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1. Month-of-the-Year Effect: Empirical Evidence from Indian Stock Market. (2022). Parayitam, Satyanarayana ; Irudayasamy, Francis Gnanasekar ; Elangovan, Rajesh.
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   RePEc:kap:apfinm:v:29:y:2022:i:3:d:10.1007_s10690-021-09356-2.

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2. Seasonal anomalies in advanced emerging stock markets. (2017). Docherty, Paul ; Seif, Mostafa ; Shamsuddin, Abul.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:66:y:2017:i:c:p:169-181.

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3. Day of the Week Effect in biotechnology stocks: An Application of the GARCH processes. (2017). Chatterjee, Swarnankur.
   In: Papers.
   RePEc:arx:papers:1701.07175.

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4. DAY-OF-THE-WEEK EFFECT IN US BIOTECHNOLOGY STOCKS — DO POLICY CHANGES AND ECONOMIC CYCLES MATTER?. (2016). Chatterjee, Swarnankur ; Hubble, Amy .
   In: Annals of Financial Economics (AFE).
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5. Day-of-the-week effect on the Tunisian stock market return and volatility. (2016). Derbali, Abdelkader ; McMillan, David ; Hallara, Slaheddine.
   In: Cogent Business & Management.
   RePEc:taf:oabmxx:v:3:y:2016:i:1:p:1147111.

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6. Short sales and the weekend effect—Evidence from a natural experiment. (2015). Ma, Tongshu ; Gao, Pengjie ; Kalcheva, Ivalina ; Hao, Jia .
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:26:y:2015:i:c:p:85-102.

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7. The day-of-the-week effect revisited: international evidence. (2014). Dicle, Mehmet ; Levendis, John.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:38:y:2014:i:3:p:407-437.

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8. The Day of the Week effect on stock market returns and volatility: Evidence from Nigeria and South Africa.. (2013). Ndako, Umar.
   In: MPRA Paper.
   RePEc:pra:mprapa:48076.

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9. Price limit bands, asymmetric volatility and stock market anomalies: Evidence from emerging markets. (2013). Farag, Hisham.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:24:y:2013:i:1:p:85-97.

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10. Day-of-the-week effect on the VIX. A parsimonious representation. (2013). Guerrero, David ; Gonzalez-Perez, Maria T..
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:25:y:2013:i:c:p:243-260.

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11. WTO membership, ownership deregulation, and market efficiency: evidence from China. (2012). Turk Ariss, Rima ; Rezvanian, Rasoul ; Mehdian, Seyed M..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:22:y:2012:i:3:p:177-195.

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12. Calendar Effects in the Stock Market and a Practice Relatedn to the Istanbul Stock Exchange Market (ISEM). (2012). Eken, Mehmet Hasan ; Uner, Taylan Ozgur .
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2012:i:45:p:59-95.

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13. The Effect of the Transparency Level of the ISE-Listed Banks on Liquidity. (2012). A. R. Zafer Sayar, ; Kaymaz, Onder ; Alp, Ali .
    In: Istanbul Stock Exchange Review.
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14. The Effects of Free Float Ratios on Market Performance: An Empirical Study on the Istanbul Stock Exchange. (2012). Bostanci, Faruk ; Kilic, Saim .
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    RePEc:bor:iserev:v:12:y:2012:i:45:p:1-26.

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15. Does the day-of-the-week effect on volatility improve the volatility forecasts?. (2010). CHARLES, Amelie.
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16. Cross-cultural differences in seasonality. (2010). Bley, Jorg ; Saad, Mohsen.
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17. The impact of daily return limit and segmented clientele on stock returns in China. (2010). Kamesaka, Akiko ; Yu, Xiaoyan ; Ben-Zion, Uri ; Kedar-Levy, Haim.
    In: International Review of Financial Analysis.
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18. Calendar Effects in the Stock Market and a Practice Relatedn to the Istanbul Stock Exchange Market (ISEM). (2010). Eken, Mehmet Hasan ; Uner, Taylan Ozgur .
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2010:i:45:p:59-95.

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19. The Effect of the Transparency Level of the ISE-Listed Banks on Liquidity. (2010). A. R. Zafer Sayar, ; Kaymaz, Onder ; Alp, Ali .
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2010:i:45:p:27-58.

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20. The Effects of Free Float Ratios on Market Performance: An Empirical Study on the Istanbul Stock Exchange. (2010). Bostanci, Faruk ; Kilic, Saim .
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2010:i:45:p:1-26.

