Is three day-of-the-week effect in the Malaysian stock market?
This paper looks at the issue of day-of-the-week effect in the case of the Malaysian stock market, which is an emerging stock market in the Asia-Pacific region. The study covers a period between January 1989 and December 1993, using all major indices of the KLSE. Overall, there seems to be an abnorm...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Penerbit Universiti Kebangsaan Malaysia,
1999-07.
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Online Access: | Get fulltext |