References

• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation21,185 cited
• 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,063 cited
• 1965The Behavior of Stock-Market Prices8,772 cited
• 1987Expected stock returns and volatility4,147 cited
• 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
• 1980Stock returns and the weekend effect2,015 cited
• 1992No news is good news1,929 cited
• 1986Generalized autoregressive conditional heteroscedasticity1,810 cited
• 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
• 1983Stock market seasonality590 cited
• 1994Anomalies or illusions? Evidence from stock markets in eighteen countries543 cited
• 1987Anomalies: Seasonal Movements in Security Prices II: Weekend, Holiday, Turn of the Month, and Intraday Effects192 cited
• 1995Calendar effects in the London Stock Exchange FT–SE indices189 cited
• 1995Day of the week effects: new evidence from an emerging stock market143 cited
• 1995Day of the week effect on the Greek stock market