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

The Behavior of Stock-Market Prices

1965 • 8,575 citations

Estimating betas from nonsynchronous data

1977 • 2,887 citations

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

The Behavior of Stock Prices on Fridays and Mondays

1973 • 797 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

A Further Investigation of the Weekend Effect in Stock Returns

1984 • 215 citations

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

1984 • 132 citations

Weekend Effects on Stock Returns: A Note

1982 • 104 citations