Stock Returns and the Weekend Effect: the Malaysian Experience
Market behaviour of stock returns and the weekend effect were investigated. Our study confirms the presence of the day of the week effect or Monday effect in the Malaysian Stock Market. In particular, over the 1975-1985 periods, the lowest mean return occurred on Tuesday and both Monday and Tuesda...
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| Language: | English English |
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1988
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| Online Access: | http://psasir.upm.edu.my/id/eprint/2690/1/Stock_Returns_and_the_Weekend_Effect.pdf http://psasir.upm.edu.my/id/eprint/2690/ |
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my.upm.eprints.26902013-05-27T07:02:48Z http://psasir.upm.edu.my/id/eprint/2690/ Stock Returns and the Weekend Effect: the Malaysian Experience Md. Nasir, Annuar Mohamad, Shamsher Abdul Hamid, Mohamad Ali Market behaviour of stock returns and the weekend effect were investigated. Our study confirms the presence of the day of the week effect or Monday effect in the Malaysian Stock Market. In particular, over the 1975-1985 periods, the lowest mean return occurred on Tuesday and both Monday and Tuesday returns were negative. 1988 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/2690/1/Stock_Returns_and_the_Weekend_Effect.pdf Md. Nasir, Annuar and Mohamad, Shamsher and Abdul Hamid, Mohamad Ali (1988) Stock Returns and the Weekend Effect: the Malaysian Experience. Pertanika, 11 (1). pp. 107-114. English |
| institution |
Universiti Putra Malaysia |
| building |
UPM Library |
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Institutional Repository |
| continent |
Asia |
| country |
Malaysia |
| content_provider |
Universiti Putra Malaysia |
| content_source |
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http://psasir.upm.edu.my/ |
| language |
English English |
| description |
Market behaviour of stock returns and the weekend effect were investigated. Our study confirms
the presence of the day of the week effect or Monday effect in the Malaysian Stock Market. In particular,
over the 1975-1985 periods, the lowest mean return occurred on Tuesday and both Monday and Tuesday
returns were negative. |
| format |
Article |
| author |
Md. Nasir, Annuar Mohamad, Shamsher Abdul Hamid, Mohamad Ali |
| spellingShingle |
Md. Nasir, Annuar Mohamad, Shamsher Abdul Hamid, Mohamad Ali Stock Returns and the Weekend Effect: the Malaysian Experience |
| author_facet |
Md. Nasir, Annuar Mohamad, Shamsher Abdul Hamid, Mohamad Ali |
| author_sort |
Md. Nasir, Annuar |
| title |
Stock Returns and the Weekend Effect:
the Malaysian Experience |
| title_short |
Stock Returns and the Weekend Effect:
the Malaysian Experience |
| title_full |
Stock Returns and the Weekend Effect:
the Malaysian Experience |
| title_fullStr |
Stock Returns and the Weekend Effect:
the Malaysian Experience |
| title_full_unstemmed |
Stock Returns and the Weekend Effect:
the Malaysian Experience |
| title_sort |
stock returns and the weekend effect:
the malaysian experience |
| publishDate |
1988 |
| url |
http://psasir.upm.edu.my/id/eprint/2690/1/Stock_Returns_and_the_Weekend_Effect.pdf http://psasir.upm.edu.my/id/eprint/2690/ |
| _version_ |
1643822393152503808 |