Evidence on the Day-of-the-Week Effect and Asymmetric Behavior in the Bombay Stock Exchange

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Evidence on the Day-of-the-Week Effect and Asymmetric Behavior in the Bombay Stock Exchange

This study examines the existence of day-of.the~week effect and asymmetrical market behavior in the Bombay Stock Exchange (BSE) over the post-9/11 and post-9/11 sub-periods. This study found the existence of significant positive Monday effect and negative Friday effect during the pre-9/l1 sub-period...

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Bibliographic Details
Main Authors:	Chia, Ricky Chee-Jiun, Liew, Venus Khim-Sen
Format:	Article
Language:	English
Published:	IUP Publications 2010
Subjects:	HB Economic Theory
Online Access:	http://ir.unimas.my/id/eprint/18633/ http://ir.unimas.my/id/eprint/18633/7/Evidence%20on%20the%20Day%3Bof%3Bthe%3BWeek%20Effect%20%28abstract%29.pdf

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