Monday effect and Friday-Monday correlation
63 p.
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2014
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| Online Access: | http://hdl.handle.net/10356/57813 |
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| Institution: | Nanyang Technological University |
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sg-ntu-dr.10356-578132023-05-19T07:23:12Z Monday effect and Friday-Monday correlation Azharudin Bin Ismail Chang Shih Khoon Toh Wei Lin Watt Wing Hong Nanyang Business School DRNTU::Business::Finance::Stock exchanges 63 p. The Monday Effect is the tendency of the prices to be the lowest on Monday amongst the trading days in the week. In this present paper, the day-of the week effects in the Singapore Stock Exchange (SES) and the New York Stock Exchange (NYSE) are examined to find out whether Singapore's Monday Effect is the result of influences from the NYSE or its existence is unique. The results from this study show that there is indeed the existence of Monday Effect unique to the Singapore stock market. The study extends further with the conclusion that after the removal of the US influence, previous Friday returns of SES stocks have a bearing on the following Monday's returns which suggest the possible explanation of the existence of the Monday Effect unique to the Singapore stock market. BUSINESS 2014-04-07T11:01:36Z 2014-04-07T11:01:36Z 1997 1997 Final Year Project (FYP) http://hdl.handle.net/10356/57813 Nanyang Technological University application/pdf |
| institution |
Nanyang Technological University |
| building |
NTU Library |
| continent |
Asia |
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Singapore Singapore |
| content_provider |
NTU Library |
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DR-NTU |
| topic |
DRNTU::Business::Finance::Stock exchanges |
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DRNTU::Business::Finance::Stock exchanges Azharudin Bin Ismail Chang Shih Khoon Toh Wei Lin Monday effect and Friday-Monday correlation |
| description |
63 p. |
| author2 |
Watt Wing Hong |
| author_facet |
Watt Wing Hong Azharudin Bin Ismail Chang Shih Khoon Toh Wei Lin |
| format |
Final Year Project |
| author |
Azharudin Bin Ismail Chang Shih Khoon Toh Wei Lin |
| author_sort |
Azharudin Bin Ismail |
| title |
Monday effect and Friday-Monday correlation |
| title_short |
Monday effect and Friday-Monday correlation |
| title_full |
Monday effect and Friday-Monday correlation |
| title_fullStr |
Monday effect and Friday-Monday correlation |
| title_full_unstemmed |
Monday effect and Friday-Monday correlation |
| title_sort |
monday effect and friday-monday correlation |
| publishDate |
2014 |
| url |
http://hdl.handle.net/10356/57813 |
| _version_ |
1772828205352222720 |