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The Reversal of the Monday Effect: New Evidence from US Equity Markets
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A Ninety-Year Perspective (1988)Efficient Capital Markets: II (1991)Weekends and Subjective Well-Being (2013)Day of the Week Effects and Asset Returns (1981)Spillover effects from London and Frankfurt to Central and Eastern European stock markets (2009)The day-of-the-week effect revisited: international evidence (2012)Impact of market anomalies on stock exchange: a comparative study of KSE and PSX (2020)Noise Trader Risk in Financial Markets (1990)Daily Well-Being: The Role of Autonomy, Competence, and Relatedness (2000)Culture's Consequences: Comparing Values, Behaviors, Institutions, and Organizations across Nations (2002)“Monday Effect” on Performance Variations in Supply Chain Fulfillment: How Information Technology–Enabled Procurement May Help (2019)The Behavior of Stock Prices on Fridays and Mondays (1973)A Further Investigation of the Weekend Effect in Stock Returns (1984)The dynamics of the Monday effect in international stock indices (2009)The day-of-the-week effect is weak: Evidence from the European real estate sector (2015)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Day‐of‐the‐week effect and market liquidity: A comparative study from emerging stock markets of Asia † (2021)Sentiment changes and the Monday effect (2022)Day-of-the-week effect and volatility in stock returns: evidence from the Indian stock market (2023)Weekend Effects on Stock Returns: A Note (1982)The Weekend Effect: Trading Patterns of Individual and Institutional Investors (1990)Extrapolation Theory and the Pricing of REIT Stocks (2007)REIT Crash Risk and Institutional Investors (2015)Explaining REIT Returns (2019)A model of investor sentiment /Judgment under Uncertainty: Heuristics and Biases (1975)Performance evaluation of portfolio insurance strategies using stochastic dominance criteria (2008)Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices (2017)Stock market reactions to COVID-19 lockdown: A global analysis (2021)Does the Stock Market Overreact? 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  • 2003A Survey of the Monday Effect Literature119 cited
  • 2009The wandering weekday effect in major stock markets108 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
  • 2018Seasonality in cryptocurrencies77 cited
  • 2005Changes in REIT Structure and Stock Performance: Evidence from the Monday Stock Anomaly72 cited
  • 2006The Disappearing Calendar Anomalies in the Singapore Stock Market65 cited
  • 2015The evolution of the weekend effect in US markets43 cited
  • 2003The Reversing Weekend Effect: Evidence from the U.S. Equity Markets40 cited
  • 2014Does Mood Explain the Monday Effect?38 cited
  • 2003The Weekend and ‘Reverse’ Weekend Effects: An Analysis by Month of the Year, Week of the Month, and Industry37 cited
  • 2009Stock Market Anomaly: Day of the Week Effect in Dhaka Stock Exchange33 cited
  • 2004The Day-of-the-Week and the Week-of-the-Month Effects: An Analysis of Investors' Trading Activities32 cited
  • 2019Another look at calendar anomalies30 cited

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2012
Weekend gold returns in bull and bear markets
30 cited
  • 2017Calendar anomalies in the Russian stock market29 cited