Weekend effect of stock markets

Raimund Alta, Ines Fortinb, Simon Weinbergev (2011). The Monday effect revisited: An alternative testing approach. Journal of Empirical Finance
Volume 18, Issue 3, June 2011, 447–460.

Among the more well-known anomalies are the size effect, the January effect, and the Monday effect.

cited by:

Calendar effects of the Chinese stock markets
JK Wang, U Ojiako, L Wang - International Journal of …, 2013 - inderscienceonline.com