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Finance Research Letters, ISSN 1544-6123, 12/2019, Volume 31, pp. 258 - 269
•This paper examines the day of the week effect in the cryptocurrency market.•It using a variety of statistical techniques – as well as a trading simulation... 
Day of the week effect | Anomaly | Cryptocurrency | Efficient Market Hypothesis | Bitcoin | Trading strategy | BUSINESS, FINANCE | OF-THE-WEEK | PRICES | RETURNS
Journal Article
Scientometrics, ISSN 0138-9130, 11/2018, Volume 117, Issue 2, pp. 887 - 918
The particular day of the week when an event occurs seems to have unexpected consequences. For example, the day of the week when a paper is submitted to a peer... 
GIS | Day of the week effect | DWE | Peer reviewed journals | Seasonal effects | TIME | WRITE | COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS | SEASONAL BIAS | EDITORIAL DECISIONS | SCIENTIFIC PRODUCTION | SUBMIT | INFORMATION SCIENCE & LIBRARY SCIENCE | TECHNOLOGY | Seasonal variations | Econometric analysis | Econometrics | Editors | Journals | Computer Science - Digital Libraries
Journal Article
Journal Article
Borsa Istanbul Review, ISSN 2214-8450, 03/2020, Volume 20, Issue 1, pp. 55 - 63
The day of the week effect is one of the regularities observed in financial markets which suggests that Friday returns are higher than Monday returns. One of... 
Day of the week effect | Weekend effect | Monday effect | Settlement date | Interest rates
Journal Article
Review of Industrial Organization, ISSN 0889-938X, 11/2017, Volume 51, Issue 3, pp. 315 - 341
Journal Article
Research in International Business and Finance, ISSN 0275-5319, 10/2019, Volume 49, pp. 127 - 136
[Display omitted] This study investigates the day-of-the-week effect on both return and volatility of Bitcoin (BTC) from January 2013 to December 2018 using... 
Stochastic volatility | Day-of-the-week effect | Bitcoin | Bayesian | STOCK RETURNS | GOLD | BUSINESS, FINANCE | MARKET VOLATILITY | PATTERNS | DOLLAR | Stock markets | Price indexes | Foreign exchange
Journal Article
Journal of Happiness Studies, ISSN 1389-4978, 10/2019, Volume 20, Issue 7, pp. 2101 - 2124
The weekly peak of mood has fascinated academics and the mass public alike. However, this phenomenon has not been explored from a global perspective. By... 
Personality and Social Psychology | Happiness | Social Sciences | Philosophy, general | Positive Psychology | Comparative research | Quality of Life Research | Religion | Day-of-the-week effect | Economics, general | Income distribution | Christians | Data collection | Worldview | Christianity | General public | Emotions | Wealth
Journal Article
European Journal of Operational Research, ISSN 0377-2217, 2010, Volume 202, Issue 1, pp. 143 - 152
Journal Article
Journal of Economics and Finance, ISSN 1055-0925, 10/2018, Volume 42, Issue 4, pp. 727 - 745
We examine Day-of-the-Week Effect anomaly and volatility in returns on Ghana Stock Exchange (GSE) and Nairobi Stock Exchange (NSE) using daily closing price... 
Economics | D53 | B26 | Day of the week effect | Ghana stock exchange | Macroeconomics/Monetary Economics//Financial Economics | G14 | Nairobi stock exchange | Economics, general | Finance, general | Efficient markets | Stock exchanges | Volatility | International finance | Securities markets
Journal Article
Cogent Business & Management, ISSN 2331-1975, 12/2016, Volume 3, Issue 1
In this paper, we examine empirically the day-of-the-week effect on the Tunisian stock exchange index (TUNINDEX) return and volatility. We use three... 
TUNINDEX | day of the week | T-GARCH | returns | GARCH | E-GARCH | volatility | Quantitative Finance
Journal Article
Journal of Empirical Finance, ISSN 0927-5398, 2011, Volume 18, Issue 3, pp. 447 - 460
Journal Article
Finance Research Letters, ISSN 1544-6123, 03/2019, Volume 28, pp. 221 - 226
•A new approach to test for financial contagion.•It accounts for the existence of day-of-the-week effects in return spillovers and contagion.•We analyse... 
Day-of-the-week effect | Financial contagion | Financial crisis | BUSINESS, FINANCE | TRANSMISSION | STOCK-MARKET CONTAGION | CRISIS | VOLATILITY
Journal Article
Journal of Economics and Finance, ISSN 1055-0925, 7/2014, Volume 38, Issue 3, pp. 407 - 437
The aim of this study is to determine whether the DOW effect still exists, and to evaluate empirically the explanations of the DOW effect for international... 
Finance/Investment/Banking | Economics general | Market Efficiency | Financial Economics | Market Anomaly | Day-of-the-Week Effect | G15 | G14 | Economics / Management Science | Investment analysis | Analysis | Studies | Stock exchanges | Rates of return | Securities markets
Journal Article
African Journal of Economic and Management Studies, ISSN 2040-0705, 06/2018, Volume 9, Issue 2, pp. 197 - 212
Purpose The presence of a day-of-the-week effect has been investigated by many researchers over many years, using a variety of financial data and methods.... 
Day-of-the-week effect | GARCH | JSE indices | Volatility | Studies | Efficient markets | Stock exchanges | Stock market | Methods | Securities markets
Journal Article
Sociologický časopis / Czech Sociological Review, ISSN 0038-0288, 2018, Volume 54, Issue 3, pp. 371 - 399
Journal Article
Quarterly Review of Economics and Finance, ISSN 1062-9769, 02/2014, Volume 54, Issue 1, pp. 51 - 60
•Spread determinants and day-of-the-week effects are examined on the NYSE.•A panel cointegration model is applied.•Both short-run and long-run determinants of... 
Panel Error Correction | Day-of-the-week | Sectors | Bid-ask spread
Journal Article
Journal of Economics and Finance, ISSN 1055-0925, 7/2016, Volume 40, Issue 3, pp. 549 - 567
The day-of-the-week effect for the securitized real estate indices is investigated by employing daily data at the global, European and country level for the... 
Economics | Rolling regressions | C32 | Day-of-the-week effect | Macroeconomics/Monetary Economics//Financial Economics | GARCH | G14 | Data mining | Economics, general | Finance, general | Real estate indices | Real property | Studies | New stock market listings | Seasonal variations | Efficient markets | Institutional investments | Stock exchanges | Bias | Calendars | Stochastic models
Journal Article