Day-of-the-week effects in Selected East Asian stock markets
This study examines the day-of-the-week effects in the Taiwan, Singapore, Hong Kong and South Korea stock markets. Various significant day-of-the-week effects, including the typical negative Monday and positive Friday effects are detected in the stock markets Taiwan, Singapore and Hong Kong. Further...
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Economics Bulletin
2008
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| Online Access: | http://ir.unimas.my/56/ http://ir.unimas.my/56/1/Day-of-the-week%20effects%20in%20Selected%20East%20Asian%20stock%20markets%20%28abstract%29.pdf |
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unimas-562016-12-27T08:22:20Z http://ir.unimas.my/56/ Day-of-the-week effects in Selected East Asian stock markets Venus, Khim-Sen Liew Ricky, Chee-Jiun Chia Syed Azizi Wafa, Syed Khalid Wafa AC Collections. Series. Collected works HF Commerce HG Finance This study examines the day-of-the-week effects in the Taiwan, Singapore, Hong Kong and South Korea stock markets. Various significant day-of-the-week effects, including the typical negative Monday and positive Friday effects are detected in the stock markets Taiwan, Singapore and Hong Kong. Further analysis shows that only Friday effect in Taiwan is sustainable while all other effects disappeared completely after accounting for equity risks. Besides, this study also finds evidences of risk and return tradeoff as well as asymmetrical market effects. Economics Bulletin 2008-03-07 Article PeerReviewed text en http://ir.unimas.my/56/1/Day-of-the-week%20effects%20in%20Selected%20East%20Asian%20stock%20markets%20%28abstract%29.pdf Venus, Khim-Sen Liew and Ricky, Chee-Jiun Chia and Syed Azizi Wafa, Syed Khalid Wafa (2008) Day-of-the-week effects in Selected East Asian stock markets. Economics Bulletin, 7 (5). pp. 1-8. |
| repository_type |
Digital Repository |
| institution_category |
Local University |
| institution |
Universiti Malaysia Sarawak |
| building |
UNIMAS Institutional Repository |
| collection |
Online Access |
| language |
English |
| topic |
AC Collections. Series. Collected works HF Commerce HG Finance |
| spellingShingle |
AC Collections. Series. Collected works HF Commerce HG Finance Venus, Khim-Sen Liew Ricky, Chee-Jiun Chia Syed Azizi Wafa, Syed Khalid Wafa Day-of-the-week effects in Selected East Asian stock markets |
| description |
This study examines the day-of-the-week effects in the Taiwan, Singapore, Hong Kong and South Korea stock markets. Various significant day-of-the-week effects, including the typical negative Monday and positive Friday effects are detected in the stock markets Taiwan, Singapore and Hong Kong. Further analysis shows that only Friday effect in Taiwan is sustainable while all other effects disappeared completely after accounting for equity risks. Besides, this study also finds evidences of risk and return tradeoff as well as asymmetrical market effects. |
| format |
Article |
| author |
Venus, Khim-Sen Liew Ricky, Chee-Jiun Chia Syed Azizi Wafa, Syed Khalid Wafa |
| author_facet |
Venus, Khim-Sen Liew Ricky, Chee-Jiun Chia Syed Azizi Wafa, Syed Khalid Wafa |
| author_sort |
Venus, Khim-Sen Liew |
| title |
Day-of-the-week effects in Selected East Asian stock markets |
| title_short |
Day-of-the-week effects in Selected East Asian stock markets |
| title_full |
Day-of-the-week effects in Selected East Asian stock markets |
| title_fullStr |
Day-of-the-week effects in Selected East Asian stock markets |
| title_full_unstemmed |
Day-of-the-week effects in Selected East Asian stock markets |
| title_sort |
day-of-the-week effects in selected east asian stock markets |
| publisher |
Economics Bulletin |
| publishDate |
2008 |
| url |
http://ir.unimas.my/56/ http://ir.unimas.my/56/1/Day-of-the-week%20effects%20in%20Selected%20East%20Asian%20stock%20markets%20%28abstract%29.pdf |
| first_indexed |
2018-09-06T00:14:54Z |
| last_indexed |
2018-09-06T00:14:54Z |
| _version_ |
1610869036656099328 |