The day-of-the-Week effects of stock markets in different countries

By Jilin Zhang, Yongzeng Lai, Jianghong Lin. 2017

142 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/887c1a248a3a55e9803ee27d094188f4d29461fd

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Lateef Akanni
2. Afees A. Salisu

In Finance

1. Afees A. Salisu
2. Lateef Akanni

In Management Science and Operations Research

1. Afees A. Salisu
2. Lateef Akanni

Citations in the corpus

• Constructing a Global Fear Index for the COVID-19 Pandemic (2020, background): “One important feature of daily stock returns is that they tend to exhibit day-of-the-week effect (see Zhang, Lai, and Lin 2017 for a review of the literature).”