The day of the week effects in Indonesia, Singapore, and Malaysia stock market
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Cited by:
- Jinghan Cai & Jibao He & Le Xia & Weili Zhai, 2017. "Weekend Effect and Short Sales: Evidence from Hong Kong," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 3(2), pages 8-18, 02-2017.
More about this item
Keywords
The day of the week effects; anomaly; abnormal return; AR-EGARCH;JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2009-08-22 (All new papers)
- NEP-SEA-2009-08-22 (South East Asia)
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