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Modelling the day-of-the-week effect in the Kuwait Stock Exchange: a nonlinear GARCH representation

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190 cited

2001A Test for Independence Based on the Correlation Dimension175 cited

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2007Day-of-the-week effect in the Taiwan foreign exchange market49 cited
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2009Compliance with international financial reporting standards (IFRS) and the value relevance of accounting information in emerging stock markets : evidence from Kuwait35 cited
2009Calendar Anomalies in the Ghana Stock Exchange34 cited
2015The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market?30 cited
2008The impact of thin trading on day‐of‐the‐week effect27 cited
2011An Analysis Of The Day-Of-The-Week Effect In The Russian Stock Market21 cited
2006Calendar anomalies in an emerging African market: evidence from the Ghana Stock Exchange21 cited