Day-of-the-week effects in the Asian stock markets.
The objectives are to examine the existence of the day-of-the-week effect in the Asian markets of Singapore, Malaysia, Thailand, Hong Kong and Taiwan using a longer and more recent period of analysis and to test the presence of size effect to see whether the day-of-the-week effect depends on firm si...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
2008
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/7791 |