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Day of the week effects: new evidence from an emerging stock market

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References

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2006Performance of soccer on the stock market: Evidence from Turkey72 cited
2015The efficient market hypothesis and calendar anomalies: a literature review

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2001Modelling the day-of-the-week effect in the Kuwait Stock Exchange: a nonlinear GARCH representation61 cited

2000Security price anomalies in an emerging market: the case of the Athens Stock Exchange60 cited

2002The anomalies that aren't there: the weekend, January and pre-holiday effects on the all gold index on the Johannesburg Stock Exchange 1987-199756 cited

2008Day of the Week Effect and Market Efficiency - Evidence from Indian Equity Market Using High Frequency Data of National Stock Exchange54 cited

2010Calendar variation model based on ARIMAX for forecasting sales data with Ramadhan effect54 cited

2008Day of the week seasonality in African stock markets47 cited

2011Day of the Week Effect and Stock Returns: (Evidence from Karachi Stock Exchange-Pakistan)41 cited

2009Shift‐contagion Vulnerability in the MENA Stock Markets38 cited

2011The Day-of-the-Week Effect in the Saudi Stock Exchange: A Non-Linear Garch Analysis38 cited

2004Are Calendar Anomalies Still Alive?: Evidence from Istanbul Stock Exchange38 cited