Capitalizing on the weekend effect

Stock returns and the weekend effect

Kenneth R. French · Journal of Financial Economics · 1980 · 2K citations

Empirical Finance, Asset Pricing, Weekend Effect +4

Some anomalous evidence regarding market efficiency

Michael C. Jensen · Journal of Financial Economics · 1978 · 1.4K citations

Economics, Market Failure, Price Formation +5

Day of the Week Effects and Asset Returns

Michael R. Gibbons, Patrick J. Hess · The Journal of Business · 1981 · 1.2K citations

Empirical Finance, Economics, Financial Economics +10

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

Lawrence Harris · Journal of Financial Economics · 1986 · 821 citations

Asset Pricing, Market Trend, Accounting +7

The Behavior of Stock Prices on Fridays and Mondays

Frank B. Cross · Financial Analysts Journal · 1973 · 798 citations

Empirical Finance, Economics, Financial Economics +9