@incollection{,
	
					
					
					40887C2EA7E13BF5D9290F97FB1AB172
				,
	author={{XiangGao} and {ShouhaoLi} and {Illinois Institute of Technology}},
	journal={{Global Journal of Management and Business Research}},
	journal={{GJMBR}}2249-45880975-585310.34257/GJMBR,
	address={Cambridge, United States},
	publisher={Global Journals Organisation}1942540
}

@incollection{b0,
	
	
		,
	title={{Seasonal and day-of-the-week effects in four emerging stock markets}}
		,
	author={{
			RAggarwal
		} and {
			PRivoli
		}}
		
	
	
		,
	journal={{Financial Review}}
		
			24
			
			,
	year={1989}
		
	

}

@incollection{b1,
	
	
		,
	title={{Anomalies or illusions? Evidence from stock markets in eighteen countries}}
		,
	author={{
			AAgrawal
		} and {
			KTandon
		}}
		
	
	
		,
	journal={{Journal of International Money and Finance}}
		
			13
			
			,
	year={1994}
		
	

}

@incollection{b2,
	
	
		,
	title={{A monthly effect in stock returns}}
		,
	author={{
			RAAriel
		}}
	
	
		,
	journal={{Journal of Financial Economics}}
		
			18
			
			,
	year={1987}
		
	

}

@incollection{b3,
	
	
		,
	title={{Turn-of-month and pre-holiday effects on stock returns: Some international evidence}}
		,
	author={{
			CBCadsby
		} and {
			MRatner
		}}
		
	
	
		,
	journal={{Journal of Banking & Finance}}
		
			16
			
			,
	year={1992}
		
	

}

@incollection{b4,
	
	
		,
	title={{Day of the week effects on stock returns: International evidence}}
		,
	author={{
			LCondoyanni
		} and {
			JO'hanlon
		} and {
			CWWard
		}}
		
		
	
	
		,
	journal={{Journal of Business Finance & Accounting}}
		
			14
			
			,
	year={1987}
		
	

}

@incollection{b5,
	
	
		,
	title={{Seasonality in the Risk-Return relationship: Some international evidence}}
		,
	author={{
			ACorhay
		} and {
			GHawawini
		} and {
			PMichel
		}}
		
		
	
	
		,
	journal={{The Journal of Finance}}
		
			42
			
			,
	year={1987}
		
	

}

@incollection{b6,
	
	
		,
	title={{The wandering weekday effect in major stock markets}}
		,
	author={{
			JRDoyle
		} and {
			CHChen
		}}
		
	
	
		,
	journal={{Journal of Banking & Finance}}
		
			33
			
			,
	year={2009}
		
	

}

@incollection{b7,
	
	
		,
	title={{On interpreting security returns during the ex-dividend period}}
		,
	author={{
			KMEades
		} and {
			PJHess
		} and {
			EHKim
		}}
		
		
	
	
		,
	journal={{Journal of Financial Economics}}
		
			13
			
			,
	year={1984}
		
	

}

@incollection{b8,
	
	
		,
	title={{Stock returns and the weekend effect}}
		,
	author={{
			KRFrench
		}}
	
	
		,
	journal={{Journal of Financial Economics}}
		
			8
			
			,
	year={1980}
		
	

}

@incollection{b9,
	
	
		,
	title={{The fiscal and monetary linkage between stock returns and inflation}}
		,
	author={{
			RGeske
		} and {
			RRoll
		}}
		
	
	
		,
	journal={{The Journal of Finance}}
		
			38
			
			,
	year={1983}
		
	

}

@incollection{b10,
	
	
		,
	title={{Year-End Tax-Induced Sales and Stock Market Seasonality}}
		,
	author={{
			DGivoly
		} and {
			AOvadia
		}}
		
	
	
		,
	journal={{The Journal of Finance}}
		
			38
			
			,
	year={1983}
		
	

}

@incollection{b11,
	
	
		,
	title={{Ex-day behavior with dividend preference and limitations to shortterm arbitrage: The case of Swedish lottery bonds}}
		,
	author={{
			RCGreen
		} and {
			KRydqvist
		}}
		
	
	
		,
	journal={{Journal of Financial Economics}}
		
			53
			
			,
	year={1999}
		
	

}

@incollection{b12,
	
	
		,
	title={{Stock market seasonality: International evidence}}
		,
	author={{
			MNGultekin
		} and {
			NBGultekin
		}}
		
	
	
		,
	journal={{Journal of Financial Economics}}
		
			12
			
			,
	year={1983}
		
	

