying skewness and kurtosis (2015)Superstitious seasonality in …On the efficiency of the global gold markets (2015)On the efficiency of the glob…Weekend gold returns in bull and bear markets (2012)Weekend gold returns in bull …The autumn effect of gold (2012)The autumn effect of goldThe dynamics of the Monday effect in international stock indices (2009)The dynamics of the Monday ef…Day of the Week Effect and Market Efficiency - Evidence from Indian Equity Market Using High Frequency Data of National Stock Exchange (2008)Day of the Week Effect and Ma…Gold Price, Neural Networks and Genetic Algorithm (2004)Gold Price, Neural Networks a…Are Calendar Anomalies Still Alive?: Evidence from Istanbul Stock Exchange (2004)Are Calendar Anomalies Still …Modeling nonlinear dynamics of daily futures price changes (1999)Modeling nonlinear dynamics o…Seasonalities and intraday return patterns in the foreign currency futures market (1995)Seasonalities and intraday re…Conditional Dependence in Precious Metal Prices (1991)Conditional Dependence in Pre…An investigation into seasonality in the futures market (1987)An investigation into seasona…Weekend and day of the week effects in returns on stock index futures (1986)Weekend and day of the week e…A further investigation of the day‐of‐the‐week effect in the gold market (1986)A further investigation of th…The weekend effect on the distribution of stock prices (1984)The weekend effect on the dis…The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Predicting Volatility in the Foreign Exchange Market (1995)Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market (2002)The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets (2010)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)The theory and practice of econometrics (1986)A Theory of Intraday Patterns: Volume and Price Variability (1988)Intra-day seasonalities on stock returns: evidence from the Turkish Stock Market (2001)The day-of-the-week effect in foreign exchange markets: multi-currency evidence (2004)Detrended fluctuation analysis of intertrade durations (2008)Foundations of Finance. (1977)Stock return variances (1986)A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets (1990)A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices (2012)Book Review: Time Series Analysis: Forecasting and Control (1977)The relationship between return and market value of common stocks (1981)Using daily stock returns (1985)Efficient Capital Markets: II (1991)Introductory Econometrics for Finance (2008)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Capital market seasonality: The case of stock returns (1976)Size-related anomalies and stock return seasonality (1983)Anomalies or illusions? Evidence from stock markets in eighteen countries (1994)Tomorrow on the New York Stock Exchange (1965)Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)The Variation of Certain Speculative Prices (1963)The Week-End Effect in Common Stock Returns: The International Evidence (1985)The variation of certain speculative prices (1997)Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998)The Message in Daily Exchange Rates (2002)Théorie de la spéculation (1900)Brownian Motion in the Stock Market (1959)The Adjustment of Stock Prices to New Information (1969)
this work references cited by second hop

References

  • 1965The Behavior of Stock-Market Prices8,772 cited
  • 1980Stock returns and the weekend effect2,015 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1973The Behavior of Stock Prices on Fridays and Mondays826 cited
  • 1982The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement308 cited
  • 1964THE RANDOM‐WALK HYPOTHESIS OF STOCK MARKET BEHAVIORa187 cited
  • 1980A Theory of Common Stock Returns Over Trading and Non-Trading Periods146 cited

Cited by

  • 1987An investigation into seasonality in the futures market68 cited
  • 1995Seasonalities and intraday return patterns in the foreign currency futures market64 cited
  • 1984The weekend effect on the distribution of stock prices61 cited
  • 1991Conditional Dependence in Precious Metal Prices56 cited
  • 2008Day of the Week Effect and Market Efficiency - Evidence from Indian Equity Market Using High Frequency Data of National Stock Exchange54 cited
  • 1986A further investigation of the day‐of‐the‐week effect in the gold market53 cited
  • 2015On the efficiency of the global gold markets47 cited
  • 2012The autumn effect of gold

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45 cited
  • 1986Weekend and day of the week effects in returns on stock index futures41 cited
  • 2004Are Calendar Anomalies Still Alive?: Evidence from Istanbul Stock Exchange38 cited
  • 2012Weekend gold returns in bull and bear markets30 cited
  • 2004Gold Price, Neural Networks and Genetic Algorithm29 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
  • 1999Modeling nonlinear dynamics of daily futures price changes27 cited
  • 2015Superstitious seasonality in precious metals markets? Evidence from GARCH models with time-varying skewness and kurtosis21 cited