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Stock Returns and the Weekend Effect: the Malaysian Experience

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.

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Abstract

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.

Item Type:Article
Faculty or Institute:Faculty of Economics and Management
ID Code:2690
Deposited By: Nur Izyan Mohd Zaki
Deposited On:17 Nov 2009 09:38
Last Modified:27 May 2013 15:02

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