Stock Returns and the Weekend Effect: the Malaysian Experience

Citation

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.

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.

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Additional Metadata

Item Type:	Article
Divisions:	Faculty of Economics and Management
Depositing User:	Nur Izyan Mohd Zaki
Date Deposited:	17 Nov 2009 01:38
Last Modified:	27 May 2013 07:02
URI:	http://psasir.upm.edu.my/id/eprint/2690
Statistic Details:	View Download Statistic

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