}

@incollection{b13,
	
	
		,
	title={{Is there a monthly effect in stock market returns? Evidence from foreign countries}}
		,
	author={{
			JJaffe
		} and {
			RWesterfield
		}}
		
	
	
		,
	journal={{Journal of Banking & Finance}}
		
			13
			
			,
	year={1989}
		
	

}

@book{b14,
	
	
		,
	title={{A century of stock market liquidity and trading costs}}
		,
	author={{
			CJones
		}}
		
			,
	year={2002}
		
	

}

@incollection{b15,
	
	
		,
	title={{Can tax-loss selling explain the January effect? A note}}
		,
	author={{
			CPJones
		} and {
			DKPearce
		} and {
			JWWilson
		}}
		
		
	
	
		,
	journal={{The Journal of Finance}}
		
			42
			
			,
	year={1987}
		
	

}

@incollection{b16,
	
	
		,
	title={{A further investigation of the weekend effect in stock returns}}
		,
	author={{
			DBKeim
		} and {
			RFStambaugh
		}}
		
	
	
		,
	journal={{The Journal of Finance}}
		
			39
			
			,
	year={1984}
		
	

}

@incollection{b17,
	
	
		,
	title={{Holiday effects and stock returns: Further evidence}}
		,
	author={{
			CWKim
		} and {
			JPark
		}}
		
	
	
		,
	journal={{Journal of Financial and Quantitative Analysis}}
		
			29
			
			,
	year={1994}
		
	

}

@incollection{b18,
	
	
		,
	title={{The disappearing day-of-the-week effect in the world's largest equity markets}}
		,
	author={{
			GKohers
		} and {
			NKohers
		} and {
			VPandey
		} and {
			TKohers
		}}
		
		
		
	
	
		,
	journal={{Applied Economics Letters}}
		
			11
			
			,
	year={2004}
		
	

}

@incollection{b19,
	
	
		,
	title={{Are seasonal anomalies real? A ninety-year perspective}}
		,
	author={{
			JLakonishok
		} and {
			SSmidt
		}}
		
	
	
		,
	journal={{The Review of Financial Studies}}
		
			1
			
			,
	year={1988}
		
	

}

@incollection{b20,
	
	
		,
	title={{Ex-day behavior, tax or short-term trading effects}}
		,
	author={{
			MALasfer
		}}
	
	
		,
	journal={{The Journal of Finance}}
		
			50
			
			,
	year={1995}
		
	

}

@incollection{b21,
	
	
		,
	title={{Capital market seasonality: The case of stock returns}}
		,
	author={{
			MSRozeff
		} and {
			WRKinneyJr
		}}
		
	
	
		,
	journal={{Journal of Financial Economics}}
		
			3
			
			,
	year={1976}
		
	

}

@incollection{b22,
	
	
		,
	title={{The disposition to sell winners too early and ride losers too long: Theory and evidence}}
		,
	author={{
			HShefrin
		} and {
			MStatman
		}}
		
	
	
		,
	journal={{The Journal of finance}}
		
			40
			
			,
	year={1985}
		
	

}

@incollection{b23,
	
	
		,
	title={{Alternative methods for raising capital: Rights versus underwritten offerings}}
		,
	author={{
			CWSmithJr
		}}
	
	
		,
	journal={{Journal of financial economics}}
		
			5
			
			,
	year={1977}
		
	

}

@incollection{b24,
	
	
		,
	title={{Day-of-the-week effect on the Paris Bourse}}
		,
	author={{
			BSolnik
		} and {
			LBousquet
		}}
		
	
	
		,
	journal={{Journal of Banking & Finance}}
		
			14
			
			,
	year={1990}
		
	

}

@incollection{b25,
	
	
		,
	title={{Predictability of Finnish and Swedish stock returns}}
		,
	author={{
			RÖstermark
		}}
	
	
		,
	journal={{Omega}}
		
			17
			
			,
	year={1989}
		
	

}

@incollection{b26,
	
	
		,
	title={{Anomalies, weekend, holiday, turn of the month, and intraday effects}}
		,
	author={{
			RHThaler
		}}
	
	
		,
	journal={{Journal of Economic Perspectives}}
		
			1
			
			,
	year={1987}
		
	

}

@incollection{b27,
	
	
		,
	title={{Anomalies, the January effect}}
		,
	author={{
			RHThaler
		}}
	
	
		,
	journal={{Journal of Economic Perspectives}}
		
			1
			
			,
	year={1987}
		
	

}