DAY OF THE WEEK EFFECT AND STOCKMARKET VOLATILITY: FURTHER EVIDENCE FROMMALAYSIA EXCHANGE
This paper examines the day of the week anomalies at the Malaysian Exchange during various economic situations. In particular, the paper looks at the existence of day of the week effect for various indices, the popular benchmark Composite Index, the broader based Emas Index, smaller capital based Se...
| Main Authors: | , |
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| Format: | Article |
| Language: | Indonesian |
| Published: |
Universitas Islam Bandung
2014-10-01
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| Series: | Statistika |
| Online Access: | http://ejournal.unisba.ac.id/index.php/statistika/article/view/909 |