A Further Investigation of the Weekend Effect in Stock Returns

The Behavior of Stock-Market Prices

1965 • 8,575 citations

Principles of Econometrics

1973 • 3,349 citations

Principles of Econometrics.

1972 • 2,215 citations

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

Biases in computed returns

1983 • 846 citations

The Behavior of Stock Prices on Fridays and Mondays

1973 • 797 citations

Orange Juice and Weather

1984 • 572 citations

Some New Stock-Market Indexes

1966 • 558 citations

Weekend Effects on Stock Returns: A Note

1982 • 438 citations

THE RANDOM‐WALK HYPOTHESIS OF STOCK MARKET BEHAVIORa

1964 • 178 citations

The stock market

1963 • 165 citations

Consumer Instalment and Home-Mortgage Debt

1956 • 17 citations