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Using annual panel data to examine the Monday effect
Morey, Matthew R., (2012)
The monthly effect in stock returns and conditional heteroscedasticity
Rosenberg, Menahem, (2004)
Do Active Managers of Retail Mutual Funds Have an Incentive to Closet Index in Down Markets? Fund Performance and Subsequent Annual Fund Flows, 1997-2011
Gottesman, Aron A., (2015)