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- B. Espen Eckbo & Knut Nygaard & Karin S. Thorburn, 2022. "Valuation Effects of Norway’s Board Gender-Quota Law Revisited," Management Science, INFORMS, vol. 68(6), pages 4112-4134, June.
- Panagiotis Schizas & Dimitrios D. Thomakos, 2015. "Market timing and trading strategies using asset rotation: non-neutral market positioning for exploiting arbitrage opportunities," Quantitative Finance, Taylor & Francis Journals, vol. 15(2), pages 285-298, February.
- Lisa A. Kramer & Mark J. Kamstra & Maurice D. Levi, 2000.
"Losing Sleep at the Market: The Daylight Saving Anomaly,"
American Economic Review, American Economic Association, vol. 90(4), pages 1005-1011, September.
- Kamstra, M.J. & Kramer, L.A. & Levi, M.D., 1998. "Losing Sleep at the Market: The Daylight-Savings Anomaly," Discussion Papers dp98-04, Department of Economics, Simon Fraser University.
- Diego Winkelried & Luis A. Iberico, 2018.
"Calendar effects in Latin American stock markets,"
Empirical Economics, Springer, vol. 54(3), pages 1215-1235, May.
- Iberico, Luis Antonio & Winkelried, Diego, 2015. "Calendar Effects in Latin American Stock Markets," Working Papers 2015-008, Banco Central de Reserva del Perú.
- P., Srinivasan & M., Kalaivani, 2013. "Day-of-the-Week Effects in the Indian stock market," MPRA Paper 46805, University Library of Munich, Germany.
- Sadia Anjum, 2020. "Impact of market anomalies on stock exchange: a comparative study of KSE and PSX," Future Business Journal, Springer, vol. 6(1), pages 1-11, December.
- Lauterbach, Beni & Ungar, Meyer, 1995. "Real vs. nominal stock return seasonalities: empirical evidence," International Review of Economics & Finance, Elsevier, vol. 4(2), pages 133-147.
- Swarn Chatterjee & Amy Hubble, 2016. "Day-Of-The-Week Effect In Us Biotechnology Stocks — Do Policy Changes And Economic Cycles Matter?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(02), pages 1-17, June.
- Olson, Dennis & Mossman, Charles & Chou, Nan-Ting, 2015. "The evolution of the weekend effect in US markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 56-63.
- Yingying Xu & Jichang Zhao, 2022. "Can sentiments on macroeconomic news explain stock returns? Evidence form social network data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2073-2088, April.
- Jones, Charles M. & Lamont, Owen & Lumsdaine, Robin L., 1998.
"Macroeconomic news and bond market volatility,"
Journal of Financial Economics, Elsevier, vol. 47(3), pages 315-337, March.
- Charles M. Jones & Owen Lamont & Robin L. Lumsdaine, "undated". "Macroeconomic News and Bond Market Volatility," CRSP working papers 333, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Charles M. Jones & Owen Lamont & Robin Lumsdaine, 1996. "Macroeconomic News and Bond Market Volatility," Home Pages _005, Princeton University, Department of Economics.
- Faryad Hussain & Kashif Hamid & Rana Shahid Imdad Akash & Majid Imdad Khan, 2011. "Day of the Week Effect and Stock Returns: (Evidence from Karachi Stock Exchange-Pakistan)," Far East Journal of Psychology and Business, Far East Research Centre, vol. 3(3), pages 25-31, April.
- Carlo Mari & Cristiano Baldassari, 2023. "Optimization of mixture models on time series networks encoded by visibility graphs: an analysis of the US electricity market," Computational Management Science, Springer, vol. 20(1), pages 1-23, December.
- Qadan, Mahmoud & Nisani, Doron & Eichel, Ron, 2022. "Irregularities in forward-looking volatility," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 489-501.
- Paul Alagidede & Theodore Panagiotidis, 2009. "Calendar Anomalies in the Ghana Stock Exchange," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(1), pages 1-23, April.
- Paul Alagidede & Theodore Panagiotidis, 2006. "Calendar Anomalies in an Emerging African Market: Evidence from the Ghana Stock Exchange," Discussion Paper Series 2006_13, Department of Economics, Loughborough University, revised Jun 2006.
- Gordon Tang, 1996. "Day-of-the-week effect on skewness and kurtosis: a direct test and portfolio effect," The European Journal of Finance, Taylor & Francis Journals, vol. 2(4), pages 333-351.
- Lee, Bong-Soo & Rui, Oliver M., 2002. "The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence," Journal of Banking & Finance, Elsevier, vol. 26(1), pages 51-78, January.
