1 Chow, E. H., "Trading Returns for the Weekend Effect Using Intraday Data" 24 (24): 425-444, 2003
2 Hamilton, J., "Time Series Analysis" Princeton University Press 1994
3 Mankiw, N. G., "The Optimal Collection of Seigniorage" 20 : 327-342, 1987
4 Cross, F., "The Behavior of Stock Prices on Fridays and Mondays" 29 (29): 67-69, 1973
5 Fama, E. F., "The Behavior of Stock Market Prices" 38 : 34-105, 1965
6 Kendall, M. G., "The Analysis of Economic Time Series, Part I: Prices" 96 : 11-25, 1953
7 French, K., "Stock Returns and the Weekend Effect" 8 : 55-69, 1980
8 French, K., "Stock Return Variances: The Arrival of Information and the Reaction of Traders" 17 : 5-26, 1986
9 Fields, M. J., "Stock Prices: AProblem in Verification" 4 : 415-418, 1931
10 Hall, R. E., "Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence" 86 (86): 971-988, 1978
1 Chow, E. H., "Trading Returns for the Weekend Effect Using Intraday Data" 24 (24): 425-444, 2003
2 Hamilton, J., "Time Series Analysis" Princeton University Press 1994
3 Mankiw, N. G., "The Optimal Collection of Seigniorage" 20 : 327-342, 1987
4 Cross, F., "The Behavior of Stock Prices on Fridays and Mondays" 29 (29): 67-69, 1973
5 Fama, E. F., "The Behavior of Stock Market Prices" 38 : 34-105, 1965
6 Kendall, M. G., "The Analysis of Economic Time Series, Part I: Prices" 96 : 11-25, 1953
7 French, K., "Stock Returns and the Weekend Effect" 8 : 55-69, 1980
8 French, K., "Stock Return Variances: The Arrival of Information and the Reaction of Traders" 17 : 5-26, 1986
9 Fields, M. J., "Stock Prices: AProblem in Verification" 4 : 415-418, 1931
10 Hall, R. E., "Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence" 86 (86): 971-988, 1978
11 Barro, R. J., "On the Determination of the Public Debt" 87 (87): 940-971, 1979
12 Diebold, F. X., "Nonparametric Exchange Rate Prediction?" 28 (28): 315-332, 1990
13 Rogalski, R. J., "New Findings Regarding DayoftheWeek Returns Over Trading and Nontrading Periods: A Note" 1603-1614, 1984
14 Bobkoski, M. J., "Hypothesis Testing in Nonstationary Time Series" University of Wisconsin 1983
15 Litterman, R., "Forecasting with Bayesian Vector AutoregressionsFive Years of Experience" 4 : 25-38, 1986
16 Doan, T., "Forecasting and Policy Analysis Using Realistic Prior Distributions" 3 (3): 1-100, 1984
17 Fama, E. F., "Efficient Capital Markets: A Review of Theory and Empirical Work" 25 (25): 383-417, 1970
18 Gibbons, M. R., "Day of the Week Effects and Asset Returns" 54 (54): 579-596, 1981
19 Engle, R., "Autoregressive Conditional Heteroscedasticity with Estimates of Variance of United Kingdom Inflation" 50 : 987-1008, 1982
20 Tsiakas, I., "Analysis of the Predictive Ability of Information Accumulated over Nights, Weekends and Holidays" 2004
21 Connoly, R. A., "An Examination of the Robustness of the Weekend Effect" 24 (24): 133-169, 1989
22 Harris, L., "A Transactions Data Study of Weekly and Intra Daily Patterns in Stock Returns" 16 (16): 99-117, 1986