A Survey of the Monday Effect Literature

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Are there Monday effects in stock returns: a stochastic dominance approach (2007, background): “However, a number of studies have found that this does not explain the whole e¤ect, see Pettengill (2003).”
Weekends and Subjective Well-Being (2013, unknown): “Is there evidence to support the storied ‘Blue Monday’ effect often appearing in song and stories, and studies of the stock market (Pettengill 2003)? Are weekends happier or less happy, and why? Rossi and Rossi (1977) show that positive emotions are more frequent on weekends, but negative ones are n”
The wandering weekday effect in major stock markets. (2009, background): “Yet apparently the Monday effect was known to traders as far back as the 1920s (Pettengill, 2003).”