- Cumperayot, Phornchanok & Keijzer, Tjeert & Kouwenberg, Roy, 2006. "Linkages between extreme stock market and currency returns," Journal of International Money and Finance, Elsevier, vol. 25(3), pages 528-550, April.
- Fazal Husain, 1998.
"A Seasonality in the Pakistani Equity Market: The Ramadhan Effect,"
The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 37(1), pages 77-81.
- Husain, Fazal, 1998. "A Seasonality in the Pakistani Equity Market: The Ramadhan Effect," MPRA Paper 5032, University Library of Munich, Germany.
- Meher Shiva Tadepalli & Ravi Kumar Jain, 2018. "Persistence of calendar anomalies: insights and perspectives from literature," American Journal of Business, Emerald Group Publishing Limited, vol. 33(1/2), pages 18-60, May.
- Andrew Coutts & Christos Kaplanidis & Jennifer Roberts, 2000. "Security price anomalies in an emerging market: the case of the Athens Stock Exchange," Applied Financial Economics, Taylor & Francis Journals, vol. 10(5), pages 561-571.
- Chundakkadan, Radeef & Nedumparambil, Elizabeth, 2022. "In search of COVID-19 and stock market behavior," Global Finance Journal, Elsevier, vol. 54(C).
- Gonzalez-Perez, Maria T. & Guerrero, David E., 2013. "Day-of-the-week effect on the VIX. A parsimonious representation," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 243-260.
- Kollias Christos & Papadamou Stephanos & Psarianos Iacovos, 2014.
"Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests,"
Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 20(2), pages 1-26, April.
- Christos Kollias & Stephanos Papadamou, 2012. "Rogue State Behavior and Markets: The Financial Fallout of North Korean Nuclear Tests," Economics of Security Working Paper Series 67, DIW Berlin, German Institute for Economic Research.
- Al-Khazali, Osamah M., 2001. "Does the January effect exist in high-yield bond market?," Review of Financial Economics, Elsevier, vol. 10(1), pages 71-80.
- Vijay Singal & Jitendra Tayal, 2020. "Risky short positions and investor sentiment: Evidence from the weekend effect in futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(3), pages 479-500, March.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010.
"The Weekly Structure of US Stock Prices,"
CESifo Working Paper Series
3245, CESifo.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "The Weekly Structure of US Stock Prices," Discussion Papers of DIW Berlin 1077, DIW Berlin, German Institute for Economic Research.
- Leo Julianto & Irwan Adi Ekaputra, 2020. "Max-Effect in the Indonesian Market," Capital Markets Review, Malaysian Finance Association, vol. 28(2), pages 19-27.
- Ercan Balaban, 1995. "Informational Efficiency of the Istanbul Securities Exchange and Some Rationale for Public Regulation," Discussion Papers 9502, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Kaplanski, Guy & Levy, Haim, 2010. "Sentiment and stock prices: The case of aviation disasters," Journal of Financial Economics, Elsevier, vol. 95(2), pages 174-201, February.
- C.-S. Hsieh & C.-T. Chen, 2012. "Using stochastic dominance criterion to examine the day-of-the-week effect," Applied Financial Economics, Taylor & Francis Journals, vol. 22(14), pages 1207-1213, July.
- Erik Theissen, 2007.
"An analysis of private investors' stock market return forecasts,"
Applied Financial Economics, Taylor & Francis Journals, vol. 17(1), pages 35-43.
- Theissen, Erik, 2005. "An analysis of private investors' stock market return forecasts," CFR Working Papers 05-16, University of Cologne, Centre for Financial Research (CFR).
- Abdelkader Derbali & Slaheddine Hallara, 2016.
"Day-of-the-week effect on the Tunisian stock market return and volatility,"
Cogent Business & Management, Taylor & Francis Journals, vol. 3(1), pages 1147111-114, December.
- Abdelkader Derbali & Slaheddine Hallara, 2016. "Day of the week effect on the Tunisian stock market return and volatility," Post-Print hal-01696003, HAL.
- Nopphon Tangjitprom, 2010. "Preholiday returns and volatility in the Thai stock market," Asian Journal of Finance & Accounting, Macrothink Institute, vol. 2(2), pages 4154-4154, December.
- Lucey, Brian M., 2006. "Investigating the determinants of the Wednesday seasonal in Irish Equities," Research in International Business and Finance, Elsevier, vol. 20(1), pages 62-76, March.
