Day-of-the-week effect on stock returns / Noor Ain Shafiqah Ahmad Saharuddin
This study examines the day-of-the-week effect on stock returns of FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBM KLCI) from 05 March 2007 until 1 July 2016 using Ordinary Latest Square (OLS) Method. The findings suggest that there exist the 'Monday effect' and significantly differe...
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| Format: | Thesis |
| Language: | English |
| Published: |
2017
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| Online Access: | https://ir.uitm.edu.my/id/eprint/94383/2/94383.pdf https://ir.uitm.edu.my/id/eprint/94383/ |
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