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Seasonal and Day-of-the-Week Effects in Four Emerging Stock Markets.. (1989). Rivoli, Pietra ; Aggarwal, Reena .
In: The Financial Review.
RePEc:bla:finrev:v:24:y:1989:i:4:p:541-50.

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  1. Calendar Anomalies in Islamic Frontier Markets. (2022). Hunjra, Ahmed ; Aslam, Faheem ; Tayachi, Tahar ; Verhoeven, Peter ; Mohmand, Yasir Tariq.
    In: SAGE Open.
    RePEc:sae:sagope:v:12:y:2022:i:2:p:21582440221097886.

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  2. Month-of-the-Year Effect: Empirical Evidence from Indian Stock Market. (2022). Parayitam, Satyanarayana ; Irudayasamy, Francis Gnanasekar ; Elangovan, Rajesh.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:29:y:2022:i:3:d:10.1007_s10690-021-09356-2.

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  3. Day-of-the-week effect and spread determinants: Some international evidence from equity markets. (2021). Wohar, Mark E ; Babalos, Vassilios ; Vortelinos, Dimitrios I ; Gkillas, Konstantinos.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:71:y:2021:i:c:p:268-288.

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  4. Tuesday Blues and the day-of-the-week effect in stock returns. (2021). Zhong, Angel ; Chiah, Mardy.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002028.

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  5. The January Effect and Lunar New Year Influences in Frontier Markets: Evidence from the Vietnam Stock Market. (2021). Friday, Swint H ; Truong, Loc Dong.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2021-02-4.

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  7. The effect of oil and stock price volatility on firm level investment: The case of UK firms. (2020). Alaali, Fatema.
    In: Energy Economics.
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  8. Day-of-the-week effect of major currency pairs: new evidences from investors’ fear gauge. (2019). Singh, Vipul Kumar.
    In: Journal of Asset Management.
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  9. Weekend effect and financial characteristics: is there any relation in Latin America?. (2019). Delfino, Cinzia ; Mongrut, Samuel.
    In: Remef - The Mexican Journal of Economics and Finance.
    RePEc:imx:journl:v:14:y:2019:i:pnea:p:509-525.

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  10. Market specific seasonal trading behavior in NASDAQ OMX electricity options. (2019). Rothovius, Timo ; Nikkinen, Jussi.
    In: Journal of Commodity Markets.
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  11. Price-Based Investment Strategies. (2018). Shemer, Jacob Koby ; Zaremba, Adam.
    In: Springer Books.
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  12. Seasonal anomalies in advanced emerging stock markets. (2017). Docherty, Paul ; Seif, Mostafa ; Shamsuddin, Abul.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:66:y:2017:i:c:p:169-181.

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  13. Day of the Week Effect in biotechnology stocks: An Application of the GARCH processes. (2017). Chatterjee, Swarnankur.
    In: Papers.
    RePEc:arx:papers:1701.07175.

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  14. Calendar anomalies: Review of literature. (2017). Taib, Hasniza Mohd ; Irshad, Hira.
    In: Journal of Advances in Humanities and Social Sciences.
    RePEc:apb:jahsss:2017:p:303-310.

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  15. DAY-OF-THE-WEEK EFFECT IN US BIOTECHNOLOGY STOCKS — DO POLICY CHANGES AND ECONOMIC CYCLES MATTER?. (2016). Chatterjee, Swarnankur ; Hubble, Amy .
    In: Annals of Financial Economics (AFE).
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  16. Day-of-the-week effect on the Tunisian stock market return and volatility. (2016). Derbali, Abdelkader ; McMillan, David ; Hallara, Slaheddine.
    In: Cogent Business & Management.
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  17. Short sales and the weekend effect—Evidence from a natural experiment. (2015). Ma, Tongshu ; Gao, Pengjie ; Kalcheva, Ivalina ; Hao, Jia .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:26:y:2015:i:c:p:85-102.

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  18. The day-of-the-week effect revisited: international evidence. (2014). Dicle, Mehmet ; Levendis, John.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:38:y:2014:i:3:p:407-437.

