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

The Analysis of Variance

1960 • 5,685 citations

Applied Nonparametric Statistics

1991 • 5,126 citations

Nonparametric Statistics

1957 • 2,933 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

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

Weekend Effects on Stock Returns: A Note

1982 • 438 citations

Vas Ist Das?

1983 • 433 citations

Predictability of Stock Market Prices.

1971 • 252 citations

A Further Investigation of the Weekend Effect in Stock Returns

1984 • 215 citations

A Theory of Common Stock Returns Over Trading and Non‐Trading Periods

1980 • 138 citations

Predictability of Stock Market Prices.

1971 • 109 citations

Sample size and Markowitz diversification

1983 • 8 citations