[Agrawal, A., Tandon K. (1994). Anomalies or Illusions? Evidence from Stock Markets in Eighteen Countries. Journal of International Money and Finance 13, no. 1: 83-106.10.1016/0261-5606(94)90026-4]Open DOISearch in Google Scholar
[Balaban, E. (1994). Day of The week effects: New Evidence from Emerging Stock Market, The Central Bank of The Republic of Turkey. Discussion Paper no. 9410, November 1994.]Search in Google Scholar
[Banz, R.W. (1981). The Relationship between Return and Market Value of Common Stocks. Journal of Financial Economics 9, no. 1: 3-18.10.1016/0304-405X(81)90018-0]Open DOISearch in Google Scholar
[Bernard, V., Thomas, J. (1989.) Post-earnings-announcement Drift: Delayed Price Response or Risk Premium. Journal of Accounting Research 27: 1-36.10.2307/2491062]Open DOISearch in Google Scholar
[Buczek, S. (2005). Efektywność informacyjna rynków akcji. Teoria, a rzeczywistość. Warszawa: Wydawnictwo SGH.]Search in Google Scholar
[Capaul, C., Rowley, I., Sharpe, W. (1993). International Value and Growth Stock Returns. Financial Analysts Journal 49, no. 1: 27-36.10.2469/faj.v49.n1.27]Open DOISearch in Google Scholar
[Choudhry, T. (2000). Day of the Week Effect in Emerging Asian Stock Markets: Evidence from the GARCH Model. Applied Financial Economics 10, no. 3: 235-242.]Search in Google Scholar
[De Bondt, W., Thaler, R. (1985). Does the Stock Market Overreact? Journal of Finance 40, no. 3: 793-805.10.1111/j.1540-6261.1985.tb05004.x]Open DOISearch in Google Scholar
[Fama, E.F., French, K.R. (1992). The Cross-Section of Expected Stock Returns. Journal of Finance 47, no. 2: 427-465.10.1111/j.1540-6261.1992.tb04398.x]Open DOISearch in Google Scholar
[Glaser, M., Weber, M. (2003). Momentum and Turnover: Evidence from the German Stock Market. Schmalenbach Business Review 55, no. 2: 108-135.]Search in Google Scholar
[Haugen, R.A., Lakonishok, J. (1988). The Incredible January Effect: The Stock Market’s Unsolved Mystery. Dow Jones- Irwin.]Search in Google Scholar
[Jegadeesh, N. (1990). Evidence of Predictable Behavior of Security Returns. Journal of Finance 45, no. 3: 881-898.10.1111/j.1540-6261.1990.tb05110.x]Open DOISearch in Google Scholar
[Jegadeesh, N., Titman, S. (1993). Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. Journal of Finance 48, no. 1: 65-91.10.1111/j.1540-6261.1993.tb04702.x]Open DOISearch in Google Scholar
[Jegadeesh, N., Titman, S. (2001). Profitability of Momentum Strategies: an Evaluation of Alternative Explanations. The Journal of Finance 5,6 no. 2: 699-720.10.1111/0022-1082.00342]Open DOISearch in Google Scholar
[Johnson, T.C. (2002). Rational Momentum Effects. The Journal of Finance 57, no. 2: 585-608.10.1111/1540-6261.00435]Open DOISearch in Google Scholar
[Keim, D., Stambaugh, R. (1984). A Further Investigation of the Weekend Effect in Stock Returns. Journal of Finance 39: 819-35.10.1111/j.1540-6261.1984.tb03675.x]Open DOISearch in Google Scholar
[Kelsey, D., Kozhan, R., Pang, W. (2011). Asymmetric Momentum Effects Under Uncertainty. Review of Finance 15, no. 3: 603-631.10.1093/rof/rfq021]Open DOISearch in Google Scholar
[Keong, L.B., Yat, D.N.C., Ling, C.H. (2010). Month-of-the-year effects in Asian Countries: A 20-year Study (1990-2009). African Journal of Business Management 4, no. 7: 1351-1362.]Search in Google Scholar
[Lakanishok, J., Levi, M. (1982). Weekend Effects in Stock Returns: A Note. Journal of Finance 37: 883-89.10.1111/j.1540-6261.1982.tb02231.x]Open DOISearch in Google Scholar
[Latif, M., Arshad, S., Fatima, M., Farooq, S. (2011). Market Efficiency, Market Anomalies, Causes, Evidences, and Some Behavioral Aspects of Market Anomalies. Research Journal of Finance and Accounting 2, no. 9/10: 1-13.]Search in Google Scholar
[Lehmann, B. (1990). Fads, Martingales and Market Efficiency. Quarterly Journal of Economics 105, no. 1: 1-28.10.2307/2937816]Open DOISearch in Google Scholar
[Mehdian S, Perry M. (2001). The Reversal of the Monday Effect: New Evidence from US Equity Markets. Journal of Business Finance & Accounting 28, no. 7/8, 1043-1065.10.1111/1468-5957.00404]Open DOISearch in Google Scholar
[Michaely, R., Thaler, R.H., Womack, K.L. (1995). Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift? The Journal of Finance 50, no. 2: 573-608.10.1111/j.1540-6261.1995.tb04796.x]Open DOISearch in Google Scholar
[Richardson, S., Tuna, I., Wysocki, P. (2010). Accounting Anomalies and Fundamental Analysis: A Review of Recent Research Advances. Journal of Accounting and Economics, 50, no. 2/3: 410-454.]Search in Google Scholar
[Rouwenhorst, G. (1999). European Equity Markets and the EMU. Financial Analysis Journal 55, no. 3, 57-64. Samuelson, P. (1965). Proof that Properly Anticipated Prices Fluctuate Randomly. Industrial Management Review 6:41-49.]Search in Google Scholar
[Szyszka, A. (2003). Efektywność Giełdy Papierów Wartościowych w Warszawie na tle rynków dojrzałych. Poznań: Akademia Ekonomiczna w Poznaniu.]Search in Google Scholar
[Szyszka, A. (2006). Zjawisko kontynuacji stóp zwrotu na Giełdzie Papierów Wartościowych w Warszawie. Bank i Kredyt 8: 37-49.]Search in Google Scholar
[Wójtowicz, T. (2011). Efekt momentum na GPW w Warszawie w latach 2003-2010. Ekonomia Menedżerska 9: 63-74..]Search in Google Scholar