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Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market. (2010). Kaplanski, Guy ; Levy, Haim.
In: Journal of Financial and Quantitative Analysis.
RePEc:cup:jfinqa:v:45:y:2010:i:02:p:535-553_00.

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  23. On the relation between Pandemic Disease Outbreak News and Crude oil, Gold, Gold mining, Silver and Energy Markets. (2021). Shaikh, Imlak.
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    RePEc:vuw:vuwecf:1994.

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  8. THE SEASONALITY OF MARKET INTEGRATION: CASE OF INDONESIAN STOCK MARKETS. (2011). Herwany, Aldrin ; Brahmana, Rayenda.
    In: 2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding.
    RePEc:cms:2icb11:2011-439.

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  9. An investigation of the weekend effect during different market orientations. (2010). S P Uma Rao, ; Fuller, Phillip ; Boudreaux, Denis.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:34:y:2010:i:3:p:257-268.

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  10. The impact of daily return limit and segmented clientele on stock returns in China. (2010). Kamesaka, Akiko ; Yu, Xiaoyan ; Ben-Zion, Uri ; Kedar-Levy, Haim.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:4:p:223-236.

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  11. Individual investors surpass their reputation: Trading behaviour on the Polish futures market. (2010). Goodfellow, Christiane ; Bohl, Martin T. ; Bialkowski, Jedrzej .
    In: Economic Systems.
    RePEc:eee:ecosys:v:34:y:2010:i:4:p:480-492.

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  12. The Monday effect in U.S. cotton prices. (2009). Keef, Stephen ; Zhu, Hui.
    In: Agribusiness.
    RePEc:wly:agribz:v:25:y:2009:i:3:p:427-448.

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  13. Investigation about the presence of the day – of - the - week effect in the Bucharest Stock Exchange. (2009). Stefanescu, Razvan ; DUMITRIU, Ramona ; NISTOR, Costel .
    In: MPRA Paper.
    RePEc:pra:mprapa:41749.

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  14. Does Internet access to official data display any regularity: case of the Electronic Data Delivery System of the Central Bank of Turkey. (2009). Yücel, Mustafa ; Tokel, Emre.
    In: MPRA Paper.
    RePEc:pra:mprapa:15704.

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  15. Calendar Anomalies: The Case of International Property Shares. (2009). Ben-Hamo, Yair ; Brounen, Dirk.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:38:y:2009:i:2:p:115-136.

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  16. Japanese day-of-the-week return patterns: New results. (2009). Oppenheimer, Henry R. ; Boynton, Wentworth ; Reid, Sean F..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:20:y:2009:i:1:p:1-12.

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  17. The dynamics of the Monday effect in international stock indices. (2009). Khaled, Mohammed ; Keef, Stephen ; Zhu, Hui.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:18:y:2009:i:3:p:125-133.

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  18. Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US. (2008). Savva, Christos ; Osborn, Denise ; Gill, Len .
    In: Journal of Financial Econometrics.
    RePEc:oup:jfinec:v:6:y:2008:i:3:p:307-325.

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  19. The day-of-the-week effect and conditional volatility: Sensitivity of error distributional assumptions. (2008). Saadi, Samir ; Rahman, Abdul ; Baker, Kent H..
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:17:y:2008:i:4:p:280-295.

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  20. Hourly index return autocorrelation and conditional volatility in an EAR-GJR-GARCH model with generalized error distribution. (2008). Chen, Carl R. ; Su, Yuli ; Huang, Ying.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:4:p:789-798.

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  21. Day-of-the-Week Effect on the Bursa (Bourse) Malaysia: Further Evidence from Robust Estimations.. (2007). MAHMOOD, WAN MANSOR ; Wan Mahmood, Wan Mansor, ; Zainal Abidin, Shahida Nadia, .
    In: MPRA Paper.
    RePEc:pra:mprapa:13326.

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  22. Return autocorrelation anomalies in two European stock markets. (2007). Blandon, Jose Garcia.
    In: Revista de Analisis Economico – Economic Analysis Review.
    RePEc:ila:anaeco:v:22:y:2007:i:1:p:59-70.

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  23. On the behavioral differences between professional and amateur investors after the weekend. (2007). Venezia, Itzhak ; Shapira, Zur.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:5:p:1417-1426.

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  24. The Disappearing Calendar Anomalies in the Singapore Stock Market. (2006). Wong, Wing-Keung ; Agarwal, Aman .
    In: Lahore Journal of Economics.
    RePEc:lje:journl:v:11:y:2006:i:2:p:123-139.

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  25. The Friday Effect in European Securitized Real Estate Index Returns. (2006). Marquering, Wessel ; Lenkkeri, Veera ; Strunkmann-Meister, Ben .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:33:y:2006:i:1:p:31-50.

