Day-Of-The Week effects and stock market volatility in Malaysian Stock Exchange / Donna Debra Banati

There are many researchers that still debate about the market anomalies specifically in calendar effect anomalies with different results of their analysis. This research paper is designed to study whether there is a day that induces higher stock market return and high volatility. The daily data samp...

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Bibliographic Details
Main Author: Banati, Donna Debra
Format: Student Project
Language:English
Published: 2016
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/74517/1/74517.pdf
https://ir.uitm.edu.my/id/eprint/74517/
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