Can money be made on Mondays? : An empirical investigation of the efficiency on the OMXS30

Can money be made on Mondays? : An empirical investigation of the efficiency on the OMXS30

Purpose: The purpose of this thesis is to investigate if abnormal patterns concerning the rates of return during specific weekdays and months are observable for the companies in the OMXS30 during the period 2003-2010. A special focus will be put on the Monday effect anomaly. Background: Investors ha...

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Bibliographic Details
Main Authors: Jakobsson, Catrin, Henriksson, Ola
Format: Others
Language:English
Published: Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Företagsekonomi 2010
Subjects:
Efficiency
Efficient market theory
Anomaly
Monday effect
Weekend effect
January effect
Day-of-the-week effect
Turn-of-the-year effect
Abnormal returns
Business studies
Företagsekonomi
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-12764

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-12764

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