The Unconditional and Conditional Methods to Examine the Weekend Effect of Stock Returns
This paper examines the weekend effect on stock market returns by using the unconditional method and the conditional method. This paper uses daily closing prices of firms listed in Indonesian stock exchange by using LQ-45 index from January 2006 to December 2013 in three subperiods: All months, non...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2015-10-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | http://mail.econjournals.com/index.php/ijefi/article/view/1528 |