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Cited by 498

The DOI matches its Crossref record; 15 of the 15 references it cites were found in a registry or an index.

The Weekend Effect: Trading Patterns of Individual and Institutional Investors

LAKONISHOK, JOSEF, MABERLY, EDWIN·1990·The Journal of Finance
DOI 10.1111/j.1540-6261.1990.tb05089.x
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Abstract

In this paper, we document regularities in trading patterns of individual and institutional investors related to the day of the week. We find a relative increase in trading activity by individuals on Mondays. In addition, there is a tendency for individuals to increase the number of sell transactions relative to buy transactions, which might explain at least part of the weekend effect.

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Crossref · 10.1111/j.1540-6261.1990.tb05089.x

Cites

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Citations

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Metadata

Authors
LAKONISHOK, J., & MABERLY, E.
Venue
The Journal of Finance
Publisher
Wiley
Published
1990-03
Volume
45
Issue
1
Pages
231-243
ISSN
  • 0022-1082 (ISSN-L)
  • 1540-6261
DOI
10.1111/j.1540-6261.1990.tb05089.x
OpenAlex
W2044267123
Cited by
498
References
15
FWCI
12.29
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: The Weekend Effect: Trading Patterns of Individual and Institutional Investors. https://app.cochat.ai/papers/10.1111/j.1540-6261.1990.tb05089.x
The paper
LAKONISHOK, J., & MABERLY, E. (1990). The Weekend Effect: Trading Patterns of Individual and Institutional Investors. The Journal of Finance. https://doi.org/10.1111/j.1540-6261.1990.tb05089.x

Data sources

Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.