Day-of-the-week effects in Selected East Asian stock markets

• Main Authors: Venus, Khim-Sen Liew, Ricky, Chee-Jiun Chia, Syed Azizi Wafa, Syed Khalid Wafa
• Format: E-Article
• Language: English
• Published: Economics Bulletin 2008
• Subjects: AC Collections. Series. Collected works; HF Commerce; HG Finance
• Online Access: http://ir.unimas.my/id/eprint/56/1/Day-of-the-week%20effects%20in%20Selected%20East%20Asian%20stock%20markets%20%28abstract%29.pdf; http://ir.unimas.my/id/eprint/56/

This study examines the day-of-the-week effects in the Taiwan, Singapore, Hong Kong and South Korea stock markets. Various significant day-of-the-week effects, including the typical negative Monday and positive Friday effects are detected in the stock markets Taiwan, Singapore and Hong Kong. Further...