Day-of-the-week effects in the Asian stock markets.

• Main Author: Wong, Nee Tat.
• Other Authors: Sun, Qian
• Format: Theses and Dissertations
• Language: English
• Published: 2008
• Subjects: DRNTU::Business::Finance::Stock exchanges
• Online Access: http://hdl.handle.net/10356/7791
• Institution: Nanyang Technological University

The objectives are to examine the existence of the day-of-the-week effect in the Asian markets of Singapore, Malaysia, Thailand, Hong Kong and Taiwan using a longer and more recent period of analysis and to test the presence of size effect to see whether the day-of-the-week effect depends on firm si...