{"id":"https://openalex.org/W2013111113","doi":"https://doi.org/10.1080/135048599353447","title":"Some additional Australian evidence on the day-of-the-week effect","display_name":"Some additional Australian evidence on the day-of-the-week effect","publication_year":1999,"publication_date":"1999-04-01","ids":{"openalex":"https://openalex.org/W2013111113","doi":"https://doi.org/10.1080/135048599353447","mag":"2013111113"},"language":"en","primary_location":{"id":"doi:10.1080/135048599353447","doi":"https://doi.org/10.1080/135048599353447","is_oa":false,"landing_page_url":"https://doi.org/10.1080/135048599353447","pdf_url":null,"source":{"id":"https://openalex.org/S96544531","display_name":"Applied Economics Letters","issn_l":"1350-4851","issn":["1350-4851","1466-4291"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","jufo-1","norway-1","poland-40","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547","https://openalex.org/P4310320449"],"host_organization_lineage_names":["Taylor & Francis","Informa"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Applied Economics Letters","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5038681222","display_name":"Sinclair Davidson","orcid":"https://orcid.org/0000-0003-4201-1077","observed_orcids":["https://orcid.org/0000-0003-4201-1077"]},"institutions":[{"id":"https://openalex.org/I82951845","display_name":"RMIT University","ror":"https://ror.org/04ttjf776","country_code":"AU","type":"education","lineage":["https://openalex.org/I82951845"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"SINCLAIR DAVIDSON","raw_affiliation_strings":["Royal Melbourne Institute of Technology University:"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Royal Melbourne Institute of Technology University:","institution_ids":["https://openalex.org/I82951845"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5066686727","display_name":"Robert W. Faff","orcid":"https://orcid.org/0000-0001-6867-9599","observed_orcids":["https://orcid.org/0000-0001-6867-9599"]},"institutions":[{"id":"https://openalex.org/I82951845","display_name":"RMIT University","ror":"https://ror.org/04ttjf776","country_code":"AU","type":"education","lineage":["https://openalex.org/I82951845"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"ROBERT FAFF","raw_affiliation_strings":["Royal Melbourne Institute of Technology University:"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Royal Melbourne Institute of Technology University:","institution_ids":["https://openalex.org/I82951845"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I82951845"],"apc_list":null,"apc_paid":null,"fwci":0.6879,"has_fulltext":false,"cited_by_count":36,"citation_normalized_percentile":{"value":0.83091315,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"6","issue":"4","first_page":"247","last_page":"249"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/day-of-the-week-effect","display_name":"day-of-the-week effect","score":0.9959999918937683},{"id":"https://openalex.org/keywords/calendar-anomalies","display_name":"calendar anomalies","score":0.722000002861023},{"id":"https://openalex.org/keywords/stock-returns","display_name":"stock returns","score":0.7620000243186951},{"id":"https://openalex.org/keywords/australian-stock-market","display_name":"Australian stock market","score":0.8539999723434448},{"id":"https://openalex.org/keywords/return-predictability","display_name":"return predictability","score":0.527999997138977},{"id":"https://openalex.org/keywords/sample-size-adjustment","display_name":"sample size adjustment","score":0.4860000014305115}],"concepts":[{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6211624145507812},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5894853472709656},{"id":"https://openalex.org/C2781291010","wikidata":"https://www.wikidata.org/wiki/Q178580","display_name":"Period (music)","level":2,"score":0.5566471815109253},{"id":"https://openalex.org/C198531522","wikidata":"https://www.wikidata.org/wiki/Q485146","display_name":"Sample (material)","level":2,"score":0.5300578474998474},{"id":"https://openalex.org/C18246116","wikidata":"https://www.wikidata.org/wiki/Q42962347","display_name":"Names of the days of the week","level":2,"score":0.4647812843322754},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3809615671634674},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.18455630540847778},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.06153562664985657},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C24890656","wikidata":"https://www.wikidata.org/wiki/Q82811","display_name":"Acoustics","level":1,"score":0.0},{"id":"https://openalex.org/C43617362","wikidata":"https://www.wikidata.org/wiki/Q170050","display_name":"Chromatography","level":1,"score":0.0},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1080/135048599353447","doi":"https://doi.org/10.1080/135048599353447","is_oa":false,"landing_page_url":"https://doi.org/10.1080/135048599353447","pdf_url":null,"source":{"id":"https://openalex.org/S96544531","display_name":"Applied Economics Letters","issn_l":"1350-4851","issn":["1350-4851","1466-4291"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","jufo-1","norway-1","poland-40","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547","https://openalex.org/P4310320449"],"host_organization_lineage_names":["Taylor & Francis","Informa"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Applied Economics Letters","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:taf:apeclt:v:6:y:1999:i:4:p:247-249","doi":null,"is_oa":false,"landing_page_url":"http://www.informaworld.com/openurl?genre=article&doi=10.1080/135048599353447&magic=repec&7C&7C8674ECAB8BB840C6AD35DC6213A474B5","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":5,"referenced_works":["https://openalex.org/W1995636649","https://openalex.org/W2006568420","https://openalex.org/W2069761834","https://openalex.org/W2142595841","https://openalex.org/W2157564530"],"related_works":["https://openalex.org/W1995636649","https://openalex.org/W2557060955","https://openalex.org/W2057269580","https://openalex.org/W1984211011","https://openalex.org/W2238132520","https://openalex.org/W2100735226","https://openalex.org/W1491138255","https://openalex.org/W2021235738","https://openalex.org/W2157564530","https://openalex.org/W2973870641"],"abstract_inverted_index":{"This":[0,8,56],"paper":[1,57],"re-investigates":[2],"the":[3,19,34,60,63,86,89],"day-of-the-week":[4],"effect":[5,65],"in":[6,68,85],"Australia.":[7],"issue":[9],"has":[10,66],"been":[11,83],"previously":[12],"investigated":[13],"using":[14],"an":[15,74],"Australian":[16],"dataset":[17],"over":[18,88],"period":[20,90],"1974\u201395":[21],"by":[22,38],"Easton":[23],"and":[24,43,71],"Faff":[25],"(Applied":[26],"Financial":[27,42],"Economics,":[28],"4,":[29],"1994).":[30],"They":[31],"find":[32],"that":[33,59,72],"robust":[35],"techniques":[36],"suggested":[37],"Connolly":[39],"(Journal":[40],"of":[41,52,62],"Quantitative":[44],"Analysis,":[45],"24,":[46],"1989)":[47],"do":[48],"not":[49,81],"alter":[50],"results":[51],"standard":[53],"OLS":[54],"techniques.":[55],"shows":[58],"day":[61],"week":[64],"disappeared":[67],"recent":[69],"years":[70],"given":[73],"adjustment,":[75],"for":[76],"large":[77],"sample":[78],"size":[79],"may":[80],"have":[82],"evident":[84],"data":[87],"1983\u201396.":[91]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":3},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":2},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":1}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}