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Evidence on the Day-of-the-Week Effect and Asymmetric Behavior in the Bombay Stock Exchange

This study examines the existence of day-of.the~week effect and asymmetrical market behavior in the Bombay Stock Exchange (BSE) over the post-9/11 and post-9/11 sub-periods. This study found the existence of significant positive Monday effect and negative Friday effect during the pre-9/l1 sub-period...

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書誌詳細
主要な著者:	Chia, Ricky Chee-Jiun, Liew, Venus Khim-Sen
フォーマット:	E-Article
言語:	English
出版事項:	IUP Publications 2010
主題:	HB Economic Theory
オンライン･アクセス:	http://ir.unimas.my/id/eprint/18633/7/Evidence%20on%20the%20Day%3Bof%3Bthe%3BWeek%20Effect%20%28abstract%29.pdf http://ir.unimas.my/id/eprint/18633/ http://www.iupindia.in/1005/ijaf.asp
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