References

• 1981Day of the Week Effects and Asset Returns1,173 cited
• 1984A Further Investigation of the Weekend Effect in Stock Returns896 cited
• 1986A transaction data study of weekly and intradaily patterns in stock returns813 cited
• 1994Anomalies or illusions? Evidence from stock markets in eighteen countries543 cited
• 1986Day-of-the-week and intraday effects in stock returns341 cited
• 1985Patterns in Japanese Common Stock Returns: Day of the Week and Turn of the Year Effects246 cited
• 1996Evidence on Weak Form Efficiency and Day of the Week Effect in the Indian Stock Market203 cited
• 1990The italian stock market196 cited
• 1990Day-of-the-week effect on the Paris Bourse190 cited
• 1995Day of the week effects: new evidence from an emerging stock market143 cited
• 1989A twist on the Monday effect in stock prices141 cited
• 1988From T‐Bills to Common Stocks: Investigating the Generality of Intra‐Week Return Seasonality136 cited
• 1990Stock Return Seasonalities in Asia Pacific Markets*135 cited
• 1984Seasonality Estimation in Thin Markets130 cited
• 1995Day of the week effect on the Greek stock market119 cited