References

• 1977Estimating betas from nonsynchronous data2,751 cited
• 1980Stock returns and the weekend effect1,997 cited
• 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
• 1981Day of the Week Effects and Asset Returns1,173 cited
• 1984A Further Investigation of the Weekend Effect in Stock Returns896 cited
• 1973The Behavior of Stock Prices on Fridays and Mondays826 cited
• 1989An Econometric Analysis of Nonsynchronous Trading798 cited
• 1990A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets788 cited
• 1985The Week-End Effect in Common Stock Returns: The International Evidence771 cited
• 1982Weekend Effects on Stock Returns: A Note460 cited
• 1990High Stock Returns before Holidays: Existence and Evidence on Possible Causes446 cited
• 1983Vas Ist Das?429 cited
• 1990Indexes of U.S. Stock Prices from 1802 to 1987356 cited
• 1990Private Information, Trading Volume, and Stock-Return Variances334 cited
• 1989Trading patterns, bid-ask spreads, and estimated security returns288 cited
• 1989Divide and Conquer: A Theory of Intraday and Day-of-the-Week Mean Effects