Day of the Week Effect and Stock Returns: (Evidence from Karachi Stock Exchange-Pakistan)
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References listed on IDEAS
- Lakonishok, Josef & Levi, Maurice, 1982. " Weekend Effects on Stock Returns: A Note," Journal of Finance, American Finance Association, vol. 37(3), pages 883-889, June.
- Dimitris Kenourgios & Aristeidis Samitas & Spyros Papathanasiou, 2005. "The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange," Finance 0512028, University Library of Munich, Germany.
- French, Kenneth R., 1980. "Stock returns and the weekend effect," Journal of Financial Economics, Elsevier, vol. 8(1), pages 55-69, March.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Abdelkader Derbali & Slaheddine Hallara & David McMillan, 2016.
"Day-of-the-week effect on the Tunisian stock market return and volatility,"
Cogent Business & Management,
Taylor & Francis Journals, vol. 3(1), pages 1147111-114, December.
- Abdelkader Derbali & Slaheddine Hallara, 2016. "Day of the week effect on the Tunisian stock market return and volatility," Post-Print hal-01696003, HAL.
- Sumra Abbas & Attiya Yasmin Javid, 2015. "The Day-of-the-Week Anomaly in Market Returns, Volume and Volatility in SAARC Countries," PIDE-Working Papers 2015:129, Pakistan Institute of Development Economics.
- Halari, Anwar & Tantisantiwong, Nongnuch & Power, David. M. & Helliar, Christine, 2015. "Islamic calendar anomalies: Evidence from Pakistani firm-level data," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 64-73.
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KeywordsReturns; KSE-100; Monday Effect; Regression;
- M1 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration
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