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21. Market Timing the Trading of International Mutual Funds: Weekend, Weekday and Serial Correlation Strategies. (2010). Varela, Oscar ; Mazumder, M. Imtiaz ; Miller, Edward M..
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22. EMPIRICAL EVIDENCE FOR DAY OF THE WEEK EFFECT IN AN EMERGING MARKET: THE TURKISH CASE. (2009). Kaya, Huseyin ; Elik, Sadullah .
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23. Calendar Effects and Seasonality on Returns and Volatility. (2009). Giovanis, Eleftherios.
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24. The dynamics of the Monday effect in international stock indices. (2009). Khaled, Mohammed ; Keef, Stephen ; Zhu, Hui.
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25. International day-of-the-week effects: An empirical examination of iShares. (2008). Mazumder, M. Imtiaz ; Miller, Edward M. ; Chu, Ting-Heng ; Prather, Larry J..
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26. Day-of-the-Week Effect on the Bursa (Bourse) Malaysia: Further Evidence from Robust Estimations.. (2007). MAHMOOD, WAN MANSOR ; Wan Mahmood, Wan Mansor, ; Zainal Abidin, Shahida Nadia, .
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27. Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach. (2007). Wong, Wing-Keung ; Smyth, Russell ; Lean, Hooi Hooi.
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28. The Disappearing Calendar Anomalies in the Singapore Stock Market. (2006). Wong, Wing-Keung ; Agarwal, Aman .
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29. Seasonalities in Chinas Stock Markets; Cultural or Structural?. (2006). Ong, Li L ; Long, LI ; Li L Ong, ; Mitchell, Jason D.
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30. The Reversing Weekend Effect: Evidence from the U.S. Equity Markets. (2004). Gu, Anthony Yanxiang.
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31. The day-of-the-week effect in foreign exchange markets: multi-currency evidence. (2004). Yamori, Nobuyoshi ; Kurihara, Yutaka.
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32. Do bears and bulls swim across oceans? Market information transmission between greater China and the rest of the world. (2004). Firth, Michael ; Wang, Steven Shuye.
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33. Land Inequality and the Origin of Divergence and Overtaking in the Growth Process: Theory and Evidence. (2004). Vollrath, Dietrich ; Moav, Omer ; Galor, Oded.
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34. The day of the week effect on stock market volatility and volume: International evidence. (2003). Berument, Hakan ; Kiymaz, Halil .
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35. The reverse weekend effect: the U.S. market versus international markets. (2003). Schulman, Craig ; Liu, PU ; Brusa, Jorge .
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36. The turn-of-the-month effect still lives: the international evidence. (2003). Kunkel, Robert A. ; Compton, William S. ; Beyer, Scott .
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37. Testing the Significance of Calendar Effects. (2003). Hansen, Peter.
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38. Day of the Week Effects : Recent Evidence from Nineteen Stock Markets. (2002). Bayar, Asli ; Kan, Ozgur Berk.
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39. Is There Seasonality in the Sensex Monthly Returns?. (2002). Pandey, Indra ; Pandey I M, .
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40. Return and volatility behavior of dually-traded stocks: the case of Hong Kong. (2002). Rui, Oliver ; Firth, Michael ; Wang, Steven Shuye.
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41. Stock returns, seasonality and asymmetric conditional volatility in world equity markets. (2001). Bayar, Asli ; Balaban, Ercan.
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42. The day-of-the-week regularity in the stock markets of China. (2001). Rui, Oliver ; Chen, Gongmeng ; Kwok, Chuck C. Y., .
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43. A Moving Average Comparison of the Tel-Aviv 25 and S&P 500 Stock Indices. (2001). Shachmurove, Yochanan ; Yagil, Joseph ; Benzion, Uri ; Ben Zion, Uri ; Klein, Paul .
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44. An empirical test of individual and institutional trading patterns in Japan, Hong Kong, and Taiwan. (2000). Wang, Yung-Jang ; Walker, M..
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45. Tests of technical trading strategies in the emerging equity markets of Latin America and Asia. (1999). Leal, Ricardo P. C., ; Ratner, Mitchell .
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46. Return distributions and the day-of-the-week effects in the stock exchange of Thailand. (1998). Chakornpipat, Rinjai ; Kamath, Ravindra ; Chatrath, Arjun.
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47. Weekly Pattern of Exchange Rate Risks: Evidence from Ten Asian-Pacific Currencies. (1998). .
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48. Testing for seasonal patterns in conditional return volatility: evidence from Asia-Pacific markets. (1997). Clare, Andrew ; Garrett, Ian ; Jones, Greg .
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49. Day of the week effect in international portfolio diversification: January vs non-January. (1997). Kwok, K-h., ; Tang, G. Y. N., .
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