The Weekly Pattern in Stock Returns: Cash versus Futures: A Note

Stock returns and the weekend effect

1980 • 1,965 citations

Day of the Week Effects and Asset Returns

1981 • 1,198 citations

A transaction data study of weekly and intradaily patterns in stock returns

1986 • 828 citations

A Further Investigation of the Weekend Effect in Stock Returns

1984 • 788 citations

New Findings Regarding Day‐of‐the‐Week Returns over Trading and Non‐Trading Periods: A Note

1984 • 449 citations

Weekend Effects on Stock Returns: A Note

1982 • 438 citations

Day-of-the-week and intraday effects in stock returns

1986 • 339 citations

The relationship between spot and futures prices in stock index futures markets: Some preliminary evidence

1983 • 183 citations

Taxes and the pricing of stock index futures: Empirical results

1985 • 46 citations