References
- Abraham , A. and Ikenberry , D. L. 1994 . The individual investor and the weekend effect . Journal of Financial and Quantitative Analysis , 29 : 263 – 277 .
- Agrawal , A. and Tandon , K. 1994 . Anomalies or illusions? Evidence from stock markets in eighteen countries . Journal of International Money and Finance , 13 : 83 – 106 .
- Aydoğan , K. 1994 . Hisse Senedi Fiyatlamasinda Aykiriliklar . Işletme ve Finans , 100 : 83 – 89 .
- Claessens , S. and Gooptu , S. , eds. 1993 . “ Portfolio investments in developing countries ” . In World Bank Discussion Papers Vol. 228 ,
- Cross , F. 1973 . The behaviour of stock prices on Friday and Monday . Financial Analysts Journal , 29 : 67 – 69 .
- Erbil , A. F. 1993 . Stock market seasonality in the ISE , Bilkent University . Unpublished MBA Thesis
- Errunza , V. R. 1994 . Emerging markets: some new concepts . Journal of Portfolio Management , Spring : 82 – 87 .
- French , K. 1980 . Stock returns and the weekend effect . Journal of Financial Economics , 8 : 55 – 70 .
- Gibbons , M. and Hess , P. 1981 . Day of the week effects and asset returns . Journal of Business , 54 : 579 – 596 .
- Jaffe , J. and Westerfield , R. 1985 . The week-end effect in common stock returns: the international evidence . Journal of Finance , 40 : 433 – 454 .
- Keim , D. and Stambaugh , R. 1984 . A further investigation of the weekend effect in stock returns . Journal of Finance , 39 : 819 – 835 .
- Lakanishok , J. and Levi , M. 1982 . Weekend effects in stock returns: a note . Journal of Finance , 37 : 883 – 889 .
- Smirlock , M. and Starks , L. 1986 . Day-of-the-week and intraday effects in stock returns . Journal of Financial Economics , 17 : 197 – 210 .