- Stephen Keef & Melvin Roush, 2005. "Day-of-the-week effects in the pre-holiday returns of the Standard & Poor's 500 stock index," Applied Financial Economics, Taylor & Francis Journals, vol. 15(2), pages 107-119.
- Julius Marcus Reis & Leonard Grebe & Dirk Schiereck & Kerstin Hennig, 2023. "Is There Still a Day-of-the-Week Effect in the Real Estate Sector?," Oblik i finansi, Institute of Accounting and Finance, issue 3, pages 84-97, September.
- Burton G. Malkiel, 2003. "The Efficient Market Hypothesis and Its Critics," Journal of Economic Perspectives, American Economic Association, vol. 17(1), pages 59-82, Winter.
- Kalev, Petko S. & Pham, Linh T., 2009. "Intraweek and intraday trade patterns and dynamics," Pacific-Basin Finance Journal, Elsevier, vol. 17(5), pages 547-564, November.
- Chatzitzisi, Evanthia & Fountas, Stilianos & Panagiotidis, Theodore, 2021.
"Another look at calendar anomalies,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 823-840.
- Evanthia Chatzitzisi & Stilianos Fountas & Theodore Panagiotidis, 2019. "Another Look at Calendar Anomalies," Working Paper series 19-07, Rimini Centre for Economic Analysis.
- Evanthia Chatzitzisi & Stilianos Fountas & Theodore Panagiotidis, 2019. "Another Look at Calendar Anomalies," Discussion Paper Series 2019_02, Department of Economics, University of Macedonia, revised Feb 2019.
- Alvarez-Ramirez, J. & Rodriguez, E. & Espinosa-Paredes, G., 2012. "A partisan effect in the efficiency of the US stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4923-4932.
- Rasim Özcan & Asad ul Islam KHAN & Sundas Iftikhar, 2024. "Whether The Cr Whether The Crypto Market Is Efficient? E et Is Efficient? Evidence F vidence From Testing The Validity Of The Efficient Market Hypothesis," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(1), pages 113-132, March.
- Lee, Young-Sook, 2003. "The Federal funds market and the overnight Eurodollar market," Journal of Banking & Finance, Elsevier, vol. 27(4), pages 749-771, April.
- Steeley, James M., 2001. "A note on information seasonality and the disappearance of the weekend effect in the UK stock market," Journal of Banking & Finance, Elsevier, vol. 25(10), pages 1941-1956, October.
- Kliger, Doron & Levy, Ori, 2009. "Theories of choice under risk: Insights from financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 330-346, August.
- Gil-Alana, Luis A. & Cunado, Juncal & de Gracia, Fernando Perez, 2013. "Salient features of dependence in daily US stock market indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(15), pages 3198-3212.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019.
"Rise and fall of calendar anomalies over a century,"
The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 181-205.
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Rise and Fall of Calendar Anomalies over a Century," Working Papers 201902, University of Pretoria, Department of Economics.
- Gkillas, Konstantinos & Vortelinos, Dimitrios I. & Babalos, Vassilios & Wohar, Mark E., 2021. "Day-of-the-week effect and spread determinants: Some international evidence from equity markets," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 268-288.
- Lee, Deok-Hyeon & Min, Byoung-Kyu & Xiao, Yuchao, 2020. "Testing the mood seasonality hypothesis: Evidence from down under," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).
- Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae, 2007.
"Are there Monday effects in stock returns: A stochastic dominance approach,"
Journal of Empirical Finance, Elsevier, vol. 14(5), pages 736-755, December.
- Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae, 2006. "Are there Monday effects in stock returns: a stochastic dominance approach," LSE Research Online Documents on Economics 24520, London School of Economics and Political Science, LSE Library.
- Yoon-Jae Whang & Young-Hyun Cho & Oliver Linton, 2006. "Are there Monday effects in Stock Returns: A Stochastic Dominance Approach," FMG Discussion Papers dp568, Financial Markets Group.
- Das, Somnath & King, Alexander Z., 2021. "Measuring the informativeness of earnings announcements: The role of event windows," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 350-367.
- Anindya Ghose & Beibei Li & Siyuan Liu, 2019. "Mobile Targeting Using Customer Trajectory Patterns," Management Science, INFORMS, vol. 65(11), pages 5027-5049, November.
- Faheem Aslam & Ahmed Imran Hunjra & Tahar Tayachi & Peter Verhoeven & Yasir Tariq Mohmand, 2022. "Calendar Anomalies in Islamic Frontier Markets," SAGE Open, , vol. 12(2), pages 21582440221, May.
