Weekend and day of the week effects in returns on stock index futures

The pricing of commodity contracts

Fischer Black · Journal of Financial Economics · 1976 · 2.9K citations

Social Sciences, Contract Law, Economics +8

Stock returns and the weekend effect

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

Business, Economics, Finance +14

Day of the Week Effects and Asset Returns

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

Business, Economics, Finance +12

A Further Investigation of the Weekend Effect in Stock Returns

Donald B. Keim, Robert F. Stambaugh · The Journal of Finance · 1984 · 813 citations

Business, Business Economics, Economics +12

The Behavior of Stock Prices on Fridays and Mondays

Frank B. Cross · Financial Analysts Journal · 1973 · 807 citations

Business, Economics, Finance +8