The Journal of Portfolio Management · 1988 · 37 citations · 9 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsTime Series AnalysisCapital MarketsFinancial Time Series AnalysisShort-term ForecastingStock MarketsTime Series ForecastingVolatility ModelingFinancial Time Series ForecastingPrice Pattern AnalysisSeasonal Price Patterns
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Stock returns and the weekend effect
Kenneth R. French · Journal of Financial Economics · 1980 · 2K citations
Size-related anomalies and stock return seasonality
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