It depends, generally Ive been told the following
If you have vacation days and can use them, then you should not work
If you dont have vacation days and really need the money then you can as this would create a large loss, but should try not to
If you own a business or are in sales and customers will leave your company forever then you can
If you just might lose a few temporary deals then you should not
Ive been told if there is a big loss involved you can work