May be read separately or as a reference found in Zechariah 14:4:

The phrase “day  of the Lord” usually identifies events that take place at the end of history (Isaiah 7:18-25) and is  often closely associated with the phrase “that day.” One key to understanding  these phrases is to note that they always identify a span of time during which  God personally intervenes in history, directly or indirectly, to accomplish some  specific aspect His plan.

Most people associate the day of the Lord with  a period of time or a special day that will occur when God’s will and purpose  for His world and for mankind will be fulfilled. Some scholars believe that the  day of the Lord will be a longer period of time than a single day—a period of  time when Christ will reign throughout the world before He cleanses heaven and  earth in preparation for the eternal state of all mankind. Other scholars  believe the day of the Lord will be an instantaneous event when Christ returns  to earth to redeem His faithful believers and send unbelievers to eternal  damnation.

The phrase “the day of the Lord” is used nineteen times in  the Old Testament (Isaiah 2:1213:6, 9; Ezekiel  13:5, 30:3; Joel 1:15, 2:1,11,31; 3:14; Amos 5:18,20; Obadiah 15Zephaniah  1:7,14; Zechariah 14:1; Malachi. 4:5) and four  times in the New Testament (Acts 2:20; 2  Thessalonians 2:2; 2 Peter  3:10). It is also alluded to in other passages (Revelation  6:17; 16:14).

The Old Testament passages dealing with  the day of the Lord often convey a sense of imminence, nearness, and  expectation: “Wail, for the day of the Lord is near!” (Isaiah 13:6); “For the day is near, even the day of the  Lord is near” (Ezekiel  30:3); “Let all who live in the land tremble, for the day of the Lord is  coming. It is close at hand” (Joel 2:1);  “Multitudes, multitudes in the valley of decision! For the day of the Lord is  near in the valley of decision” (Joel 3:14);  “Be silent before the Lord God! For the day of the Lord is near” (Zephaniah 1:7). This is  because the Old Testament passages referring to the day of the Lord often speak  of both a near and a far fulfillment, as does much of Old Testament prophecy.  Some Old Testament passages that refer to the day of the Lord describe  historical judgments that have already been fulfilled in some sense (Isaiah 13:6-22; Ezekiel 30:2-19; Joel 1:15, 3:14; Amos  5:18-20; Zephaniah  1:14-18), while others refers to divine judgments that will take place  toward the end of the age (Joel  2:30-32; Zechariah  14:1; Malachi 4:15).

The New  Testament calls it a day of “wrath,” a day of “visitation,” and the “great day  of God Almighty” (Revelation  16:14) and refers to a still future fulfillment when God’s wrath is poured  out on unbelieving Israel (Isaiah 22; Jeremiah  30:1-17; Joel 1-2; Amos 5; Zephaniah 1) and on the unbelieving world  (Ezekiel 38–39; Zechariah 14). The Scriptures indicate that “the day of the  Lord” will come quickly, like a thief in the night (Zephaniah  1:14-15; 2  Thessalonians 2:2), and therefore Christians must be watchful and ready for  the coming of Christ at any moment.

Besides being a time of judgment, it  will also be a time of salvation as God will deliver the remnant of Israel,  fulfilling His promise that “all of Israel will be saved” (Romans 11:26), forgiving  their sins and restoring His chosen people to the land He promised to Abraham  (Isaiah  10:27; Jeremiah  30:19-31, 40; Micah  4; Zechariah 13). The final outcome of the day of the Lord will be that “the  arrogance of man will be brought low and the pride of men humbled; the Lord  alone will be exalted in that day” (Isaiah  2:17). The ultimate or final fulfillment of the prophecies concerning the  day of the Lord will come at the end of history when God, with wondrous power,  will punish evil and fulfill all His promises.

To go back click: Zechariah 14:4

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