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Is there still a January effect?
Booth, David G., (2000)
Market anomalies revisited
Chatterjee, Amitava, (1997)
Book-to-market across firm size, exchange, and seasonality : is there an effect?
Loughran, Tim, (1997)
Individual versus institutional investors and the weekend effect
Brockman, Paul, (1998)
Inter- and intra-day liquidity patterns on the stock exchange of Hong Kong
An analysis of depth behavior in an electronic, order-driven environment
Brockman, Paul, (1999)