Weekend effect in the Singapore stock market
This paper investigates the relevance of weekend effect in the Singapore stock market. Firstly, it determines whether Monday shows the lowest returns of the week. Secondly, it explores the possibility of exploiting this anomaly as a trading strategy.
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| Format: | Final Year Project |
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2008
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| Online Access: | http://hdl.handle.net/10356/11712 |
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| Institution: | Nanyang Technological University |
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sg-ntu-dr.10356-117122023-05-19T06:24:05Z Weekend effect in the Singapore stock market Chut, Wan Lin. Li, Wai Ming. Lim, Geok Fong. Tan, How Joo Nanyang Business School DRNTU::Business::Finance::Stock exchanges This paper investigates the relevance of weekend effect in the Singapore stock market. Firstly, it determines whether Monday shows the lowest returns of the week. Secondly, it explores the possibility of exploiting this anomaly as a trading strategy. 2008-09-24T07:58:08Z 2008-09-24T07:58:08Z 2000 2000 Final Year Project (FYP) http://hdl.handle.net/10356/11712 Nanyang Technological University application/pdf |
| institution |
Nanyang Technological University |
| building |
NTU Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NTU Library |
| collection |
DR-NTU |
| topic |
DRNTU::Business::Finance::Stock exchanges |
| spellingShingle |
DRNTU::Business::Finance::Stock exchanges Chut, Wan Lin. Li, Wai Ming. Lim, Geok Fong. Weekend effect in the Singapore stock market |
| description |
This paper investigates the relevance of weekend effect in the Singapore stock market. Firstly, it determines whether Monday shows the lowest returns of the week. Secondly, it explores the possibility of exploiting this anomaly as a trading strategy. |
| author2 |
Tan, How Joo |
| author_facet |
Tan, How Joo Chut, Wan Lin. Li, Wai Ming. Lim, Geok Fong. |
| format |
Final Year Project |
| author |
Chut, Wan Lin. Li, Wai Ming. Lim, Geok Fong. |
| author_sort |
Chut, Wan Lin. |
| title |
Weekend effect in the Singapore stock market |
| title_short |
Weekend effect in the Singapore stock market |
| title_full |
Weekend effect in the Singapore stock market |
| title_fullStr |
Weekend effect in the Singapore stock market |
| title_full_unstemmed |
Weekend effect in the Singapore stock market |
| title_sort |
weekend effect in the singapore stock market |
| publishDate |
2008 |
| url |
http://hdl.handle.net/10356/11712 |
| _version_ |
1770565936327163904 |