Patterns in Japanese Common Stock Returns: Day of the Week and Turn of the Year Effects

Econometric Models and Economic Forecasts

1990 • 5,189 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

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

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

The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement

1982 • 300 citations

Seasonality Estimation in Thin Markets

1984 • 124 citations

The Weekend Game: Clearing House vs Federal Funds

1978 • 30 citations

A Further Investigation of the Weekend Effect in Stock Returns: Discussion

1984 • 26 citations