The day of the week effects in Indonesia, Singapore, and Malaysia stock market
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- 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.
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KeywordsThe day of the week effects; anomaly; abnormal return; AR-EGARCH;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fieldsThis paper has been announced in the following NEP Reports:
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