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

The relationship between return and market value of common stocks

1981 • 6,052 citations

Stock returns and the weekend effect

1980 • 1,965 citations

Misspecification of capital asset pricing

1981 • 1,344 citations

Day of the Week Effects and Asset Returns

1981 • 1,198 citations

Biases in computed returns

1983 • 846 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

Transaction Data Tests of the Mixture of Distributions Hypothesis

1987 • 335 citations

A Further Investigation of the Weekend Effect in Stock Returns

1984 • 215 citations

Volume and turn-of-the-year behavior

1984 • 168 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