The “weekend effect” for stock indexes and stock index futures: Dividend and interest rate effects
Data up to Jan 2025
Total Citations Per Year
Abstract
References (14)
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 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
Weekend Effects on Stock Returns: A Note
1982 • 438 citations
New Findings Regarding Day-of-the-Week Returns over Trading and Non-Trading Periods: A Note
1984 • 132 citations
The Weekly Pattern in Stock Returns: Cash versus Futures: A Note
1985 • 90 citations
Weekend Effects on Stock Returns: A Comment
1985 • 75 citations
The Weekly Pattern in Stock Index Futures: A Further Note
1986 • 59 citations
Weekend and day of the week effects in returns on stock index futures
1986 • 41 citations
The daily distribution of changes in the price of stock index futures
1986 • 36 citations
How to profit from intradaily stock returns
1986 • 14 citations
Weekend Effects on Stock Returns: A Reply
1985 • 13 citations