The Monday Effect: Evidence from Malaysian Stock Market

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The Monday Effect: Evidence from Malaysian Stock Market

The Monday effect has been identified by researchers in the 1920s. Past literatures have been well recorded that expected returns vary with the day of the week. It is well known as one of the most puzzling empirical findings in finance. This paper re-examines the Monday effect on the Malaysian equit...

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Bibliographic Details
Main Author:	Tam, Kok Chian
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2009
Online Access:	https://eprints.nottingham.ac.uk/24088/

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