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  19. The Day of the Week effect on stock market returns and volatility: Evidence from Nigeria and South Africa.. (2013). Ndako, Umar.
    In: MPRA Paper.
    RePEc:pra:mprapa:48076.

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  20. An Econometric Analysis of Market Anomaly - Day of the Week Effect on a Small Emerging Market. (2013). Angelovska, Julijana.
    In: International Journal of Academic Research in Accounting, Finance and Management Sciences.
    RePEc:hur:ijaraf:v:3:y:2013:i:1:p:314-322.

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  21. Price limit bands, asymmetric volatility and stock market anomalies: Evidence from emerging markets. (2013). Farag, Hisham.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:24:y:2013:i:1:p:85-97.

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  22. Day-of-the-week effect on the VIX. A parsimonious representation. (2013). Guerrero, David ; Gonzalez-Perez, Maria T..
    In: The North American Journal of Economics and Finance.
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  23. WTO membership, ownership deregulation, and market efficiency: evidence from China. (2012). Turk Ariss, Rima ; Rezvanian, Rasoul ; Mehdian, Seyed M..
    In: Applied Financial Economics.
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  24. Does Past Information Help Predict Future Price Movements in Emerging Capital Markets? Evidence from the Colombo Securities Exchange. (2012). .
    In: South Asia Economic Journal.
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  25. Calendar Effects in the Stock Market and a Practice Relatedn to the Istanbul Stock Exchange Market (ISEM). (2012). Eken, Mehmet Hasan ; Uner, Taylan Ozgur .
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2012:i:45:p:59-95.

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  26. The Effect of the Transparency Level of the ISE-Listed Banks on Liquidity. (2012). A. R. Zafer Sayar, ; Kaymaz, Onder ; Alp, Ali .
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2012:i:45:p:27-58.

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  27. The Effects of Free Float Ratios on Market Performance: An Empirical Study on the Istanbul Stock Exchange. (2012). Bostanci, Faruk ; Kilic, Saim .
    In: Istanbul Stock Exchange Review.
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  28. Does the day-of-the-week effect on volatility improve the volatility forecasts?. (2010). CHARLES, Amelie.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:17:y:2010:i:3:p:257-262.

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  29. Cross-cultural differences in seasonality. (2010). Bley, Jorg ; Saad, Mohsen.
    In: International Review of Financial Analysis.
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  30. 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.
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  31. Calendar Effects in the Stock Market and a Practice Relatedn to the Istanbul Stock Exchange Market (ISEM). (2010). Eken, Mehmet Hasan ; Uner, Taylan Ozgur .
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2010:i:45:p:59-95.

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  32. The Effect of the Transparency Level of the ISE-Listed Banks on Liquidity. (2010). A. R. Zafer Sayar, ; Kaymaz, Onder ; Alp, Ali .
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2010:i:45:p:27-58.

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  33. The Effects of Free Float Ratios on Market Performance: An Empirical Study on the Istanbul Stock Exchange. (2010). Bostanci, Faruk ; Kilic, Saim .
    In: Istanbul Stock Exchange Review.
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  34. Market Timing the Trading of International Mutual Funds: Weekend, Weekday and Serial Correlation Strategies. (2010). Varela, Oscar ; Mazumder, M. Imtiaz ; Miller, Edward M..
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  35. EMPIRICAL EVIDENCE FOR DAY OF THE WEEK EFFECT IN AN EMERGING MARKET: THE TURKISH CASE. (2009). Kaya, Huseyin ; Elik, Sadullah .
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  36. Calendar Effects and Seasonality on Returns and Volatility. (2009). Giovanis, Eleftherios.
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  37. The Month-of-the-year Effect: Evidence from GARCH models in Fifty Five Stock Markets. (2009). Giovanis, Eleftherios.
    In: MPRA Paper.
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  38. Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB. (2009). Giovanis, Eleftherios.
    In: MPRA Paper.
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  39. 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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  40. International day-of-the-week effects: An empirical examination of iShares. (2008). Mazumder, M. Imtiaz ; Miller, Edward M. ; Chu, Ting-Heng ; Prather, Larry J..
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  41. 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, .
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  42. Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach. (2007). Wong, Wing-Keung ; Smyth, Russell ; Lean, Hooi Hooi.
    In: Journal of Multinational Financial Management.
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  43. The Disappearing Calendar Anomalies in the Singapore Stock Market. (2006). Wong, Wing-Keung ; Agarwal, Aman .
    In: Lahore Journal of Economics.
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  44. The day-of-the-week effect in conditional correlation. (2006). Chandra, Mahendra.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:27:y:2006:i:3:p:297-310.

