Weekend effect in the Singapore stock market
This paper investigates the relevance of weekend effect in the Singapore stock market. Firstly, it determines whether Monday shows the lowest returns of the week. Secondly, it explores the possibility of exploiting this anomaly as a trading strategy.
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/11712 |