Is there any day-of-the-week effect amid the covid-19 panic in the Malaysian stock market?

Using daily data from January 2, 2020 to May 31, 2021, this study empirically examines the day-of-the-week effect in the Malaysian stock market during the coronavirus disease 2019 (COVID-19) outbreak. We also test the impact of the lockdown policy and market sentiment index on the stock market. We r...

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Bibliographic Details
Main Authors: Liew, Venus Khim Sen, Chia, Ricky Chee Jiun, Samina Riaz, Evan Lau
Format: Article
Language:English
English
Published: World Scientific Publishing Co. Pte Ltd.
Subjects:
Online Access:https://eprints.ums.edu.my/id/eprint/32804/1/Is%20there%20any%20day.pdf
https://eprints.ums.edu.my/id/eprint/32804/3/Fulltext.pdf
https://eprints.ums.edu.my/id/eprint/32804/
https://www.worldscientific.com/doi/abs/10.1142/S021759082250014X
https://doi.org/10.1142/S021759082250014X
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