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  45. Seasonalities in Chinas Stock Markets; Cultural or Structural?. (2006). Ong, Li L ; Long, LI ; Li L Ong, ; Mitchell, Jason D.
    In: IMF Working Papers.
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  46. Testing the significance of calendar effects. (2005). Nason, James ; Lunde, Asger ; Hansen, Peter.
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  47. Monthly and semi-annual seasonality in the Irish equity market 1934-2000. (2004). lucey, brian ; Whelan, Shane.
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  48. The Reversing Weekend Effect: Evidence from the U.S. Equity Markets. (2004). Gu, Anthony Yanxiang.
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  49. The day-of-the-week effect in foreign exchange markets: multi-currency evidence. (2004). Yamori, Nobuyoshi ; Kurihara, Yutaka.
    In: Research in International Business and Finance.
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  50. Do bears and bulls swim across oceans? Market information transmission between greater China and the rest of the world. (2004). Firth, Michael ; Wang, Steven Shuye.
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  51. Land Inequality and the Origin of Divergence and Overtaking in the Growth Process: Theory and Evidence. (2004). Vollrath, Dietrich ; Moav, Omer ; Galor, Oded.
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  52. The day of the week effect on stock market volatility and volume: International evidence. (2003). Berument, Hakan ; Kiymaz, Halil.
    In: Review of Financial Economics.
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  53. The day of the week effect on stock market volatility and volume: International evidence. (2003). Berument, Hakan ; Kiymaz, Halil .
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  54. The reverse weekend effect: the U.S. market versus international markets. (2003). Schulman, Craig ; Liu, PU ; Brusa, Jorge .
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  55. The turn-of-the-month effect still lives: the international evidence. (2003). Kunkel, Robert A. ; Compton, William S. ; Beyer, Scott .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:12:y:2003:i:2:p:207-221.

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  56. Testing the Significance of Calendar Effects. (2003). Hansen, Peter.
    In: Working Papers.
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  57. Day of the Week Effects : Recent Evidence from Nineteen Stock Markets. (2002). Bayar, Asli ; Kan, Ozgur Berk.
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  58. Is There Seasonality in the Sensex Monthly Returns?. (2002). Pandey, Indra ; Pandey I M, .
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  59. Return and volatility behavior of dually-traded stocks: the case of Hong Kong. (2002). Rui, Oliver ; Firth, Michael ; Wang, Steven Shuye.
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  60. Positive feedback trading in emerging capital markets. (2001). Koutmos, Gregory ; Saidi, Reza.
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  61. Stock returns, seasonality and asymmetric conditional volatility in world equity markets. (2001). Bayar, Asli ; Balaban, Ercan.
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  62. The day of the week effect on stock market volatility. (2001). Berument, Hakan ; Kiymaz, Halil.
    In: Journal of Economics and Finance.
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  63. 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.
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  64. A Moving Average Comparison of the Tel-Aviv 25 and S&P 500 Stock Indices. (2001). Shachmurove, Yochanan ; Yagil, Joseph ; Benzion, Uri ; Ben Zion, Uri ; Klein, Paul .
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  65. An empirical test of individual and institutional trading patterns in Japan, Hong Kong, and Taiwan. (2000). Wang, Yung-Jang ; Walker, M..
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  66. Tests of technical trading strategies in the emerging equity markets of Latin America and Asia. (1999). Leal, Ricardo P. C., ; Ratner, Mitchell .
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  67. Return distributions and the day-of-the-week effects in the stock exchange of Thailand. (1998). Chakornpipat, Rinjai ; Kamath, Ravindra ; Chatrath, Arjun.
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  68. Weekly Pattern of Exchange Rate Risks: Evidence from Ten Asian-Pacific Currencies. (1998). .
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