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Cited by 260

The DOI matches its Crossref record; 21 of the 21 references it cites were found in a registry or an index.

International Evidence on the Robustness of the Day-of-the-Week Effect

Chang, Eric C., Pinegar, J. Michael, Ravichandran, R.·1993·The Journal of Financial and Quantitative Analysis
DOI 10.2307/2331162
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Abstract

Eric C. Chang, J. Michael Pinegar, R. Ravichandran, International Evidence on the Robustness of the Day-of-the-Week Effect, The Journal of Financial and Quantitative Analysis, Vol. 28, No. 4 (Dec., 1993), pp. 497-513

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Metadata

Authors
Chang, E. C., Pinegar, J. M., & Ravichandran, R.
Venue
The Journal of Financial and Quantitative Analysis
Publisher
JSTOR
Published
1993-12
Volume
28
Issue
4
Pages
497
ISSN
0022-1090 (ISSN-L)
DOI
10.2307/2331162
OpenAlex
W2057269580
Cited by
260
References
21
FWCI
6.46
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: International Evidence on the Robustness of the Day-of-the-Week Effect. https://app.cochat.ai/papers/10.2307/2331162
The paper
Chang, E. C., Pinegar, J. M., & Ravichandran, R. (1993). International Evidence on the Robustness of the Day-of-the-Week Effect. The Journal of Financial and Quantitative Analysis. https://doi.org/10.2307/2331162

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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.