Last week I was eyeing up flights to Vegas from Vancouver. I had vaguely chosen the flight that I wanted. On Saturday I found that the flights I wanted weren't there, and in general, it was more expensive than before. I checked again on Sunday, same thing. I then remembered some anecdotal statement that airlines put prices up on weekends.
Monday was a public holiday, so I wasn't sure how that would go. Sure enough, flights were still up, but this could be just that all flights had gone up in price.
Come Tuesday, back to work, and I checked. The flight that I'd been eyeing up the previous week was back down to the price I wanted, and more cheap flights were available.
Of course, this is only one anecdotal moment. Are there studies or statements from airlines online somewhere where there's documented evidence that they do this on purpose?
(Further anecdotal evidence will not be accepted as an answer)