The wandering weekday effect in major stock markets.

By John R. Doyle, Catherine Huirong Chen. 2009

119 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/cb482fb528aaed8908a333a17d3890c2d588d330

Citations in the corpus

• PSEUDO-MATHEMATICS AND FINANCIALCHARLATANISM: THE EFFECTS OF BACKTEST OVERFITTING ONOUT-OF-SAMPLE PERFORMANCE (2014, unknown): “Doyle and Chen [4] study the “weekday effect” and conclude that it appears to “wander”.”