References
- Agrawal , A and Tandon , K . 1994 . Anomalies or illusions? Evidence from the stock markets in eighteen countries . Journal of International Money and Finance , 13 : 83 – 106 .
- Ariel , R . 1990 . High stock returns before holidays: existence and evidence on possible causes . Journal of Finance , 45 : 1611 – 26 .
- Balaban , E . 1995 . Day-of-the-week effects: new evidence from an emerging stock market . Applied Economics Letters , 2 : 139 – 43 .
- Bildik , R . 2001 . Day of the week effects in Turkish stock and money markets Working Paper, SSRN. Available at http://papers.ssrn.com/sol3/papers.cfm?abstract_id=259222 (accessed 15 December 2010)
- Bildik , R . 2004 . Are calendar anomalies still alive?: evidence from Istanbul Stock Exchange Working Paper, SSRN. Available at http://papers.ssrn.com/sol3/papers.cfm?abstractid=598904 (accessed 15 December 2010)
- Cadsby , CB and Ratner , M . 1992 . Turn-of-month and pre-holiday effects on stock returns: some international evidence . Journal of Banking and Finance , 16 : 497 – 509 .
- Chen , G , Kwok , CCY and Rui , OM . 2001 . The day-of-the-week regularity in the stock markets of China . Journal of Multinational Financial Management , 11 : 139 – 63 .
- Chen , H and Singal , V . 2003 . Role of speculative short sales in price formation: the case of the weekend effect . Journal of Finance , 58 : 685 – 705 .
- Choudhry , T . 2000 . Day of the week effect in emerging Asian stock markets: evidence from the GARCH model . Applied Financial Economics , 10 : 235 – 42 .
- Coutts , JA and Sheikh , MA . 2002 . The anomalies that aren’t there: the weekend, January, and pre-holiday effects on the All Gold Index on the Johannesburg Stock Exchange 1987–1997 . Applied Financial Economics , 12 : 863 – 71 .
- Gu , AY . 2003 . The declining January effect: evidences from the US equity markets . Quarterly Review of Economics and Finance , 43 : 395 – 404 .
- Harris , L . 1986 . A transaction data study of weekly and intradaily patterns in stock returns . Journal of Financial Economics , 16 : 99 – 117 .
- Hiraki , T and Maberly , ED . 1995 . Are pre-holiday returns in Tokyo really anomalous? If so, why? . Pacific-Basin Finance Journal , 3 : 93 – 111 .
- Jaffe , J and Westerfield , R . 1985 . Patterns in Japanese common stock returns: day of the week and turn of the year effects . Journal of Financial and Quantitative Analysis , 20 : 261 – 72 .
- Marquering , W , Nisser , J and Valla , T . 2006 . Disappearing anomalies: a dynamic analysis of the persistence of anomalies . Applied Financial Economics , 16 : 291 – 302 .
- Oğuzsoy , CB and Güven , S . 2003 . Stock returns and the day-of-the-week effect in the Istanbul Stock Exchange . Applied Economics , 35 : 959 – 71 .
- Oğuzsoy , CB and Güven , S . 2004 . Holydays effect on Istanbul Stock Exchange . Journal of Emerging Market Finance , 3 : 63 – 75 .
- Ortiz , C , Ramirez , G and Vicente , L . 2010 . Quarterly return patterns in the Spanish stock market . Applied Financial Economics , 20 : 1829 – 38 .
- Steeley , JM . 2001 . A note on information seasonality and the disappearance of the weekend effect in the UK stock market . Journal of Banking and Finance , 25 : 1941 – 56 .
- Zhang , Z , Sun , W and Wang , H . 2008 . A new perspective on financial anomalies in emerging market: the case of China . Applied Financial Economics , 18 : 1681 – 95 .