1. Aggarwal, A., & Rivoli, P. (1989). Seasonal and day of the week effect in four emerging stock markets. Financial Review, 24(4), 541–550.
2. Aggarwal, A., & Tandon, K. (1994). Anomalies or illusions? Evidence from stock markets in eighteen countries. Journal of International Money and Finance, 13(1), 83–106.
3. Ariel, R. (1987). A monthly effect in stock returns. Journal of Financial Economics, 18(1), 161–174.
4. Berument, H., & Kiymaz, H. (2001). The day of the week effect on stock market volatility. Journal of Economics and Finance, 25(2), 181–193.
5. Boudreaux, D. O. (1995). The monthly effect in international stock markets: evidence and implications. Journal of Financial and Strategic Decisions, 8(1), 15–20.