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...

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Bibliographic Details
Main Authors: Othman Yong (Author), Ismail Ibrahim (Author)
Format: Article
Language:English
Published: Penerbit Universiti Kebangsaan Malaysia, 1999-07.
Online Access:Get fulltext