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  26. An analysis of private investors stock market return forecasts. (2005). Theissen, Erik.
    In: CFR Working Papers.
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  27. Day-of-the-week effects in the pre-holiday returns of the Standard & Poors 500 stock index. (2005). Keef, Stephen ; Roush, Melvin L..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:2:p:107-119.

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  28. Day-of-the-week effects: New Zealand bank bills, 1985-2000. (2004). Keef, Stephen ; Roush, Melvin L..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:12:p:859-873.

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  29. Information processing and the UK weekend effect: do investors cut their losses on Mondays?. (2004). Steeley, James.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:11:y:2004:i:14:p:895-899.

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  30. The Reversing Weekend Effect: Evidence from the U.S. Equity Markets. (2004). Gu, Anthony Yanxiang.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:22:y:2004:i:1:p:5-14.

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  31. Kurseinfluss mittlerer und großer Transaktionen am deutschen Aktienmarkt. (2003). Oehler, Andreas ; Hacker, Mirko .
    In: Discussion Papers.
    RePEc:zbw:bamfin:20.

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  32. The reverse weekend effect: the U.S. market versus international markets. (2003). Schulman, Craig ; Liu, PU ; Brusa, Jorge .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:12:y:2003:i:3:p:267-286.

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  33. New findings regarding return autocorrelation anomalies and the importance of non-trading periods. (2001). Garcia-Blandon, Josep.
    In: Economics Working Papers.
    RePEc:upf:upfgen:585.

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  34. The day-of-the-week regularity in the stock markets of China. (2001). Rui, Oliver ; Chen, Gongmeng ; Kwok, Chuck C. Y., .
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:11:y:2001:i:2:p:139-163.

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  35. The impact of public information on investors. (2001). Nofsinger, John R..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:7:p:1339-1366.

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  36. Federal Open Market Committee meetings and stock market performance. (2001). Tori, Cynthia Royal.
    In: Financial Services Review.
    RePEc:eee:finser:v:10:y:2001:i:1-4:p:163-171.

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  37. Elusive anomalies in the Brazilian stock market. (2001). Madureira, Leonardo ; Leal, Ricardo P. C., .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:10:y:2001:i:2:p:123-134.

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  38. VOLATILITY OF CASH CORN PRICES BY DAY-OF-THE-WEEK. (2000). Rudel, Richard K. ; McCamley, Francis.
    In: 2000 Annual meeting, July 30-August 2, Tampa, FL.
    RePEc:ags:aaea00:21873.

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  39. Losing Sleep at the Market: The Daylight Saving Anomaly. (2000). Levi, Maurice ; Kramer, Lisa ; Kamstra, Mark.
    In: American Economic Review.
    RePEc:aea:aecrev:v:90:y:2000:i:4:p:1005-1011.

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  40. Are stock returns different over weekends? a jump diffusion analysis of the weekend effect. (1999). Fortune, Peter .
    In: New England Economic Review.
    RePEc:fip:fedbne:y:1999:i:sep:p:3-19.

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  41. Weekends can be rough: revisiting the weekend effect in stock prices. (1998). Fortune, Peter .
    In: Working Papers.
    RePEc:fip:fedbwp:98-6.

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  42. Closed-end funds and sentiment risk. (1998). Severn, Alan K..
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:7:y:1998:i:1:p:103-119.

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  43. US day-of-the-week effects and asymmetric responses to macroeconomic news. (1998). Chang, Eric C. ; Ravichandran, R. ; Pinegar, Michael J..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:22:y:1998:i:5:p:513-534.

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  44. A Tax-Free Exploitation of the Turn-of-the-Month Effect: C.R.E.F.. (1998). Kunkel, Robert A. ; Compton, William S..
    In: Financial Services Review.
    RePEc:eee:finser:v:7:y:1998:i:1:p:11-23.

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  45. The individual investor and the weekend effect: A reexamination with intraday data. (1997). Kim, Hong Shik ; Brooks, Raymond M..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:37:y:1997:i:3:p:725-737.

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  46. Mean reversion in asset returns with varying debt and equity components: Evidence and implications from preferred stock. (1997). Chen, Carl R. ; Sauer, David A..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:37:y:1997:i:3:p:683-696.

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  47. Interday variations in volume, variance and participation of large speculators. (1997). Schachter, Barry ; Chang, Eric C. ; Pinegar, Michael J..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:21:y:1997:i:6:p:797-810.

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  48. The day-of-the-week effect: The international evidence. (1996). Dubois, M. ; Louvet, P..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:20:y:1996:i:9:p:1463-1484.

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  49. Informational Efficiency of the Istanbul Securities Exchange and Some Rationale for Public Regulation. (1995). Balaban, Ercan.
    In: Discussion Papers.
    RePEc:tcb:dpaper:9502.

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  50. Day of the Week Effects : New Evidence from an Emerging Stock Market. (1994). Balaban, Ercan.
    In: Discussion Papers.
    RePEc:tcb:dpaper:9410.

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