A Day-End Transaction Price Anomaly

Stock returns and the weekend effect

1980 • 1,965 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 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

Efficiency of Experimental Security Markets with Insider Information: An Application of Rational-Expectations Models

1982 • 583 citations

An Investigation of Transactions Data for NYSE Stocks

1985 • 580 citations

A monthly effect in stock returns

2011 • 503 citations

Asset Valuation in an Experimental Market

1982 • 281 citations

The degree of price resolution: The case of the gold market

1985 • 247 citations

Clustering of Stock Prices

1965 • 156 citations

A New Look at Clustering of Stock Prices

1966 • 99 citations

Futures Markets and Informational Efficiency: A Laboratory Examination

1984 • 80 citations