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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Main Author: | Banati, Donna Debra |
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Format: | Student Project |
Language: | English |
Published: |
2016
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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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