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The seasonal anomalies in the investors' fear gauge index
Shaikh, Imlak, (2016)
Do seasonal anomalies still work?
Dzhabarov, Constantine, (2010)
Risk-adjusted day-of-the-week, day-of-the-month, and month-of-the-year effects on stock indexes and stock index futures
Khaksari, Shahriar, (1992)
Odd-lot transactions around the turn of the year and the January effect
Dyl, Edward A., (1992)
The informational content of the interday price change with respect to stock index futures
Maberly, Edwin D., (1986)
Day-of-the-week mean spillover effects between New York and Tokyo : January 1976 to August 1992 ; a note
Hiraki, Takato, (1994)