High Stock Returns before Holidays: Existence and Evidence on Possible Causes

Stock returns and the weekend effect

1980 • 1,965 citations

Stock return variances

1986 • 1,878 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 citations

Capital market seasonality: The case of stock returns

1976 • 1,226 citations

Day of the Week Effects and Asset Returns

1981 • 1,198 citations

Are Seasonal Anomalies Real? A Ninety-Year Perspective

1988 • 1,148 citations

Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures

1986 • 1,047 citations

The anomalous stock market behavior of small firms in January

1983 • 885 citations

Biases in computed returns

1983 • 846 citations

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

1986 • 828 citations

A Further Investigation of the Weekend Effect in Stock Returns

1984 • 788 citations

A monthly effect in stock returns

1987 • 480 citations

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

1984 • 449 citations

The Buying and Selling Behavior of Individual Investors at the Turn of the Year

1988 • 439 citations

Vas Ist Das?

1983 • 433 citations

Day-of-the-week and intraday effects in stock returns

1986 • 339 citations

On computing mean returns and the small firm premium

1983 • 319 citations

Trading patterns, bid-ask spreads, and estimated security returns

1989 • 309 citations

Volume and turn-of-the-year behavior

1984 • 168 citations

Security Prices and Stock Exchange Holidays in Relation to Short Selling

1934 • 88 citations