[Ariel, R. A. (1987). A Monthly Effect in Stock Returns. Journal of Financial Economics, 18, 161–174.10.1016/0304-405X(87)90066-3]Search in Google Scholar
[Banz, R. W. (1981). The Relationship Between Return and Market Value of Common Stocks. Journal of Financial Economics, 9, 3–18.10.1016/0304-405X(81)90018-0]Search in Google Scholar
[Basher, S.A, & Sadorsky, P. (2006). Day-of-the-week effects in emerging stock markets. Applied Economics Letters, 13, 621–628.10.1080/13504850600825238]Search in Google Scholar
[Cross, F. (1973). The Behavior of Stock Process on Fridays and Mondays. Financial Analysts Journal, 29, 67–69.10.2469/faj.v29.n6.67]Search in Google Scholar
[Fama, E. F. (1991). Efficient Capital Markets: II. Journal of Finance, 46(5), 1575–1617.10.1111/j.1540-6261.1991.tb04636.x]Search in Google Scholar
[French, K. R. (1980). Stock Returns and the Weekend Effect. Journal of Financial Economics, 8, March, 55–69.10.1016/0304-405X(80)90021-5]Search in Google Scholar
[Gajdošová, K., Heryán, T., & Tufan, E. (2011). Day of the week effect in the European emerging stock markets: recent evidence from the financial crisis period. Scientific Papers of the University of Pardubice, Series D, 15(19), 38–51.]Search in Google Scholar
[Gibbons, M. R., & Hess, P. (1981). Day of the Week Effects and Asset Returns. Journal of Business, 54, 3–27.]Search in Google Scholar
[Grotowski, M. (2003). Momentum (1). Nasz Rynek Kapitalowy, 2(146), 133–34.]Search in Google Scholar
[Grotowski, M. (2008). Efekty kalendarzowe na Gieldzie Papierow Wartosciowych w Warszawie. Gospodarka Narodowa, 1–2, 57–75.10.33119/GN/101313]Search in Google Scholar
[Jamróz, P. (2011). Metody analizy a efektywność polskiego rynku akcji, PhD thesis, Faculty of Economics and Management University of Bialystok, Bialystok.]Search in Google Scholar
[Kamaly, A., & Tooma, E. A. (2009) Calendar anomolies and stock market volatility in selected Arab stock exchanges, Applied Financial Economics, 19(11), pp. 881–892.]Search in Google Scholar
[Keim, D. (1983). Size-related Anomalies and Stock Return Seasonality. Journal of Financial Economics, 12, 13–32.10.1016/0304-405X(83)90025-9]Search in Google Scholar
[Kenourgios, D., & Samitas, A. (2008). The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange. International Research Journal of Finance and Economics, 15, 70–81.]Search in Google Scholar
[Kiymaz, H., & Berument, H. (2003). The Day of the Week Effect on Stock Market Volatility and Volume: International Evidence. Review of Financial Economics, 12(4), 363–380.10.1016/S1058-3300(03)00038-7]Search in Google Scholar
[Kourkoumelis, N., & Hourvouliades, N. (2010). New Evidence for the Day-of-the-Week Effect in the Financial Crisis. Available at SSRN 1553667. Retrieved from: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1553667.]Search in Google Scholar
[Lakonishok, J., & Smidt, S. (1988). Are Seasonal Anomalies Real?: A Ninety Year Perspective. Review of Financial Studies, 1, 435–455.10.1093/rfs/1.4.403]Search in Google Scholar
[Lakonishok, J., & Maberly, E. (1990). The Weekend Effect: Trading Patterns of Individual and Institutional Investors. The Journal of Finance, 45, 231–243.10.1111/j.1540-6261.1990.tb05089.x]Search in Google Scholar
[Landmesser, J. (2006). Efekt dnia tygodnia na Giełdzie Papierów Wartościowych w Warszawie. Zeszyty Naukowe Ekonomika i Organizacja Gospodarki Żywnościowej, 60, 187–196.]Search in Google Scholar
[Reinganum, M. R. (1983). Misspecification of Capital Asset Pricing: Empirical Anomalies Based on Earnings Yields and Market Values. Journal of Financial Economics, 12, 89–104.10.1016/0304-405X(83)90029-6]Search in Google Scholar
[Rogalski, R. J. (1984). New Findings Regarding Day-of-the-Week Returns over Trading and Non-Trading Periods. Journal of Finance, 39, 1603–1614.10.1111/j.1540-6261.1984.tb04927.x]Search in Google Scholar
[Roll, R. (1983). Vas ist Das? The Turn-of-the-Year Effect and the Return Premia of Small Firms, Journal of Portfolio Management, 9, 18–28.10.3905/jpm.1983.18]Search in Google Scholar
[Schwert, W. G. (2002). Anomalies and Market Efficiency, Simon S'chool of Business Working Paper No. FR 02–13. Retrieved from: http://papers.ssrn.com/sol3/papers.cfm?abstract jd=338080.10.3386/w9277]Search in Google Scholar
[Siwek, P. (2000). Efekt stycznia na rozwinifgtych rynkach kapitalowych i na Giełdzie Papierów Wartościowych w Warszawie. In W. Przybylska-Kapuścińska (ed.), Rynek finansowy. Wybrane zagadnienia, (pp. 150–163). Poznań, Wydawnictwo Akademii Ekonomicznej w Poznaniu.]Search in Google Scholar
[Smirlock, M., & Starks, L. (1986). Day-of-the-Week and Intraday Effects in Stock Returns. Journal of Financial Economics, 15, 396–421.10.1016/0304-405X(86)90011-5]Search in Google Scholar
[Stavarek, D., & Heryan, T. (2012). Day of the week effect in central European stock markets. MPRA Paper No. 38431. Retrieved from: http://mpra.ub.uni-muenchen.de/38431/1/MPRA_paper_38431.pdf.]Search in Google Scholar
[Szyszka, A. (1999). Efektywność rynku a anomalie w rozkladzie stóp zwrotu w czasie. Nasz Rynek Kapitałowy, 12, 55–58.]Search in Google Scholar
[Szyszka, A. (2003). Efektywność giełdy papierów wartościowych w Warszawie na tle rynków dojrzałych, Poznań: Wydawnictwo Akademii Ekonomicznej w Poznaniu.]Search in Google Scholar
[Tonchev, D., & Kim, T.-H. (2004). Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia. Applied Financial Economics, 14, 1035–1043.10.1080/0960310042000264003]Search in Google Scholar
[Wong, W. K., Agarwal, A., & Wong, N. T. (2006). The Disappearing Calendar Anomalies in the Singapore Stock Market. The Lahore Journal of Economics, 11(2), 123–139.10.35536/lje.2006.v11.i2.a7]Search in Google Scholar
[Wos, M., & Żarnowski, J. (2000). Efekt kapitalizacji. Nasz Rynek Kapitałowy, 3(111), 38–40.]Search in Google Scholar