The daily distribution of changes in the price of stock index futures

The pricing of commodity contracts

1976 • 2,931 citations

Stock returns and the weekend effect

1980 • 1,965 citations

Stock return variances

1986 • 1,878 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

The Week‐End Effect in Common Stock Returns: The International Evidence

1985 • 706 citations

Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums

1973 • 524 citations

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

1984 • 449 citations

The pricing of stock index futures

1983 • 187 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

1983 • 180 citations

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

1985 • 90 citations

The economics of hedging and spreading in futures markets

1981 • 29 citations

Deleted Work

1955 • 0 citations