- Jakub Seidler, 2008. "Implied Market Loss Given Default: structural-model approach," Working Papers IES 2008/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2008.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020.
"Price gap anomaly in the US stock market: The whole story,"
The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Price Gap Anomaly in the US Stock Market: The Whole Story," Working Papers 201963, University of Pretoria, Department of Economics.
- Maxim Zagonov, 2011.
"Securitization and Bank Intermediation Function,"
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- Zagonov, Maxim, 2011. "Securitization and bank intermediation function," MPRA Paper 34961, University Library of Munich, Germany, revised Sep 2011.
- Wever, Jolle O. & Smid, Peter P.M. & Koning, Ruud H., 2002. "Pricing of convertible bonds with hard call features," Research Report 02E74, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Pei-Hwang Wei, 1992. "Intraday Variations In Trading Activity, Price Variability, And The Bid-Ask Spread," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 15(3), pages 265-276, September.
- Caporale, Guglielmo Maria & Plastun, Alex, 2019.
"The day of the week effect in the cryptocurrency market,"
Finance Research Letters, Elsevier, vol. 31(C).
- Guglielmo Maria Caporale & Alex Plastun, 2017. "The Day of the Week Effect in the Crypto Currency Market," Discussion Papers of DIW Berlin 1694, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Alex Plastun, 2017. "The Day of the Week Effect in the Crypto Currency Market," CESifo Working Paper Series 6716, CESifo.
- P. B. Solibakke, 2000. "Stock return volatility in thinly traded markets. An empirical analysis of trading and non-trading processes for individual stocks in the Norwegian thinly traded equity market," Applied Financial Economics, Taylor & Francis Journals, vol. 10(3), pages 299-310.
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"The day-of-the-week effects on the volatility: The role of the asymmetry,"
European Journal of Operational Research, Elsevier, vol. 202(1), pages 143-152, April.
- Amélie Charles, 2010. "The day-of-the week effects on the volatility: The role of the asymmetry," Post-Print hal-00771136, HAL.
- Hirshleifer, David & Jiang, Danling & DiGiovanni, Yuting Meng, 2020.
"Mood beta and seasonalities in stock returns,"
Journal of Financial Economics, Elsevier, vol. 137(1), pages 272-295.
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- Péter Farkas, 2013. "Counting Process Generated by Boundary-crossing Events. Theory and Statistical Applications," CEU Working Papers 2013_4, Department of Economics, Central European University.
- Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel, 2009. "Investigation about the presence of the day – of - the - week effect in the Bucharest Stock Exchange," MPRA Paper 41749, University Library of Munich, Germany, revised 19 Nov 2009.
- Vipul Kumar Singh, 2019. "Day-of-the-week effect of major currency pairs: new evidences from investors’ fear gauge," Journal of Asset Management, Palgrave Macmillan, vol. 20(7), pages 493-507, December.
- Philip Hans Franses & Richard Paap, 2000. "Modelling day-of-the-week seasonality in the S&P 500 index," Applied Financial Economics, Taylor & Francis Journals, vol. 10(5), pages 483-488.
- Kim, Sang W. & Rogers, John H., 1995.
"International stock price spillovers and market liberalization: Evidence from Korea, Japan, and the United States,"
Journal of Empirical Finance, Elsevier, vol. 2(2), pages 117-133, June.
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- Sang W. Kim & John H. Rogers, 1995. "International stock price spillovers and market liberalization: evidence from Korea, Japan, and the United States," International Finance Discussion Papers 499, Board of Governors of the Federal Reserve System (U.S.).
- Ghysels, E. & Jasiak, J., 1994.
"Stochastic Volatility and time Deformation: an Application of trading Volume and Leverage Effects,"
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- Menahem Rosenberg, 2004. "The Monthly Effect in Stock Returns and Conditional Heteroscedasticity," The American Economist, Sage Publications, vol. 48(2), pages 67-73, October.
- Kaustia, Markku & Rantapuska, Elias, 2013. "Does mood affect trading behavior?," SAFE Working Paper Series 4, Leibniz Institute for Financial Research SAFE.
- Jorge Brusa & Pu Liu & Craig Schulman, 2003. "The Weekend and ‘Reverse’ Weekend Effects: An Analysis by Month of the Year, Week of the Month, and Industry," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(5‐6), pages 863-890, June.
- Iraj J. Fooladi & John Rumsey, 2006. "Globalization and portfolio risk over time: The role of exchange rate," Review of Financial Economics, John Wiley & Sons, vol. 15(3), pages 223-236.
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