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Short-term stock price patterns

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References

1980Stock returns and the weekend effect1,997 cited
1983Size-related anomalies and stock return seasonality1,800 cited
1976Capital market seasonality: The case of stock returns1,229 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
1987A monthly effect in stock returns720 cited
1986Day-of-the-week and intraday effects in stock returns341 cited

Cited by

1992THE HOLIDAY EFFECT IN STOCK RETURNS: EVIDENCE FROM THE OTC MARKET37 cited
2004Does the day of the week effect exist once transaction costs have been accounted for? Evidence from the UK35 cited
1998The diminishing calendar anomalies in the stock exchange of Singapore34 cited
2020Turn-of-the-month effect in three major emerging countries30 cited
2008The impact of thin trading on day‐of‐the‐week effect27 cited
1995Finnish turn‐of‐the‐month effects: Returns, volume, and implied volatiliy26 cited
2015Turn-of-month effect in the Indian currency market23 cited

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2011Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach21 cited