The Italian Stock Market: Efficiency and Calendar Anomalies

The General Theory of Employment, Interest and Money.

A. W. F., John Maynard Keynes · Journal Of The Royal Statistical Society · 1936 · 12.8K citations

Economics, Monetary Theory, Macroeconomics +5

The Behavior of Stock-Market Prices

Eugene F. Fama · The Journal of Business · 1965 · 8.6K citations

Market Microstructure, Economics, Financial Economics +7

Does the Stock Market Overreact?

Werner F. M. De Bondt, Richard H. Thaler · The Journal of Finance · 1985 · 7.1K citations

Empirical Finance, Behavioral Decision Making, Dramatic News Events +16

Stock returns and the weekend effect

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

Empirical Finance, Asset Pricing, Weekend Effect +4

Size-related anomalies and stock return seasonality

Donald B. Keim · Journal of Financial Economics · 1983 · 1.8K citations

Financial Economics, Asset Pricing, Size-related Anomalies +5